Saat Tax Managed Aggressive Fund Price on September 3, 2024
SISAX Fund | USD 27.66 0.09 0.33% |
Below is the normalized historical share price chart for Saat Tax Managed Aggressive extending back to November 16, 2005. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Saat Tax-managed stands at 27.66, as last reported on the 30th of November, with the highest price reaching 27.66 and the lowest price hitting 27.66 during the day.
If you're considering investing in Saat Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Saat Mutual Fund to be very steady. Saat Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Saat Tax Managed Aggressive, which you can use to evaluate the volatility of the fund. Please validate Saat Tax-managed's Risk Adjusted Performance of 0.083, coefficient of variation of 893.35, and Semi Deviation of 0.4757 to confirm if the risk estimate we provide is consistent with the expected return of 0.0798%.
Saat Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Saat |
Sharpe Ratio = 0.1395
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | SISAX | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.57 actual daily | 5 95% of assets are more volatile |
Expected Return
0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Saat Tax-managed is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Saat Tax-managed by adding it to a well-diversified portfolio.
Saat Tax-managed Valuation on September 3, 2024
It is possible to determine the worth of Saat Tax-managed on a given historical date. On September 3, 2024 Saat was worth 26.31 at the beginning of the trading date compared to the closed value of 26.31. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Saat Tax-managed mutual fund. Still, in general, we apply an absolute valuation method to find Saat Tax-managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Saat Tax-managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Saat Tax-managed's related companies.
Open | High | Low | Close | Volume | |
26.74 | 26.74 | 26.74 | 26.74 | 1.00 | |
09/03/2024 | 26.31 | 26.31 | 26.31 | 26.31 | 1.00 |
26.27 | 26.27 | 26.27 | 26.27 | 1.00 |
Backtest Saat Tax-managed | | | Saat Tax-managed History | | | Saat Tax-managed Valuation | Previous | Next |
Saat Tax-managed Trading Date Momentum on September 3, 2024
On September 04 2024 Saat Tax Managed Aggressive was traded for 26.27 at the closing time. The highest daily price throughout the period was 26.27 and the lowest price was 26.27 . There was no trading activity during the period 1.0. Lack of trading volume on 09/04/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 0.15% . The trading price change to current closing price is 0.57% . |
Saat Tax Managed Fundamentals Correlations and Trends
By evaluating Saat Tax-managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Saat Tax-managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Saat financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Saat Tax-managed Mutual Fund history
Saat Tax-managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Saat is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Saat Tax Managed will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Saat Tax-managed stock prices may prove useful in developing a viable investing in Saat Tax-managed
The fund invests in other SEI Funds, each of which has its own investment goal . The Underlying SEI Funds invest, in turn, in securities and other instruments of various asset classes. The funds assets may be diversified across Underlying SEI equity funds, bond and money market funds, and real estate funds.
Saat Tax-managed Mutual Fund Technical Analysis
Saat Tax-managed technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Saat Tax-managed Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Saat Tax Managed Aggressive cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Saat Tax-managed November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Saat Tax-managed mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Saat Tax-managed shares will generate the highest return on investment. By undertsting and applying Saat Tax-managed mutual fund market strength indicators, traders can identify Saat Tax Managed Aggressive entry and exit signals to maximize returns
Saat Tax-managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Saat Tax-managed's price direction in advance. Along with the technical and fundamental analysis of Saat Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Saat to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.083 | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.11) | |||
Treynor Ratio | 0.0819 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Saat Mutual Fund
Saat Tax-managed financial ratios help investors to determine whether Saat Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Saat with respect to the benefits of owning Saat Tax-managed security.
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |