Simt Multi Strategy Alternative Fund Price on November 6, 2024
| SMSAX Fund | USD 10.11 0.02 0.20% |
Below is the normalized historical share price chart for Simt Multi Strategy Alternative extending back to April 01, 2010. 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 Simt Multi-strategy stands at 10.11, as last reported on the 28th of November, with the highest price reaching 10.11 and the lowest price hitting 10.11 during the day.
If you're considering investing in Simt Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Simt Mutual Fund to be very steady. Simt Multi Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Simt Multi Strategy Alternative, which you can use to evaluate the volatility of the fund. Please validate Simt Multi-strategy's Risk Adjusted Performance of 0.1083, downside deviation of 0.267, and Standard Deviation of 0.2563 to confirm if the risk estimate we provide is consistent with the expected return of 0.0498%.
Simt Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Simt |
Sharpe Ratio = 0.1955
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SMSAX |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Simt Multi-strategy is performing at about 15% 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 Simt Multi-strategy by adding it to a well-diversified portfolio.
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Simt Multi-strategy Valuation on November 6, 2024
It is possible to determine the worth of Simt Multi-strategy on a given historical date. On November 6, 2024 Simt was worth 10.0 at the beginning of the trading date compared to the closed value of 10.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Simt Multi-strategy mutual fund. Still, in general, we apply an absolute valuation method to find Simt Multi-strategy'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 Simt Multi-strategy where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Simt Multi-strategy's related companies.
| Open | High | Low | Close | Volume | |
| 9.94 | 9.94 | 9.94 | 9.94 | 1.00 | |
11/06/2024 | 10.00 | 10.00 | 10.00 | 10.00 | 1.00 |
| 10.04 | 10.04 | 10.04 | 10.04 | 1.00 |
| Backtest Simt Multi-strategy | | | Simt Multi-strategy History | | | Simt Multi-strategy Valuation | Previous | Next |
Simt Multi-strategy Trading Date Momentum on November 6, 2024
| On November 07 2024 Simt Multi Strategy Alternative was traded for 10.04 at the closing time. The highest daily price throughout the period was 10.04 and the lowest price was 10.04 . There was no trading activity during the period 1.0. Lack of trading volume on 11/07/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 0.40% . The trading price change to current closing price is 0.50% . |
Simt Multi Strategy Fundamentals Correlations and Trends
By evaluating Simt Multi-strategy'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 Simt Multi-strategy's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Simt financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Simt Multi-strategy Mutual Fund history
Simt Multi-strategy 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 Simt is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Simt Multi Strategy 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 Simt Multi-strategy stock prices may prove useful in developing a viable investing in Simt Multi-strategy
The advisor employs a strategy intended to generate an absolute return in various market cycles with reduced correlation to the stock and bond markets. The fund allocates its assets among a variety of investment strategies through the use of affiliated and unaffiliated funds, including open-end funds, closed-end funds and exchange traded funds andor one or more investment sub-advisers .
Simt Multi-strategy Mutual Fund Technical Analysis
Simt Multi-strategy 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
Simt Multi-strategy Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
Simt Multi Strategy Alternative 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.
Simt Multi-strategy November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Simt Multi-strategy 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 Simt Multi-strategy shares will generate the highest return on investment. By undertsting and applying Simt Multi-strategy mutual fund market strength indicators, traders can identify Simt Multi Strategy Alternative entry and exit signals to maximize returns
Simt Multi-strategy Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Simt Multi-strategy's price direction in advance. Along with the technical and fundamental analysis of Simt Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Simt 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 | 0.1083 | |||
| Jensen Alpha | 0.0313 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | 2.38 |
| Cycle Indicators | ||
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| Math Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Simt Mutual Fund
Simt Multi-strategy financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Multi-strategy security.
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