Simt Managed Volatility Fund Price on November 11, 2024
| SVOAX Fund | USD 16.87 0.13 0.78% |
Below is the normalized historical share price chart for Simt Managed Volatility extending back to December 06, 2004. 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 Us stands at 16.87, as last reported on the 24th of November, with the highest price reaching 16.87 and the lowest price hitting 16.87 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 Managed Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simt Managed Volatility, which you can use to evaluate the volatility of the fund. Please validate Simt Us' Semi Deviation of 0.3176, risk adjusted performance of 0.1411, and Coefficient Of Variation of 533.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.0987%.
Simt Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Simt |
Sharpe Ratio = 0.165
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| Cash | SVOAX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 12 88% of assets perform better |
Based on monthly moving average Simt Us is performing at about 12% 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 Us by adding it to a well-diversified portfolio.
Simt Us Valuation on November 11, 2024
It is possible to determine the worth of Simt Us on a given historical date. On November 11, 2024 Simt was worth 16.86 at the beginning of the trading date compared to the closed value of 16.86. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Simt Us mutual fund. Still, in general, we apply an absolute valuation method to find Simt Us' 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 Us where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Simt Us' related companies.
| Open | High | Low | Close | Volume | |
| 16.78 | 16.78 | 16.78 | 16.78 | 1.00 | |
11/11/2024 | 16.86 | 16.86 | 16.86 | 16.86 | 1.00 |
| 16.79 | 16.79 | 16.79 | 16.79 | 1.00 |
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Simt Us Trading Date Momentum on November 11, 2024
| On November 12 2024 Simt Managed Volatility was traded for 16.79 at the closing time. The highest daily price throughout the period was 16.79 and the lowest price was 16.79 . There was no trading activity during the period 1.0. Lack of trading volume on 11/12/2024 added to the next day price reduction. The trading price change to closing price of the next trading day was 0.42% . The trading price change to current closing price is 0.71% . |
Simt Managed Volatility Fundamentals Correlations and Trends
By evaluating Simt Us' 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 Us' 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 Us Mutual Fund history
Simt Us 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 Managed Volatility 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 Us stock prices may prove useful in developing a viable investing in Simt Us
The fund will typically invest in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, warrants and exchange-traded funds . It may also, to a lesser extent, invest in American Depositary Receipts , real estate investment trusts and securities of non-U.S. companies.
Simt Us Mutual Fund Technical Analysis
Simt Us 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 Us Period Price Range
Low | November 24, 2024
| High |
0.00 | 0.00 |
Simt Managed Volatility 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 Us November 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Simt Us 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 Us shares will generate the highest return on investment. By undertsting and applying Simt Us mutual fund market strength indicators, traders can identify Simt Managed Volatility entry and exit signals to maximize returns
Simt Us Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Simt Us' 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 | 0.1411 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1481 |
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| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Simt Mutual Fund
Simt Us 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 Us security.
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