Siit Managed Volatility Fund Price on November 15, 2024
| SVYAX Fund | USD 12.79 0.04 0.31% |
Below is the normalized historical share price chart for Siit Managed Volatility extending back to January 09, 2009. 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 Siit Managed stands at 12.79, as last reported on the 11th of December 2024, with the highest price reaching 12.79 and the lowest price hitting 12.79 during the day.
If you're considering investing in Siit Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Siit Mutual Fund to be very steady. Siit Managed Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Siit Managed Volatility, which you can use to evaluate the volatility of the fund. Please validate Siit Managed's Risk Adjusted Performance of 0.0926, coefficient of variation of 759.23, and Semi Deviation of 0.3492 to confirm if the risk estimate we provide is consistent with the expected return of 0.0767%.
Siit Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Siit |
Sharpe Ratio = 0.1329
| Best Portfolio | Best Equity | |||
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| Cash | SVYAX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.58 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
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Siit 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 Siit Managed by adding it to a well-diversified portfolio.
Siit Managed Valuation on November 15, 2024
It is possible to determine the worth of Siit Managed on a given historical date. On November 15, 2024 Siit was worth 12.65 at the beginning of the trading date compared to the closed value of 12.65. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siit Managed mutual fund. Still, in general, we apply an absolute valuation method to find Siit 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 Siit Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siit Managed's related companies.
| Open | High | Low | Close | Volume | |
| 12.76 | 12.76 | 12.76 | 12.76 | 1.00 | |
11/15/2024 | 12.65 | 12.65 | 12.65 | 12.65 | 1.00 |
| 12.70 | 12.70 | 12.70 | 12.70 | 1.00 |
| Backtest Siit Managed | | | Siit Managed History | | | Siit Managed Valuation | Previous | Next |
Siit Managed Trading Date Momentum on November 15, 2024
| On November 18 2024 Siit Managed Volatility was traded for 12.70 at the closing time. The highest daily price throughout the period was 12.70 and the lowest price was 12.70 . There was no trading activity during the period 1.0. Lack of trading volume on 11/18/2024 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 3.08% . |
Siit Managed Volatility Fundamentals Correlations and Trends
By evaluating Siit 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 Siit Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Siit financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Siit Managed Mutual Fund history
Siit 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 Siit is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Siit 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 Siit Managed stock prices may prove useful in developing a viable investing in Siit Managed
The fund will invest at least 80 percent of its net assets in equity securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, interests in real estate investment trusts, ETFs and warrants. It may also invest in ADRs and securities of non-U.S. companies. The fund uses a multi-manager approach, relying on a number of Sub-Advisers with differing investment philosophies to manage portions of the funds portfolio under the general supervision of SIMC.
Siit Managed Mutual Fund Technical Analysis
Siit 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
Siit Managed Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
Siit 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.
Siit Managed December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Siit 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 Siit Managed shares will generate the highest return on investment. By undertsting and applying Siit Managed mutual fund market strength indicators, traders can identify Siit Managed Volatility entry and exit signals to maximize returns
Siit Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siit Managed's price direction in advance. Along with the technical and fundamental analysis of Siit Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Siit 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 | 0.0926 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.0963 |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Siit Mutual Fund
Siit Managed financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Managed security.
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