Sei Exchange Traded Etf Performance
| SEIM Etf | USD 38.88 0.22 0.56% |
The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEI Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEI Exchange is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SEI Exchange Traded has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward indicators, SEI Exchange is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors. ...more
1 | VFMO Diversification A Negative For Vanguards Momentum ETF - Seeking Alpha | 01/14/2025 |
SEI |
SEI Exchange Relative Risk vs. Return Landscape
If you would invest 4,034 in SEI Exchange Traded on November 28, 2024 and sell it today you would lose (146.00) from holding SEI Exchange Traded or give up 3.62% of portfolio value over 90 days. SEI Exchange Traded is currently does not generate positive expected returns and assumes 1.152% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than SEI, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
SEI Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI Exchange's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SEI Exchange Traded, and traders can use it to determine the average amount a SEI Exchange's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0494
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SEIM |
Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SEI Exchange is not performing at its full potential. However, 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 SEI Exchange by adding SEI Exchange to a well-diversified portfolio.
SEI Exchange Fundamentals Growth
SEI Etf prices reflect investors' perceptions of the future prospects and financial health of SEI Exchange, and SEI Exchange fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on SEI Etf performance.
| Total Asset | 18.11 M | |||
About SEI Exchange Performance
By examining SEI Exchange's fundamental ratios, stakeholders can obtain critical insights into SEI Exchange's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that SEI Exchange is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity and equity-related securities issued by large U.S. companies. Sei Enhanced is traded on BATS Exchange in the United States.| SEI Exchange Traded generated a negative expected return over the last 90 days | |
| The fund maintains 99.81% of its assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SEI Exchange Traded. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
The market value of SEI Exchange Traded is measured differently than its book value, which is the value of SEI that is recorded on the company's balance sheet. Investors also form their own opinion of SEI Exchange's value that differs from its market value or its book value, called intrinsic value, which is SEI Exchange's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SEI Exchange's market value can be influenced by many factors that don't directly affect SEI Exchange's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SEI Exchange's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEI Exchange is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEI Exchange's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.