Simt Small Cap Fund Key Fundamental Indicators
| SPWIX Fund | USD 31.50 0.54 1.69% |
As of the 5th of February, Simt Small has the Semi Deviation of 0.9448, coefficient of variation of 697.09, and Risk Adjusted Performance of 0.1113. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Small Cap, as well as the relationship between them.
Simt Small's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Simt Small's valuation are provided below:Simt Small Cap does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Simt |
Simt Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Simt Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Simt Small.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Simt Small on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Small Cap or generate 0.0% return on investment in Simt Small over 90 days. Simt Small is related to or competes with Aqr Long-short, Aqr Equity, Doubleline Emerging, Rbc Emerging, Sp Midcap, and Ab Bond. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of small com... More
Simt Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Simt Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Simt Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.1066 | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.91 |
Simt Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Small's standard deviation. In reality, there are many statistical measures that can use Simt Small historical prices to predict the future Simt Small's volatility.| Risk Adjusted Performance | 0.1113 | |||
| Jensen Alpha | 0.2345 | |||
| Total Risk Alpha | 0.1115 | |||
| Sortino Ratio | 0.1503 | |||
| Treynor Ratio | 1.93 |
Simt Small February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1113 | |||
| Market Risk Adjusted Performance | 1.94 | |||
| Mean Deviation | 1.03 | |||
| Semi Deviation | 0.9448 | |||
| Downside Deviation | 1.24 | |||
| Coefficient Of Variation | 697.09 | |||
| Standard Deviation | 1.75 | |||
| Variance | 3.07 | |||
| Information Ratio | 0.1066 | |||
| Jensen Alpha | 0.2345 | |||
| Total Risk Alpha | 0.1115 | |||
| Sortino Ratio | 0.1503 | |||
| Treynor Ratio | 1.93 | |||
| Maximum Drawdown | 12.75 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.91 | |||
| Downside Variance | 1.54 | |||
| Semi Variance | 0.8926 | |||
| Expected Short fall | (1.18) | |||
| Skewness | 3.47 | |||
| Kurtosis | 21.51 |
Simt Small Cap Backtested Returns
Simt Small appears to be very steady, given 3 months investment horizon. Simt Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simt Small Cap, which you can use to evaluate the volatility of the fund. Please review Simt Small's Semi Deviation of 0.9448, coefficient of variation of 697.09, and Risk Adjusted Performance of 0.1113 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Small is expected to be smaller as well.
Auto-correlation | 0.46 |
Average predictability
Simt Small Cap has average predictability. Overlapping area represents the amount of predictability between Simt Small time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Simt Small Cap price movement. The serial correlation of 0.46 indicates that about 46.0% of current Simt Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Simt Small Cap has a Price To Earning of 27.62 times. This is much higher than that of the SEI family and significantly higher than that of the Small Growth category. The price to earning for all United States funds is notably lower than that of the firm.
Simt Small Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Simt Small's current stock value. Our valuation model uses many indicators to compare Simt Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Simt Small competition to find correlations between indicators driving Simt Small's intrinsic value. More Info.Simt Small Cap is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Simt Small Cap is roughly 8.94 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Simt Small's earnings, one of the primary drivers of an investment's value.Simt Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Simt Small's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Simt Small could also be used in its relative valuation, which is a method of valuing Simt Small by comparing valuation metrics of similar companies.Simt Small is currently under evaluation in price to earning among similar funds.
Simt Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Simt Small's current stock value. Our valuation model uses many indicators to compare Simt Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Simt Small competition to find correlations between indicators driving Simt Small's intrinsic value. More Info.Simt Small Cap is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.11 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Simt Small Cap is roughly 8.94 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Simt Small's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Simt Small
The fund consists of 78.05% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Simt Small's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Simt Fundamentals
| Price To Earning | 27.62 X | ||||
| Price To Book | 3.09 X | ||||
| Price To Sales | 1.45 X | ||||
| Total Asset | 459.03 M | ||||
| Year To Date Return | 5.74 % | ||||
| One Year Return | 7.21 % | ||||
| Three Year Return | 10.96 % | ||||
| Five Year Return | 3.84 % | ||||
| Ten Year Return | 9.17 % | ||||
| Net Asset | 422.33 M | ||||
| Minimum Initial Investment | 100 K | ||||
| Cash Position Weight | 21.96 % | ||||
| Equity Positions Weight | 78.05 % |
About Simt Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Simt Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Simt Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Simt Small Cap based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of small companies. It will primarily seek to purchase securities believed to have attractive growth and appreciation potential. For the purposes of this fund, a small company is a company with a market capitalization in the range of companies in the Russell 2000 Index, as determined at the time of purchase.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Simt Mutual Fund
Simt Small 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 Small security.
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