Simt Tax Managed Smallmid Fund Net Income
| STMPX Fund | USD 25.15 0.12 0.48% |
As of the 29th of January, Simt Tax-managed has the Coefficient Of Variation of 544.14, semi deviation of 0.6581, and Risk Adjusted Performance of 0.1366. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Tax Managed, as well as the relationship between them.
Simt Tax-managed'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 Tax-managed's valuation are provided below:Simt Tax Managed Smallmid 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 Tax-managed '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 Tax-managed'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 Tax-managed.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Simt Tax-managed on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Tax Managed Smallmid or generate 0.0% return on investment in Simt Tax-managed over 90 days. Simt Tax-managed is related to or competes with Simt Tax-managed, Simt Tax-managed, Simt Us, Simt Managed, Simt Us, Blackrock, and Applied Finance. The fund will invest at least 80 percent of its net assets in equity securities of small and medium capitalization compa... More
Simt Tax-managed 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 Tax-managed'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 Tax Managed Smallmid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9145 | |||
| Information Ratio | 0.1264 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 |
Simt Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Tax-managed's standard deviation. In reality, there are many statistical measures that can use Simt Tax-managed historical prices to predict the future Simt Tax-managed's volatility.| Risk Adjusted Performance | 0.1366 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | 0.1108 | |||
| Sortino Ratio | 0.1476 | |||
| Treynor Ratio | 0.1841 |
Simt Tax-managed January 29, 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 | 0.1366 | |||
| Market Risk Adjusted Performance | 0.1941 | |||
| Mean Deviation | 0.7953 | |||
| Semi Deviation | 0.6581 | |||
| Downside Deviation | 0.9145 | |||
| Coefficient Of Variation | 544.14 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.14 | |||
| Information Ratio | 0.1264 | |||
| Jensen Alpha | 0.1344 | |||
| Total Risk Alpha | 0.1108 | |||
| Sortino Ratio | 0.1476 | |||
| Treynor Ratio | 0.1841 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.8364 | |||
| Semi Variance | 0.4331 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.5748 | |||
| Kurtosis | 0.8405 |
Simt Tax Managed Backtested Returns
Simt Tax-managed appears to be very steady, given 3 months investment horizon. Simt Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simt Tax Managed Smallmid, which you can use to evaluate the volatility of the fund. Please review Simt Tax-managed's Risk Adjusted Performance of 0.1366, semi deviation of 0.6581, and Coefficient Of Variation of 544.14 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Simt Tax-managed returns are very sensitive to returns on the market. As the market goes up or down, Simt Tax-managed is expected to follow.
Auto-correlation | 0.61 |
Good predictability
Simt Tax Managed Smallmid has good predictability. Overlapping area represents the amount of predictability between Simt Tax-managed time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 Tax Managed price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Simt Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, Simt Tax Managed Smallmid reported net income of 0.0. This indicator is about the same for the SEI average (which is currently at 0.0) family and about the same as Small Blend (which currently averages 0.0) category. This indicator is about the same for all United States funds average (which is currently at 0.0).
Simt Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Simt Tax-managed's current stock value. Our valuation model uses many indicators to compare Simt Tax-managed value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Simt Tax-managed competition to find correlations between indicators driving Simt Tax-managed's intrinsic value. More Info.Simt Tax Managed Smallmid is rated top fund in annual yield among similar funds. It also is rated top fund in year to date return among similar funds creating about 750.94 of Year To Date Return per Annual Yield. 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 Tax-managed's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Simt Tax-managed
The fund consists of 98.62% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Simt Tax-managed'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 to buy 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 buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Simt Fundamentals
| Total Asset | 862.91 M | |||
| Annual Yield | 0.01 % | |||
| Year To Date Return | 5.26 % | |||
| One Year Return | 10.15 % | |||
| Three Year Return | 11.92 % | |||
| Five Year Return | 7.43 % | |||
| Ten Year Return | 8.10 % | |||
| Net Asset | 996.2 M | |||
| Last Dividend Paid | 0.03 | |||
| Cash Position Weight | 1.38 % | |||
| Equity Positions Weight | 98.62 % |
About Simt Tax-managed Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Simt Tax Managed Smallmid's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Simt Tax-managed using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Simt Tax Managed Smallmid 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.
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Other Information on Investing in Simt Mutual Fund
Simt Tax-managed 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 Tax-managed security.
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