Sit Global Dividend Fund Market Value
| GDGSX Fund | USD 32.26 0.02 0.06% |
| Symbol | Sit |
Sit Global '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 Sit Global'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 Sit Global.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Sit Global on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Sit Global Dividend or generate 0.0% return on investment in Sit Global over 90 days. Sit Global is related to or competes with Lord Abbett, Putnam Global, Eventide Healthcare, Invesco Global, Live Oak, Vanguard Health, and Baron Health. The fund invests at least 80 percent of its net assets in dividend-paying common stocks issued by U.S More
Sit Global 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 Sit Global'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 Sit Global Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8669 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.02 |
Sit Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Global's standard deviation. In reality, there are many statistical measures that can use Sit Global historical prices to predict the future Sit Global's volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0734 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sit Global January 23, 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 | 0.0647 | |||
| Market Risk Adjusted Performance | 0.0834 | |||
| Mean Deviation | 0.5389 | |||
| Semi Deviation | 0.7292 | |||
| Downside Deviation | 0.8669 | |||
| Coefficient Of Variation | 1133.97 | |||
| Standard Deviation | 0.7072 | |||
| Variance | 0.5001 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0734 | |||
| Maximum Drawdown | 3.61 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.7516 | |||
| Semi Variance | 0.5318 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.70) | |||
| Kurtosis | 0.7567 |
Sit Global Dividend Backtested Returns
At this stage we consider Sit Mutual Fund to be very steady. Sit Global Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0342, which indicates the fund had a 0.0342 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sit Global Dividend, which you can use to evaluate the volatility of the fund. Please validate Sit Global's Risk Adjusted Performance of 0.0647, semi deviation of 0.7292, and Coefficient Of Variation of 1133.97 to confirm if the risk estimate we provide is consistent with the expected return of 0.0243%. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sit Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sit Global is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Sit Global Dividend has virtually no predictability. Overlapping area represents the amount of predictability between Sit Global time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Sit Global Dividend price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Sit Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 Sit Mutual Fund
Sit Global financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Global security.
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