Sei Institutional Managed Fund Market Value
| LLOAX Fund | 10.27 0.05 0.48% |
| Symbol | SEI |
Sei Institutional '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 Sei Institutional'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 Sei Institutional.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Sei Institutional on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Sei Institutional Managed or generate 0.0% return on investment in Sei Institutional over 30 days. Sei Institutional is related to or competes with Abbey Capital, Short Duration, Fidelity Sai, Short Duration, Inflation-protected, Lord Abbett, and Simt Multi-asset. Under normal circumstances, the fund will take long and short positions in investments that provide broad exposure to th... More
Sei Institutional 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 Sei Institutional'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 Sei Institutional Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6103 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.5871 |
Sei Institutional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sei Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sei Institutional's standard deviation. In reality, there are many statistical measures that can use Sei Institutional historical prices to predict the future Sei Institutional's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.02) |
Sei Institutional Managed Backtested Returns
At this stage we consider SEI Mutual Fund to be very steady. Sei Institutional Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0279, which indicates the fund had a 0.0279 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Sei Institutional Managed, which you can use to evaluate the volatility of the fund. Please validate Sei Institutional's Risk Adjusted Performance of 0.0027, semi deviation of 0.5363, and Coefficient Of Variation of 8882.63 to confirm if the risk estimate we provide is consistent with the expected return of 0.0145%. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sei Institutional's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sei Institutional is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Sei Institutional Managed has good predictability. Overlapping area represents the amount of predictability between Sei Institutional time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sei Institutional Managed price movement. The serial correlation of 0.75 indicates that around 75.0% of current Sei Institutional price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sei Institutional Managed lagged returns against current returns
Autocorrelation, which is Sei Institutional mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sei Institutional's mutual fund expected returns. We can calculate the autocorrelation of Sei Institutional returns to help us make a trade decision. For example, suppose you find that Sei Institutional has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sei Institutional regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sei Institutional mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sei Institutional mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sei Institutional mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sei Institutional Lagged Returns
When evaluating Sei Institutional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sei Institutional mutual fund have on its future price. Sei Institutional autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sei Institutional autocorrelation shows the relationship between Sei Institutional mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sei Institutional Managed.
Regressed Prices |
| Timeline |
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 SEI Mutual Fund
Sei Institutional financial ratios help investors to determine whether SEI 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 SEI with respect to the benefits of owning Sei Institutional security.
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