Sei Dbi Multi Strategy Etf Market Value
| QALT Etf | 25.59 0.01 0.04% |
| Symbol | SEI |
The market value of SEI DBi Multi 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 DBi's value that differs from its market value or its book value, called intrinsic value, which is SEI DBi'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 DBi's market value can be influenced by many factors that don't directly affect SEI DBi'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 DBi's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEI DBi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEI DBi'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.
SEI DBi '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 DBi's etf 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 DBi.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in SEI DBi on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding SEI DBi Multi Strategy or generate 0.0% return on investment in SEI DBi over 30 days. SEI DBi is related to or competes with VanEck Morningstar, 6 Meridian, Astoria Quality, CornerCap Fundametrics, Fidelity International, IShares Currency, and SPDR SP. SEI DBi is entity of United States. It is traded as Etf on NYSE exchange. More
SEI DBi 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 DBi's etf 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 DBi Multi Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5651 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.27 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.8343 |
SEI DBi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI DBi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SEI DBi's standard deviation. In reality, there are many statistical measures that can use SEI DBi historical prices to predict the future SEI DBi's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 0.009 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0759 |
SEI DBi Multi Backtested Returns
Currently, SEI DBi Multi Strategy is very steady. SEI DBi Multi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had a 0.11 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for SEI DBi Multi Strategy, which you can use to evaluate the volatility of the etf. Please validate SEI DBi's risk adjusted performance of 0.0631, and Coefficient Of Variation of 1051.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.0556%. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEI DBi's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEI DBi is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
SEI DBi Multi Strategy has weak predictability. Overlapping area represents the amount of predictability between SEI DBi time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th of December 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 DBi Multi price movement. The serial correlation of 0.23 indicates that over 23.0% of current SEI DBi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SEI DBi Multi lagged returns against current returns
Autocorrelation, which is SEI DBi etf'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 DBi's etf expected returns. We can calculate the autocorrelation of SEI DBi returns to help us make a trade decision. For example, suppose you find that SEI DBi has exhibited high autocorrelation historically, and you observe that the etf 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 DBi 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 DBi etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SEI DBi etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SEI DBi etf over time.
Current vs Lagged Prices |
| Timeline |
SEI DBi Lagged Returns
When evaluating SEI DBi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SEI DBi etf have on its future price. SEI DBi 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 DBi autocorrelation shows the relationship between SEI DBi etf current value and its past values and can show if there is a momentum factor associated with investing in SEI DBi Multi Strategy.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out SEI DBi Correlation, SEI DBi Volatility and SEI DBi Alpha and Beta module to complement your research on SEI DBi. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
SEI DBi technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.