Sa Mkt Fd Fund Market Value
| SAMKX Fund | USD 42.13 0.02 0.05% |
| Symbol | SAMKX |
Sa Mkt '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 Sa Mkt'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 Sa Mkt.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Sa Mkt on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Sa Mkt Fd or generate 0.0% return on investment in Sa Mkt over 90 days. Sa Mkt is related to or competes with Fidelity Real, Davis Real, Fidelity Real, and Virtus Real. The fund pursues its goal by generally investing in a broad and diverse group of readily marketable equity securities li... More
Sa Mkt 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 Sa Mkt'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 Sa Mkt Fd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.847 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.19 |
Sa Mkt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Mkt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Mkt's standard deviation. In reality, there are many statistical measures that can use Sa Mkt historical prices to predict the future Sa Mkt's volatility.| Risk Adjusted Performance | 0.0301 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1814 |
Sa Mkt January 24, 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 | 0.0301 | |||
| Market Risk Adjusted Performance | 0.1914 | |||
| Mean Deviation | 0.5433 | |||
| Semi Deviation | 0.7771 | |||
| Downside Deviation | 0.847 | |||
| Coefficient Of Variation | 2419.23 | |||
| Standard Deviation | 0.7173 | |||
| Variance | 0.5145 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1814 | |||
| Maximum Drawdown | 3.42 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.7174 | |||
| Semi Variance | 0.6038 | |||
| Expected Short fall | (0.52) | |||
| Skewness | (0.49) | |||
| Kurtosis | 0.3693 |
Sa Mkt Fd Backtested Returns
At this stage we consider SAMKX Mutual Fund to be very steady. Sa Mkt Fd retains Efficiency (Sharpe Ratio) of 0.0399, which indicates the fund had a 0.0399 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for Sa Mkt, which you can use to evaluate the volatility of the fund. Please validate Sa Mkt's Mean Deviation of 0.5433, risk adjusted performance of 0.0301, and Downside Deviation of 0.847 to confirm if the risk estimate we provide is consistent with the expected return of 0.0284%. The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sa Mkt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Mkt is expected to be smaller as well.
Auto-correlation | -0.03 |
Very weak reverse predictability
Sa Mkt Fd has very weak reverse predictability. Overlapping area represents the amount of predictability between Sa Mkt time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Sa Mkt Fd price movement. The serial correlation of -0.03 indicates that only 3.0% of current Sa Mkt price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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 SAMKX Mutual Fund
Sa Mkt financial ratios help investors to determine whether SAMKX 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 SAMKX with respect to the benefits of owning Sa Mkt security.
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