Sa Mkt Fd Fund Market Value
| SAMKX Fund | USD 42.24 0.04 0.09% |
| 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.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Sa Mkt on December 19, 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 30 days. Sa Mkt is related to or competes with American Funds, Chartwell Short, Lord Abbett, Baird Short-term, Ultra-short Fixed, and Cmg Ultra. The fund is designed to purchase a broad and diverse group of readily marketable equity securities listed on a securitie... 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 | 0.7448 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.98 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.16 |
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 | 0.08 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0866 |
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 0.0936, which indicates the fund had a 0.0936 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for Sa Mkt, which you can use to evaluate the volatility of the fund. Please validate Sa Mkt's Risk Adjusted Performance of 0.08, downside deviation of 0.7448, and Mean Deviation of 0.513 to confirm if the risk estimate we provide is consistent with the expected return of 0.0615%. The entity owns a Beta (Systematic Risk) of 0.77, which indicates possible diversification benefits within a given portfolio. 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 | 0.41 |
Average predictability
Sa Mkt Fd has average predictability. Overlapping area represents the amount of predictability between Sa Mkt time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 0.41 indicates that just about 41.0% of current Sa Mkt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Sa Mkt Fd lagged returns against current returns
Autocorrelation, which is Sa Mkt 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 Sa Mkt's mutual fund expected returns. We can calculate the autocorrelation of Sa Mkt returns to help us make a trade decision. For example, suppose you find that Sa Mkt 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 |
Sa Mkt 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 Sa Mkt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sa Mkt mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sa Mkt mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sa Mkt Lagged Returns
When evaluating Sa Mkt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sa Mkt mutual fund have on its future price. Sa Mkt 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, Sa Mkt autocorrelation shows the relationship between Sa Mkt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sa Mkt Fd.
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 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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