Sa Real Estate Fund Market Value
| SAREX Fund | USD 11.19 0.04 0.36% |
| Symbol | SAREX |
Sa Real '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 Real'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 Real.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Sa Real on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sa Real Estate or generate 0.0% return on investment in Sa Real over 90 days. Sa Real is related to or competes with Sa Value, Sa Emerging, Sa International, Sa International, Sa Mkt, Sa Us, and Sa Us. The fund is designed to purchase readily marketable equity securities of companies the principal activities of which inc... More
Sa Real 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 Real'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 Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.05 |
Sa Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Real's standard deviation. In reality, there are many statistical measures that can use Sa Real historical prices to predict the future Sa Real's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sa Real'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.
Sa Real January 25, 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 | (0.05) | |||
| Market Risk Adjusted Performance | (0.19) | |||
| Mean Deviation | 0.624 | |||
| Coefficient Of Variation | (1,346) | |||
| Standard Deviation | 0.875 | |||
| Variance | 0.7657 | |||
| Information Ratio | (0.16) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.20) | |||
| Maximum Drawdown | 5.3 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 1.05 | |||
| Skewness | (1.46) | |||
| Kurtosis | 4.08 |
Sa Real Estate Backtested Returns
Sa Real Estate retains Efficiency (Sharpe Ratio) of -0.0833, which indicates the fund had a -0.0833 % return per unit of price deviation over the last 3 months. Sa Real exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sa Real's Risk Adjusted Performance of (0.05), standard deviation of 0.875, and Mean Deviation of 0.624 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sa Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Real is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Sa Real Estate has poor predictability. Overlapping area represents the amount of predictability between Sa Real time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Real Estate price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Sa Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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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 SAREX Mutual Fund
Sa Real financial ratios help investors to determine whether SAREX 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 SAREX with respect to the benefits of owning Sa Real security.
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