Segall Bryant Hamill Fund Market Value
| SBHCX Fund | USD 13.27 0.22 1.63% |
| Symbol | Segall |
Segall Bryant '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 Segall Bryant'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 Segall Bryant.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Segall Bryant on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Segall Bryant Hamill or generate 0.0% return on investment in Segall Bryant over 90 days. Segall Bryant is related to or competes with Gmo Quality, Summit Global, Balanced Fund, Shelton Emerging, Guidemark Large, Ab Global, and Auer Growth. The fund will invest at least 80 percent of its net assets in small-cap companies More
Segall Bryant 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 Segall Bryant'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 Segall Bryant Hamill upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1041 | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.16 |
Segall Bryant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Segall Bryant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Segall Bryant's standard deviation. In reality, there are many statistical measures that can use Segall Bryant historical prices to predict the future Segall Bryant's volatility.| Risk Adjusted Performance | 0.126 | |||
| Jensen Alpha | 0.1189 | |||
| Total Risk Alpha | 0.0818 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.1698 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Segall Bryant'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.
Segall Bryant January 26, 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 | 0.126 | |||
| Market Risk Adjusted Performance | 0.1798 | |||
| Mean Deviation | 0.8845 | |||
| Semi Deviation | 0.7608 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 600.7 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.58 | |||
| Information Ratio | 0.1041 | |||
| Jensen Alpha | 0.1189 | |||
| Total Risk Alpha | 0.0818 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.1698 | |||
| Maximum Drawdown | 7.17 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 2.16 | |||
| Downside Variance | 1.11 | |||
| Semi Variance | 0.5788 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 1.29 | |||
| Kurtosis | 4.22 |
Segall Bryant Hamill Backtested Returns
Segall Bryant appears to be very steady, given 3 months investment horizon. Segall Bryant Hamill owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Segall Bryant Hamill, which you can use to evaluate the volatility of the fund. Please review Segall Bryant's Coefficient Of Variation of 600.7, risk adjusted performance of 0.126, and Semi Deviation of 0.7608 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.17, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Segall Bryant will likely underperform.
Auto-correlation | 0.55 |
Modest predictability
Segall Bryant Hamill has modest predictability. Overlapping area represents the amount of predictability between Segall Bryant time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Segall Bryant Hamill price movement. The serial correlation of 0.55 indicates that about 55.0% of current Segall Bryant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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 Segall Mutual Fund
Segall Bryant financial ratios help investors to determine whether Segall 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 Segall with respect to the benefits of owning Segall Bryant security.
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