Saat E Market Fund Market Value
| SCMSX Fund | USD 12.76 0.01 0.08% |
| Symbol | Saat |
Saat Core '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 Saat Core'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 Saat Core.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Saat Core on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Saat E Market or generate 0.0% return on investment in Saat Core over 720 days. Saat Core is related to or competes with Maryland Tax-free, Versatile Bond, T Rowe, California Bond, Vanguard High-yield, Multisector Bond, and Ms Global. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat Core 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 Saat Core'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 Saat E Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3849 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 1.42 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.5582 |
Saat Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Core's standard deviation. In reality, there are many statistical measures that can use Saat Core historical prices to predict the future Saat Core's volatility.| Risk Adjusted Performance | 0.0423 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.0456 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saat Core'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.
Saat E Market Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat E Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0733, which indicates the fund had a 0.0733% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saat E Market, which you can use to evaluate the volatility of the fund. Please validate Saat Core's Coefficient Of Variation of 1405.38, risk adjusted performance of 0.0423, and Semi Deviation of 0.2893 to confirm if the risk estimate we provide is consistent with the expected return of 0.0257%. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saat Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Core is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Saat E Market has insignificant predictability. Overlapping area represents the amount of predictability between Saat Core time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Saat E Market price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Saat Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Saat E Market lagged returns against current returns
Autocorrelation, which is Saat Core 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 Saat Core's mutual fund expected returns. We can calculate the autocorrelation of Saat Core returns to help us make a trade decision. For example, suppose you find that Saat Core 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 |
Saat Core 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 Saat Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saat Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saat Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saat Core Lagged Returns
When evaluating Saat Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saat Core mutual fund have on its future price. Saat Core 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, Saat Core autocorrelation shows the relationship between Saat Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saat E Market.
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 Saat Mutual Fund
Saat Core financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Core security.
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