Saat E Market Fund Market Value
| SCMSX Fund | USD 14.62 0.07 0.48% |
| 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.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Saat Core on November 27, 2025 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 90 days. Saat Core is related to or competes with Dreyfus Natural, Icon Natural, Hennessy, Energy Fund, Franklin Natural, Oil Gas, and Gmo Resources. 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 | 0.3643 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 1.68 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.5895 |
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 | 0.2141 | |||
| Jensen Alpha | 0.0999 | |||
| Total Risk Alpha | 0.0496 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (2.71) |
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 Core February 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 | 0.2141 | |||
| Market Risk Adjusted Performance | (2.70) | |||
| Mean Deviation | 0.2843 | |||
| Downside Deviation | 0.3643 | |||
| Coefficient Of Variation | 341.93 | |||
| Standard Deviation | 0.3637 | |||
| Variance | 0.1323 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0999 | |||
| Total Risk Alpha | 0.0496 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (2.71) | |||
| Maximum Drawdown | 1.68 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.5895 | |||
| Downside Variance | 0.1327 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.34) | |||
| Skewness | (0.05) | |||
| Kurtosis | 0.3005 |
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 0.27, which indicates the fund had a 0.27 % 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 Risk Adjusted Performance of 0.2141, downside deviation of 0.3643, and Standard Deviation of 0.3637 to confirm if the risk estimate we provide is consistent with the expected return of 0.0944%. The entity has a beta of -0.0356, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Saat Core are expected to decrease at a much lower rate. During the bear market, Saat Core is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Saat E Market has very good predictability. Overlapping area represents the amount of predictability between Saat Core time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 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 Saat E Market price movement. The serial correlation of 0.85 indicates that around 85.0% of current Saat Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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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