Siit Large Cap Fund Market Value
| SCPAX Fund | USD 10.90 0.04 0.37% |
| Symbol | Siit |
Siit Large '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 Siit Large'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 Siit Large.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Siit Large on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Large Cap or generate 0.0% return on investment in Siit Large over 90 days. Siit Large is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. Under normal circumstances, the Large Cap Disciplined Equity Fund will invest at least 80 percent of its net assets in e... More
Siit Large 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 Siit Large'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 Siit Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8426 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 15.66 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.21 |
Siit Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Large's standard deviation. In reality, there are many statistical measures that can use Siit Large historical prices to predict the future Siit Large's volatility.| Risk Adjusted Performance | 0.1148 | |||
| Jensen Alpha | 0.1917 | |||
| Total Risk Alpha | 0.102 | |||
| Sortino Ratio | 0.2114 | |||
| Treynor Ratio | 0.3075 |
Siit Large February 16, 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 | 0.1148 | |||
| Market Risk Adjusted Performance | 0.3175 | |||
| Mean Deviation | 0.7577 | |||
| Semi Deviation | 0.4592 | |||
| Downside Deviation | 0.8426 | |||
| Coefficient Of Variation | 738.59 | |||
| Standard Deviation | 1.83 | |||
| Variance | 3.36 | |||
| Information Ratio | 0.0972 | |||
| Jensen Alpha | 0.1917 | |||
| Total Risk Alpha | 0.102 | |||
| Sortino Ratio | 0.2114 | |||
| Treynor Ratio | 0.3075 | |||
| Maximum Drawdown | 15.66 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.71 | |||
| Semi Variance | 0.2108 | |||
| Expected Short fall | (0.94) | |||
| Skewness | 6.25 | |||
| Kurtosis | 46.5 |
Siit Large Cap Backtested Returns
Siit Large appears to be not too volatile, given 3 months investment horizon. Siit Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Siit Large Cap, which you can use to evaluate the volatility of the fund. Please review Siit Large's Semi Deviation of 0.4592, coefficient of variation of 738.59, and Risk Adjusted Performance of 0.1148 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siit Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siit Large is expected to be smaller as well.
Auto-correlation | 0.11 |
Insignificant predictability
Siit Large Cap has insignificant predictability. Overlapping area represents the amount of predictability between Siit Large time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Siit Large Cap price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Siit Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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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 Siit Mutual Fund
Siit Large financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Large security.
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