Seix Govt Sec Fund Market Value
| SIGZX Fund | USD 9.90 0.00 0.00% |
| Symbol | Seix |
Seix Us '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 Seix Us' 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 Seix Us.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Seix Us on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Seix Govt Sec or generate 0.0% return on investment in Seix Us over 30 days. Seix Us is related to or competes with Virtus Multi-strategy, Virtus Multi-sector, Ridgeworth Seix, Ridgeworth Innovative, Ridgeworth Seix, Ridgeworth Seix, and Ridgeworth Seix. The fund invests at least 80 percent of its net assets in short duration U.S More
Seix Us 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 Seix Us' 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 Seix Govt Sec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1092 | |||
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 0.5067 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1011 |
Seix Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seix Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seix Us' standard deviation. In reality, there are many statistical measures that can use Seix Us historical prices to predict the future Seix Us' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 2.23 |
Seix Govt Sec Backtested Returns
At this stage we consider Seix Mutual Fund to be very steady. Seix Govt Sec owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0766, which indicates the fund had a 0.0766% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Seix Govt Sec, which you can use to evaluate the volatility of the fund. Please validate Seix Us' Downside Deviation of 0.1092, standard deviation of 0.0664, and Risk Adjusted Performance of (0.07) to confirm if the risk estimate we provide is consistent with the expected return of 0.005%. The entity has a beta of -0.0031, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Seix Us are expected to decrease at a much lower rate. During the bear market, Seix Us is likely to outperform the market.
Auto-correlation | -0.48 |
Modest reverse predictability
Seix Govt Sec has modest reverse predictability. Overlapping area represents the amount of predictability between Seix Us time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Seix Govt Sec price movement. The serial correlation of -0.48 indicates that about 48.0% of current Seix Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Seix Govt Sec lagged returns against current returns
Autocorrelation, which is Seix Us 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 Seix Us' mutual fund expected returns. We can calculate the autocorrelation of Seix Us returns to help us make a trade decision. For example, suppose you find that Seix Us 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 |
Seix Us 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 Seix Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seix Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seix Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Seix Us Lagged Returns
When evaluating Seix Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seix Us mutual fund have on its future price. Seix Us 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, Seix Us autocorrelation shows the relationship between Seix Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Seix Govt Sec.
Regressed Prices |
| Timeline |
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Other Information on Investing in Seix Mutual Fund
Seix Us financial ratios help investors to determine whether Seix 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 Seix with respect to the benefits of owning Seix Us security.
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