Bernstein Sanford C Fund Market Value
| SIIDX Fund | USD 30.12 0.04 0.13% |
| Symbol | Bernstein |
Bernstein Sanford '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 Bernstein Sanford'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 Bernstein Sanford.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Bernstein Sanford on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Bernstein Sanford C or generate 0.0% return on investment in Bernstein Sanford over 30 days. Bernstein Sanford is related to or competes with Ab Global, Ab Global, Ab Global, Ab All, Ab All, Ab All, and Ab All. The fund seeks to maintain an average portfolio quality minimum of A, based on ratings given to the Portfolios securitie... More
Bernstein Sanford 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 Bernstein Sanford'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 Bernstein Sanford C upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2133 | |||
| Information Ratio | 0.1187 | |||
| Maximum Drawdown | 128.95 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.3814 |
Bernstein Sanford Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bernstein Sanford's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bernstein Sanford's standard deviation. In reality, there are many statistical measures that can use Bernstein Sanford historical prices to predict the future Bernstein Sanford's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | 1.73 | |||
| Total Risk Alpha | 0.3033 | |||
| Sortino Ratio | 8.8 | |||
| Treynor Ratio | 0.6625 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bernstein Sanford'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.
Bernstein Sanford Backtested Returns
Bernstein Sanford is slightly risky given 3 months investment horizon. Bernstein Sanford secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the fund had a 0.13 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.08% are justified by taking the suggested risk. Use Bernstein Sanford Mean Deviation of 3.84, risk adjusted performance of 0.0967, and Coefficient Of Variation of 807.01 to evaluate company specific risk that cannot be diversified away. The fund shows a Beta (market volatility) of 2.94, which signifies 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, Bernstein Sanford will likely underperform.
Auto-correlation | -0.24 |
Weak reverse predictability
Bernstein Sanford C has weak reverse predictability. Overlapping area represents the amount of predictability between Bernstein Sanford time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 Bernstein Sanford price movement. The serial correlation of -0.24 indicates that over 24.0% of current Bernstein Sanford price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Bernstein Sanford lagged returns against current returns
Autocorrelation, which is Bernstein Sanford 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 Bernstein Sanford's mutual fund expected returns. We can calculate the autocorrelation of Bernstein Sanford returns to help us make a trade decision. For example, suppose you find that Bernstein Sanford 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 |
Bernstein Sanford 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 Bernstein Sanford mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bernstein Sanford mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bernstein Sanford mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Bernstein Sanford Lagged Returns
When evaluating Bernstein Sanford's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bernstein Sanford mutual fund have on its future price. Bernstein Sanford 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, Bernstein Sanford autocorrelation shows the relationship between Bernstein Sanford mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Bernstein Sanford C.
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 Bernstein Mutual Fund
Bernstein Sanford financial ratios help investors to determine whether Bernstein 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 Bernstein with respect to the benefits of owning Bernstein Sanford security.
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