Simt Mid Cap Fund Market Value
| SIPIX Fund | USD 28.92 0.38 1.33% |
| Symbol | Simt |
Simt Mid '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 Simt Mid'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 Simt Mid.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Simt Mid on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Mid Cap or generate 0.0% return on investment in Simt Mid over 90 days. Simt Mid 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 fund will invest at least 80 percent of its net assets in equity securities of medium-si... More
Simt Mid 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 Simt Mid'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 Simt Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7629 | |||
| Information Ratio | 0.1455 | |||
| Maximum Drawdown | 28.63 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.66 |
Simt Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Mid's standard deviation. In reality, there are many statistical measures that can use Simt Mid historical prices to predict the future Simt Mid's volatility.| Risk Adjusted Performance | 0.1374 | |||
| Jensen Alpha | 0.5299 | |||
| Total Risk Alpha | 0.2828 | |||
| Sortino Ratio | 0.6543 | |||
| Treynor Ratio | 1.09 |
Simt Mid February 24, 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 | 0.1374 | |||
| Market Risk Adjusted Performance | 1.1 | |||
| Mean Deviation | 1.14 | |||
| Downside Deviation | 0.7629 | |||
| Coefficient Of Variation | 599.08 | |||
| Standard Deviation | 3.43 | |||
| Variance | 11.76 | |||
| Information Ratio | 0.1455 | |||
| Jensen Alpha | 0.5299 | |||
| Total Risk Alpha | 0.2828 | |||
| Sortino Ratio | 0.6543 | |||
| Treynor Ratio | 1.09 | |||
| Maximum Drawdown | 28.63 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.5819 | |||
| Semi Variance | (0.23) | |||
| Expected Short fall | (1.48) | |||
| Skewness | 7.43 | |||
| Kurtosis | 58.41 |
Simt Mid Cap Backtested Returns
Simt Mid appears to be not too volatile, given 3 months investment horizon. Simt Mid Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16 % return per unit of risk over the last 3 months. By inspecting Simt Mid's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please review Simt Mid's Downside Deviation of 0.7629, risk adjusted performance of 0.1374, and Standard Deviation of 3.43 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simt Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Mid is expected to be smaller as well.
Auto-correlation | 0.79 |
Good predictability
Simt Mid Cap has good predictability. Overlapping area represents the amount of predictability between Simt Mid time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Simt Mid Cap price movement. The serial correlation of 0.79 indicates that around 79.0% of current Simt Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
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 Simt Mutual Fund
Simt Mid financial ratios help investors to determine whether Simt 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 Simt with respect to the benefits of owning Simt Mid security.
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