Saat E Market Fund Market Value
| SKTAX Fund | USD 20.14 0.23 1.16% |
| Symbol | Saat |
Saat E '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 E'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 E.
| 01/28/2024 |
| 01/22/2025 |
If you would invest 0.00 in Saat E on January 28, 2024 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 E over 360 days. Saat E is related to or competes with Saat Tax, Saat Market, Saat Moderate, Simt Tax-managed, and Hartford Schroders. The fund invests in other SEI Funds, each of which has its own investment goal , that form the non-underlying muni bond ... More
Saat E 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 E'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.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 13.27 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.8845 |
Saat E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat E's standard deviation. In reality, there are many statistical measures that can use Saat E historical prices to predict the future Saat E's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.40) |
Saat E Market Backtested Returns
Saat E Market owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0712, which indicates the fund had a -0.0712 % return per unit of risk over the last 3 months. Saat E Market exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Saat E's Risk Adjusted Performance of (0.06), variance of 2.27, and Coefficient Of Variation of (1,303) to confirm the risk estimate we provide. The entity has a beta of 0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saat E's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat E is expected to be smaller as well.
Auto-correlation | -0.22 |
Weak reverse predictability
Saat E Market has weak reverse predictability. Overlapping area represents the amount of predictability between Saat E time series from 28th of January 2024 to 26th of July 2024 and 26th of July 2024 to 22nd 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 Saat E Market price movement. The serial correlation of -0.22 indicates that over 22.0% of current Saat E price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
Saat E Market lagged returns against current returns
Autocorrelation, which is Saat E 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 Saat E's mutual fund expected returns. We can calculate the autocorrelation of Saat E returns to help us make a trade decision. For example, suppose you find that Saat E 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 |
Saat E 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 Saat E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saat E mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saat E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saat E Lagged Returns
When evaluating Saat E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saat E mutual fund have on its future price. Saat E 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, Saat E autocorrelation shows the relationship between Saat E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saat E Market.
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 Saat Mutual Fund
Saat E 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 E security.
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