Saat Market Growth Fund Market Value
| SRWAX Fund | USD 12.92 0.04 0.31% |
| Symbol | Saat |
Saat Market '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 Market'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 Market.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Saat Market on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Saat Market Growth or generate 0.0% return on investment in Saat Market over 360 days. Saat Market is related to or competes with Simt Multi, Simt Real, Simt Small, Siit Screened, Saat Aggressive, Saat Aggressive, and Siit Small. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat Market 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 Market'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 Market Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4505 | |||
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 1.98 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7132 |
Saat Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Market's standard deviation. In reality, there are many statistical measures that can use Saat Market historical prices to predict the future Saat Market's volatility.| Risk Adjusted Performance | 0.0672 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.20) | |||
| Treynor Ratio | 0.0751 |
Saat Market Growth Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat Market Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0695, which indicates the fund had a 0.0695% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Saat Market Growth, which you can use to evaluate the volatility of the fund. Please validate Saat Market's Coefficient Of Variation of 1016.86, semi deviation of 0.3077, and Risk Adjusted Performance of 0.0672 to confirm if the risk estimate we provide is consistent with the expected return of 0.0285%. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Saat Market's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Market is expected to be smaller as well.
Auto-correlation | 0.80 |
Very good predictability
Saat Market Growth has very good predictability. Overlapping area represents the amount of predictability between Saat Market time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th of November 2024. 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 Market Growth price movement. The serial correlation of 0.8 indicates that around 80.0% of current Saat Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Saat Market Growth lagged returns against current returns
Autocorrelation, which is Saat Market 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 Market's mutual fund expected returns. We can calculate the autocorrelation of Saat Market returns to help us make a trade decision. For example, suppose you find that Saat Market 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 Market 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 Market mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saat Market 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 Market mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saat Market Lagged Returns
When evaluating Saat Market's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saat Market mutual fund have on its future price. Saat Market 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 Market autocorrelation shows the relationship between Saat Market mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saat Market Growth.
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 Market 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 Market security.
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