Simt Tax Managed Smallmid Fund Market Value
| STMSX Fund | USD 25.50 0.17 0.67% |
| Symbol | Simt |
Simt Tax-managed '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 Tax-managed'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 Tax-managed.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Simt Tax-managed on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Tax Managed Smallmid or generate 0.0% return on investment in Simt Tax-managed over 90 days. Simt Tax-managed is related to or competes with Simt Multi, Saat Market, Simt Real, Simt Small, Siit Screened, Saat Aggressive, and Saat Aggressive. The fund will invest at least 80 percent of its net assets in equity securities of small and medium capitalization compa... More
Simt Tax-managed 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 Tax-managed'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 Tax Managed Smallmid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8375 | |||
| Information Ratio | 0.1367 | |||
| Maximum Drawdown | 5.27 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.31 |
Simt Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Tax-managed's standard deviation. In reality, there are many statistical measures that can use Simt Tax-managed historical prices to predict the future Simt Tax-managed's volatility.| Risk Adjusted Performance | 0.1644 | |||
| Jensen Alpha | 0.1419 | |||
| Total Risk Alpha | 0.1178 | |||
| Sortino Ratio | 0.1746 | |||
| Treynor Ratio | 0.204 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Tax-managed'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.
Simt Tax-managed February 21, 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 | 0.1644 | |||
| Market Risk Adjusted Performance | 0.214 | |||
| Mean Deviation | 0.8001 | |||
| Semi Deviation | 0.5352 | |||
| Downside Deviation | 0.8375 | |||
| Coefficient Of Variation | 471.97 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Information Ratio | 0.1367 | |||
| Jensen Alpha | 0.1419 | |||
| Total Risk Alpha | 0.1178 | |||
| Sortino Ratio | 0.1746 | |||
| Treynor Ratio | 0.204 | |||
| Maximum Drawdown | 5.27 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.31 | |||
| Downside Variance | 0.7015 | |||
| Semi Variance | 0.2865 | |||
| Expected Short fall | (0.98) | |||
| Skewness | 0.667 | |||
| Kurtosis | 0.7215 |
Simt Tax Managed Backtested Returns
Simt Tax-managed appears to be very steady, given 3 months investment horizon. Simt Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simt Tax Managed Smallmid, which you can use to evaluate the volatility of the fund. Please review Simt Tax-managed's Risk Adjusted Performance of 0.1644, semi deviation of 0.5352, and Coefficient Of Variation of 471.97 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.06, which indicates a somewhat significant risk relative to the market. Simt Tax-managed returns are very sensitive to returns on the market. As the market goes up or down, Simt Tax-managed is expected to follow.
Auto-correlation | 0.53 |
Modest predictability
Simt Tax Managed Smallmid has modest predictability. Overlapping area represents the amount of predictability between Simt Tax-managed time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Tax Managed price movement. The serial correlation of 0.53 indicates that about 53.0% of current Simt Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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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 Tax-managed 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 Tax-managed security.
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