Simt Managed Volatility Fund Market Value
| SVOAX Fund | USD 14.37 0.01 0.07% |
| Symbol | Simt |
Simt 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 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 Managed.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Simt Managed on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Simt Managed Volatility or generate 0.0% return on investment in Simt Managed over 30 days. Simt Managed is related to or competes with Simt Global, Simt High, Sdit Short, Simt Real, and Sit Emerging. The investment seeks capital appreciation with less volatility than the broad U.S More
Simt 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 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 Managed Volatility upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 15.62 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.9155 |
Simt Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Managed's standard deviation. In reality, there are many statistical measures that can use Simt Managed historical prices to predict the future Simt Managed's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.15) |
Simt Managed Volatility Backtested Returns
Simt Managed Volatility owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0889, which indicates the fund had a -0.0889 % return per unit of risk over the last 3 months. Simt Managed Volatility exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Simt Managed's Variance of 3.49, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,165) to confirm the risk estimate we provide. The entity has a beta of 1.13, which indicates a somewhat significant risk relative to the market. Simt Managed returns are very sensitive to returns on the market. As the market goes up or down, Simt Managed is expected to follow.
Auto-correlation | 0.06 |
Virtually no predictability
Simt Managed Volatility has virtually no predictability. Overlapping area represents the amount of predictability between Simt Managed time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 Simt Managed Volatility price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Simt Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Simt Managed Volatility lagged returns against current returns
Autocorrelation, which is Simt Managed 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 Simt Managed's mutual fund expected returns. We can calculate the autocorrelation of Simt Managed returns to help us make a trade decision. For example, suppose you find that Simt Managed 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 |
Simt Managed 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 Simt Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simt Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simt Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Simt Managed Lagged Returns
When evaluating Simt Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simt Managed mutual fund have on its future price. Simt Managed 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, Simt Managed autocorrelation shows the relationship between Simt Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Simt Managed Volatility.
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 Simt Mutual Fund
Simt 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 Managed security.
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