Siit Equity Factor Fund Manager Performance Evaluation
| SEHAX Fund | USD 16.11 0.07 0.44% |
The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Siit Us returns are very sensitive to returns on the market. As the market goes up or down, Siit Us is expected to follow.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Siit Equity Factor are ranked lower than 19 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Siit Us may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio | 0.0200 |
Siit |
Siit Us Relative Risk vs. Return Landscape
If you would invest 1,444 in Siit Equity Factor on September 1, 2024 and sell it today you would earn a total of 167.00 from holding Siit Equity Factor or generate 11.57% return on investment over 90 days. Siit Equity Factor is currently producing 0.1736% returns and takes up 0.7108% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Siit, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Siit Us Current Valuation
Fairly Valued
Today
Please note that Siit Us' price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Siit Equity Factor has a current Real Value of $16.17 per share. The regular price of the fund is $16.11. We determine the value of Siit Equity Factor from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Siit Us is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Siit Mutual Fund. However, Siit Us' intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 16.11 | Real 16.17 | Hype 16.11 | Naive 16.13 |
The intrinsic value of Siit Us' stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Siit Us' stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Siit Equity Factor helps investors to forecast how Siit mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Siit Us more accurately as focusing exclusively on Siit Us' fundamentals will not take into account other important factors: Siit Us Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Us' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Siit Equity Factor, and traders can use it to determine the average amount a Siit Us' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2442
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | SEHAX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Based on monthly moving average Siit Us is performing at about 19% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Siit Us by adding it to a well-diversified portfolio.
Siit Us Fundamentals Growth
Siit Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Siit Us, and Siit Us fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Siit Mutual Fund performance.
| Total Asset | 977.5 M | ||||
About Siit Us Performance
Evaluating Siit Us' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Siit Us has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Siit Us has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal market conditions, the fund will invest at least 80 percent of its net assets in equity and equity-related securities, such as structured notes and convertible bonds, of U.S. companies of all capitalization ranges. It may also, to a lesser extent, invest in American Depositary Receipts and interests in real estate investments trusts . The funds investment portfolio will be diversified and will not be concentrated in any particular industry or sector.Things to note about Siit Equity Factor performance evaluation
Checking the ongoing alerts about Siit Us for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Siit Equity Factor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Siit Us' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Siit Us' mutual fund performance include:- Analyzing Siit Us' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Siit Us' stock is overvalued or undervalued compared to its peers.
- Examining Siit Us' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Siit Us' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siit Us' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Siit Us' mutual fund. These opinions can provide insight into Siit Us' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Siit Mutual Fund
Siit Us financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Us security.
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