Sei Exchange Traded Etf Performance
| SEIQ Etf | USD 36.54 0.13 0.36% |
The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SEI Exchange's returns are expected to increase less than the market. However, during the bear market, the loss of holding SEI Exchange is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in SEI Exchange Traded are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Even with relatively abnormal forward indicators, SEI Exchange may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
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SEI Exchange Relative Risk vs. Return Landscape
If you would invest 3,371 in SEI Exchange Traded on September 1, 2024 and sell it today you would earn a total of 283.00 from holding SEI Exchange Traded or generate 8.4% return on investment over 90 days. SEI Exchange Traded is currently generating 0.1278% in daily expected returns and assumes 0.6012% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than SEI, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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SEI Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SEI Exchange's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SEI Exchange Traded, and traders can use it to determine the average amount a SEI Exchange's 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 = 0.2126
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Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average SEI Exchange is performing at about 16% 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 SEI Exchange by adding it to a well-diversified portfolio.
SEI Exchange Fundamentals Growth
SEI Etf prices reflect investors' perceptions of the future prospects and financial health of SEI Exchange, and SEI Exchange 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 SEI Etf performance.
| Total Asset | 7.58 M | |||
About SEI Exchange Performance
Assessing SEI Exchange's fundamental ratios provides investors with valuable insights into SEI Exchange's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the SEI Exchange is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity and equity-related securities issued by large U.S. companies. Sei Enhanced is traded on BATS Exchange in the United States.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SEI Exchange Traded. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
The market value of SEI Exchange Traded is measured differently than its book value, which is the value of SEI that is recorded on the company's balance sheet. Investors also form their own opinion of SEI Exchange's value that differs from its market value or its book value, called intrinsic value, which is SEI Exchange's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SEI Exchange's market value can be influenced by many factors that don't directly affect SEI Exchange's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SEI Exchange's value and its price as these two are different measures arrived at by different means. Investors typically determine if SEI Exchange is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SEI Exchange's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.