Simt Managed Volatility Fund Manager Performance Evaluation
| SEVIX Fund | USD 17.03 0.08 0.47% |
The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simt Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Us is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Simt Managed Volatility are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak forward indicators, Simt Us may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio | 1.1500 |
Simt |
Simt Us Relative Risk vs. Return Landscape
If you would invest 1,590 in Simt Managed Volatility on August 29, 2024 and sell it today you would earn a total of 113.00 from holding Simt Managed Volatility or generate 7.11% return on investment over 90 days. Simt Managed Volatility is currently producing 0.1109% returns and takes up 0.6104% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Simt, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Simt Us Current Valuation
Fairly Valued
Today
Please note that Simt Us' price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Simt Managed Volatility has a current Real Value of $16.86 per share. The regular price of the fund is $17.03. We determine the value of Simt Managed Volatility 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 Simt Us is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Simt Mutual Fund. However, Simt 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 17.03 | Real 16.86 | Hype 17.03 |
The intrinsic value of Simt 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 Simt 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 Simt Managed Volatility helps investors to forecast how Simt 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 Simt Us more accurately as focusing exclusively on Simt Us' fundamentals will not take into account other important factors: Simt Us Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Us' investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Simt Managed Volatility, and traders can use it to determine the average amount a Simt 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 = 0.1816
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SEVIX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Simt Us is performing at about 14% 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 Simt Us by adding it to a well-diversified portfolio.
Simt Us Fundamentals Growth
Simt Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Simt Us, and Simt 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 Simt Mutual Fund performance.
| Price To Earning | 16.83 X | ||||
| Price To Book | 2.41 X | ||||
| Price To Sales | 1.15 X | ||||
| Total Asset | 870.12 M | ||||
About Simt Us Performance
Evaluating Simt Us' performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Simt 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 Simt 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.
The fund will typically invest in securities of U.S. companies of all capitalization ranges. These securities may include common stocks, preferred stocks, warrants and exchange-traded funds . It may also, to a lesser extent, invest in American Depositary Receipts , real estate investment trusts and securities of non-U.S. companies.Things to note about Simt Managed Volatility performance evaluation
Checking the ongoing alerts about Simt Us for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Simt Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Simt Us' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Simt Us' mutual fund performance include:- Analyzing Simt 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 Simt Us' stock is overvalued or undervalued compared to its peers.
- Examining Simt 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 Simt Us' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Simt Us' management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Simt Us' mutual fund. These opinions can provide insight into Simt Us' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Simt Mutual Fund
Simt Us 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 Us security.
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |