Siit Global Managed Fund Manager Performance Evaluation
| SGMAX Fund | USD 11.19 0.04 0.36% |
The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Siit Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siit Global is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Siit Global Managed has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio | 0.2400 |
Siit |
Siit Global Relative Risk vs. Return Landscape
If you would invest 1,223 in Siit Global Managed on October 20, 2024 and sell it today you would lose (104.00) from holding Siit Global Managed or give up 8.5% of portfolio value over 90 days. Siit Global Managed is currently producing negative expected returns and takes up 1.2798% volatility of returns over 90 trading days. Put another way, 11% of traded mutual funds are less volatile than Siit, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Siit Global Current Valuation
Fairly Valued
Today
Please note that Siit Global's price fluctuation is not too volatile at this time. At this time, the fund appears to be fairly valued. Siit Global Managed has a current Real Value of $11.32 per share. The regular price of the fund is $11.19. We determine the value of Siit Global Managed 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 Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Siit Mutual Fund. However, Siit Global's 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 11.19 | Real 11.32 | Hype 11.19 |
The intrinsic value of Siit Global's 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 Global's 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 Global Managed 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 Global more accurately as focusing exclusively on Siit Global's fundamentals will not take into account other important factors: Siit Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Siit Global Managed, and traders can use it to determine the average amount a Siit Global'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 = -0.1052
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SGMAX |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Siit Global is not performing at its full potential. However, 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 Global by adding Siit Global to a well-diversified portfolio.
Siit Global Fundamentals Growth
Siit Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Siit Global, and Siit Global 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 | 2.56 B | ||||
About Siit Global Performance
Evaluating Siit Global's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Siit Global 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 Global 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. and foreign companies of all capitalization ranges. Under normal circumstances, the fund will invest in at least three countries outside of the U.S., but will typically invest much more broadly. It is expected that at least 40 percent of the funds assets will be invested in non-U.S. securities. The fund will invest primarily in companies located in developed countries, but may also invest in companies located in emerging markets.Things to note about Siit Global Managed performance evaluation
Checking the ongoing alerts about Siit Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Siit Global Managed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Siit Global Managed generated a negative expected return over the last 90 days | |
| The fund maintains all of the assets in different exotic instruments |
- Analyzing Siit Global's 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 Global's stock is overvalued or undervalued compared to its peers.
- Examining Siit Global's 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 Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siit Global's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Siit Global's mutual fund. These opinions can provide insight into Siit Global's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Siit Mutual Fund
Siit Global 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 Global security.
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |