Siit Large Cap Fund Technical Analysis
| LCIAX Fund | USD 201.06 0.04 0.02% |
As of the 25th of January, Siit Large has the Semi Deviation of 0.394, coefficient of variation of 756.19, and Risk Adjusted Performance of 0.1037. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Siit Large Cap, as well as the relationship between them.
Siit Large Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Siit, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SiitSiit |
Siit Large '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 Siit Large'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 Siit Large.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Siit Large on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Large Cap or generate 0.0% return on investment in Siit Large over 90 days. Siit Large is related to or competes with Simt Real, Simt Small, Saat Aggressive, Siit Small, Tax-free Conservative, Tax-free Conservative, and Saat Conservative. The fund invests substantially all of its assets in securities listed in the Russell 1000 Index More
Siit Large 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 Siit Large'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 Siit Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8505 | |||
| Information Ratio | 0.0984 | |||
| Maximum Drawdown | 19.91 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.19 |
Siit Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Large's standard deviation. In reality, there are many statistical measures that can use Siit Large historical prices to predict the future Siit Large's volatility.| Risk Adjusted Performance | 0.1037 | |||
| Jensen Alpha | 0.239 | |||
| Total Risk Alpha | 0.0801 | |||
| Sortino Ratio | 0.2683 | |||
| Treynor Ratio | 0.3525 |
Siit Large January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1037 | |||
| Market Risk Adjusted Performance | 0.3625 | |||
| Mean Deviation | 0.8366 | |||
| Semi Deviation | 0.394 | |||
| Downside Deviation | 0.8505 | |||
| Coefficient Of Variation | 756.19 | |||
| Standard Deviation | 2.32 | |||
| Variance | 5.37 | |||
| Information Ratio | 0.0984 | |||
| Jensen Alpha | 0.239 | |||
| Total Risk Alpha | 0.0801 | |||
| Sortino Ratio | 0.2683 | |||
| Treynor Ratio | 0.3525 | |||
| Maximum Drawdown | 19.91 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.7233 | |||
| Semi Variance | 0.1553 | |||
| Expected Short fall | (1.00) | |||
| Skewness | 6.9 | |||
| Kurtosis | 53.05 |
Siit Large Cap Backtested Returns
Siit Large appears to be very steady, given 3 months investment horizon. Siit Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Siit Large Cap, which you can use to evaluate the volatility of the fund. Please review Siit Large's Risk Adjusted Performance of 0.1037, coefficient of variation of 756.19, and Semi Deviation of 0.394 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Siit Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siit Large is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Siit Large Cap has poor reverse predictability. Overlapping area represents the amount of predictability between Siit Large time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Siit Large Cap price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Siit Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 140.2 |
Siit Large technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Siit Large Cap Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Siit Large Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Siit Large Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Siit Large Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Siit Large Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Siit Large Cap price pattern first instead of the macroeconomic environment surrounding Siit Large Cap. By analyzing Siit Large's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Siit Large's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Siit Large specific price patterns or momentum indicators. Please read more on our technical analysis page.
Siit Large January 25, 2026 Technical Indicators
Most technical analysis of Siit help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Siit from various momentum indicators to cycle indicators. When you analyze Siit charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1037 | |||
| Market Risk Adjusted Performance | 0.3625 | |||
| Mean Deviation | 0.8366 | |||
| Semi Deviation | 0.394 | |||
| Downside Deviation | 0.8505 | |||
| Coefficient Of Variation | 756.19 | |||
| Standard Deviation | 2.32 | |||
| Variance | 5.37 | |||
| Information Ratio | 0.0984 | |||
| Jensen Alpha | 0.239 | |||
| Total Risk Alpha | 0.0801 | |||
| Sortino Ratio | 0.2683 | |||
| Treynor Ratio | 0.3525 | |||
| Maximum Drawdown | 19.91 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 0.7233 | |||
| Semi Variance | 0.1553 | |||
| Expected Short fall | (1.00) | |||
| Skewness | 6.9 | |||
| Kurtosis | 53.05 |
Siit Large January 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Siit stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 201.06 | ||
| Day Typical Price | 201.06 | ||
| Price Action Indicator | (0.02) |
Other Information on Investing in Siit Mutual Fund
Siit Large 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 Large security.
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