Simt Multi Strategy Alternative Fund Technical Analysis
| SMUYX Fund | USD 10.23 0.01 0.1% |
As of the 26th of January, Simt Multi-strategy has the Risk Adjusted Performance of 0.174, downside deviation of 0.2684, and Standard Deviation of 0.3034. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Multi Strategy, as well as the relationship between them.
Simt Multi-strategy Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SIMT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SIMTSIMT |
Simt Multi-strategy '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 Simt Multi-strategy'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 Simt Multi-strategy.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Simt Multi-strategy on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Multi Strategy Alternative or generate 0.0% return on investment in Simt Multi-strategy over 90 days. Simt Multi-strategy is related to or competes with Spectrum Fund, Boston Trust, Eaton Vance, Columbia Adaptive, Simt Tax-managed, Walden Equity, and Sprott Focus. The advisor employs a strategy intended to generate an absolute return in various market cycles with reduced correlation... More
Simt Multi-strategy 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 Simt Multi-strategy'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 Simt Multi Strategy Alternative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2684 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 1.34 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.59 |
Simt Multi-strategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Multi-strategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Multi-strategy's standard deviation. In reality, there are many statistical measures that can use Simt Multi-strategy historical prices to predict the future Simt Multi-strategy's volatility.| Risk Adjusted Performance | 0.174 | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2398 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Multi-strategy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Simt Multi-strategy January 26, 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 | 0.174 | |||
| Market Risk Adjusted Performance | 0.2498 | |||
| Mean Deviation | 0.2453 | |||
| Downside Deviation | 0.2684 | |||
| Coefficient Of Variation | 389.15 | |||
| Standard Deviation | 0.3034 | |||
| Variance | 0.0921 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2398 | |||
| Maximum Drawdown | 1.34 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.59 | |||
| Downside Variance | 0.0721 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.35) | |||
| Skewness | 0.1219 | |||
| Kurtosis | (0.34) |
Simt Multi Strategy Backtested Returns
At this stage we consider SIMT Mutual Fund to be very steady. Simt Multi Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Simt Multi Strategy Alternative, which you can use to evaluate the volatility of the fund. Please validate Simt Multi-strategy's Risk Adjusted Performance of 0.174, standard deviation of 0.3034, and Downside Deviation of 0.2684 to confirm if the risk estimate we provide is consistent with the expected return of 0.0792%. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Multi-strategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Multi-strategy is expected to be smaller as well.
Auto-correlation | 0.49 |
Average predictability
Simt Multi Strategy Alternative has average predictability. Overlapping area represents the amount of predictability between Simt Multi-strategy time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Simt Multi Strategy price movement. The serial correlation of 0.49 indicates that about 49.0% of current Simt Multi-strategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Simt Multi-strategy 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.
Simt Multi Strategy Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Simt Multi Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Simt Multi-strategy 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 Simt Multi Strategy Alternative 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 Simt Multi Strategy Alternative based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Simt Multi Strategy price pattern first instead of the macroeconomic environment surrounding Simt Multi Strategy. By analyzing Simt Multi-strategy'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 Simt Multi-strategy'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 Simt Multi-strategy specific price patterns or momentum indicators. Please read more on our technical analysis page.
Simt Multi-strategy January 26, 2026 Technical Indicators
Most technical analysis of SIMT 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 SIMT from various momentum indicators to cycle indicators. When you analyze SIMT 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 | 0.174 | |||
| Market Risk Adjusted Performance | 0.2498 | |||
| Mean Deviation | 0.2453 | |||
| Downside Deviation | 0.2684 | |||
| Coefficient Of Variation | 389.15 | |||
| Standard Deviation | 0.3034 | |||
| Variance | 0.0921 | |||
| Information Ratio | (0) | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2398 | |||
| Maximum Drawdown | 1.34 | |||
| Value At Risk | (0.41) | |||
| Potential Upside | 0.59 | |||
| Downside Variance | 0.0721 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.35) | |||
| Skewness | 0.1219 | |||
| Kurtosis | (0.34) |
Simt Multi-strategy January 26, 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 SIMT 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 | 10.23 | ||
| Day Typical Price | 10.23 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in SIMT Mutual Fund
Simt Multi-strategy 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 Multi-strategy security.
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
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