Sit Tax Free Income Fund Technical Analysis
| SNTYX Fund | USD 8.75 0.00 0.00% |
As of the 26th of January, Sit Tax-free has the Coefficient Of Variation of 2011.12, risk adjusted performance of (0.01), and Semi Deviation of 0.078. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sit Tax Free, as well as the relationship between them.
Sit Tax-free Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sit, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SitSit |
Sit Tax-free '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 Sit Tax-free'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 Sit Tax-free.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Sit Tax-free on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Sit Tax Free Income or generate 0.0% return on investment in Sit Tax-free over 90 days. Sit Tax-free is related to or competes with Hotchkis Wiley, Fidelity Advisor, Fulcrum Diversified, Royce Premier, Wells Fargo, and Invesco Diversified. The fund seeks to achieve its objective by investing primarily in municipal securities that generate interest income tha... More
Sit Tax-free 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 Sit Tax-free'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 Sit Tax Free Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1954 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 1.03 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2281 |
Sit Tax-free Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Tax-free's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Tax-free's standard deviation. In reality, there are many statistical measures that can use Sit Tax-free historical prices to predict the future Sit Tax-free's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Tax-free'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.
Sit Tax-free 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.0897 | |||
| Semi Deviation | 0.078 | |||
| Downside Deviation | 0.1954 | |||
| Coefficient Of Variation | 2011.12 | |||
| Standard Deviation | 0.1416 | |||
| Variance | 0.0201 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.10) | |||
| Maximum Drawdown | 1.03 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2281 | |||
| Downside Variance | 0.0382 | |||
| Semi Variance | 0.0061 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.24) | |||
| Kurtosis | 4.85 |
Sit Tax Free Backtested Returns
At this stage we consider Sit Mutual Fund to be very steady. Sit Tax Free owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0523, which indicates the fund had a 0.0523 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Sit Tax Free Income, which you can use to evaluate the volatility of the fund. Please validate Sit Tax-free's Semi Deviation of 0.078, risk adjusted performance of (0.01), and Coefficient Of Variation of 2011.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.0076%. The entity has a beta of 0.0283, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sit Tax-free's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sit Tax-free is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
Sit Tax Free Income has poor predictability. Overlapping area represents the amount of predictability between Sit Tax-free 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 Sit Tax Free price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Sit Tax-free price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sit Tax-free 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.
Sit Tax Free 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 Sit Tax Free volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sit Tax-free 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 Sit Tax Free Income 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 Sit Tax Free Income based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sit Tax Free price pattern first instead of the macroeconomic environment surrounding Sit Tax Free. By analyzing Sit Tax-free'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 Sit Tax-free'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 Sit Tax-free specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sit Tax-free January 26, 2026 Technical Indicators
Most technical analysis of Sit 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 Sit from various momentum indicators to cycle indicators. When you analyze Sit 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.09) | |||
| Mean Deviation | 0.0897 | |||
| Semi Deviation | 0.078 | |||
| Downside Deviation | 0.1954 | |||
| Coefficient Of Variation | 2011.12 | |||
| Standard Deviation | 0.1416 | |||
| Variance | 0.0201 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.10) | |||
| Maximum Drawdown | 1.03 | |||
| Value At Risk | (0.11) | |||
| Potential Upside | 0.2281 | |||
| Downside Variance | 0.0382 | |||
| Semi Variance | 0.0061 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.24) | |||
| Kurtosis | 4.85 |
Sit Tax-free 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 Sit 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 | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 8.75 | ||
| Day Typical Price | 8.75 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in Sit Mutual Fund
Sit Tax-free financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Tax-free security.
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