Simt Tax Managed Smallmid Fund Technical Analysis
| STMPX Fund | USD 25.22 0.01 0.04% |
As of the 4th of February, Simt Tax-managed has the Semi Deviation of 0.6288, coefficient of variation of 555.29, and Risk Adjusted Performance of 0.1354. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Tax Managed, as well as the relationship between them.
Simt Tax-managed 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 Tax-managed '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 Tax-managed'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 Tax-managed.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Simt Tax-managed on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Tax Managed Smallmid or generate 0.0% return on investment in Simt Tax-managed over 90 days. Simt Tax-managed is related to or competes with Simt Tax-managed, Simt Tax-managed, Simt Us, Simt Us, Simt Us, Blackrock, and Applied Finance. The fund will invest at least 80 percent of its net assets in equity securities of small and medium capitalization compa... More
Simt Tax-managed 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 Tax-managed'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 Tax Managed Smallmid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8966 | |||
| Information Ratio | 0.1185 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 |
Simt Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Tax-managed's standard deviation. In reality, there are many statistical measures that can use Simt Tax-managed historical prices to predict the future Simt Tax-managed's volatility.| Risk Adjusted Performance | 0.1354 | |||
| Jensen Alpha | 0.1222 | |||
| Total Risk Alpha | 0.101 | |||
| Sortino Ratio | 0.1384 | |||
| Treynor Ratio | 0.1727 |
Simt Tax-managed February 4, 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 | 0.1354 | |||
| Market Risk Adjusted Performance | 0.1827 | |||
| Mean Deviation | 0.7782 | |||
| Semi Deviation | 0.6288 | |||
| Downside Deviation | 0.8966 | |||
| Coefficient Of Variation | 555.29 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.1185 | |||
| Jensen Alpha | 0.1222 | |||
| Total Risk Alpha | 0.101 | |||
| Sortino Ratio | 0.1384 | |||
| Treynor Ratio | 0.1727 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.804 | |||
| Semi Variance | 0.3954 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.592 | |||
| Kurtosis | 0.8862 |
Simt Tax Managed Backtested Returns
Simt Tax-managed appears to be very steady, given 3 months investment horizon. Simt Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Simt Tax Managed Smallmid, which you can use to evaluate the volatility of the fund. Please review Simt Tax-managed's Semi Deviation of 0.6288, coefficient of variation of 555.29, and Risk Adjusted Performance of 0.1354 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.03, which indicates a somewhat significant risk relative to the market. Simt Tax-managed returns are very sensitive to returns on the market. As the market goes up or down, Simt Tax-managed is expected to follow.
Auto-correlation | 0.65 |
Good predictability
Simt Tax Managed Smallmid has good predictability. Overlapping area represents the amount of predictability between Simt Tax-managed time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 Tax Managed price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Simt Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Simt Tax-managed 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 Tax Managed 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 Tax Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Simt Tax-managed 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 Tax Managed Smallmid 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 Tax Managed Smallmid based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Simt Tax Managed price pattern first instead of the macroeconomic environment surrounding Simt Tax Managed. By analyzing Simt Tax-managed'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 Tax-managed'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 Tax-managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
Simt Tax-managed February 4, 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 | 0.1354 | |||
| Market Risk Adjusted Performance | 0.1827 | |||
| Mean Deviation | 0.7782 | |||
| Semi Deviation | 0.6288 | |||
| Downside Deviation | 0.8966 | |||
| Coefficient Of Variation | 555.29 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.1185 | |||
| Jensen Alpha | 0.1222 | |||
| Total Risk Alpha | 0.101 | |||
| Sortino Ratio | 0.1384 | |||
| Treynor Ratio | 0.1727 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 0.804 | |||
| Semi Variance | 0.3954 | |||
| Expected Short fall | (0.88) | |||
| Skewness | 0.592 | |||
| Kurtosis | 0.8862 |
Simt Tax-managed February 4, 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 | 25.22 | ||
| Day Typical Price | 25.22 | ||
| Price Action Indicator | 0.00 |
Other Information on Investing in Simt Mutual Fund
Simt Tax-managed 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 Tax-managed security.
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