SEI Select Correlations

SEEM Etf

23.49 0.20 0.86%

The current 90-days correlation between SEI Select Emerging and Dimensional International Core is 0.28 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as SEI Select moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SEI Select Emerging moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

SEI Select Correlation With Market

Modest diversification

The correlation between SEI Select Emerging and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SEI Select Emerging and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SEI Select Emerging. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with SEI Etf

0.98	VWO	Vanguard FTSE Emerging	Pair Corr
0.99	IEMG	iShares Core MSCI	Pair Corr
0.98	EMC	Global X Funds	Pair Corr
0.68	EEM	iShares MSCI Emerging Aggressive Push	Pair Corr
0.97	SPEM	SPDR Portfolio Emerging	Pair Corr
0.61	FNDE	Schwab Fundamental	Pair Corr
1.0	ESGE	iShares ESG Aware	Pair Corr
0.62	XSOE	WisdomTree Emerging	Pair Corr
0.65	EMXC	iShares MSCI Emerging	Pair Corr
0.63	PFE	Pfizer Inc Earnings Call This Week	Pair Corr
0.82	KO	Coca Cola Aggressive Push	Pair Corr
0.74	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.74	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr

Moving against SEI Etf

0.78	DSJA	DSJA	Pair Corr
0.71	RSPY	Tuttle Capital Management	Pair Corr
0.67	MEME	Roundhill Investments	Pair Corr
0.48	AMPD	Tidal Trust II	Pair Corr
0.33	T	ATT Inc Earnings Call Tomorrow	Pair Corr
0.72	JPM	JPMorgan Chase	Pair Corr
0.71	CSCO	Cisco Systems Aggressive Push	Pair Corr
0.67	DIS	Walt Disney	Pair Corr
0.66	AXP	American Express Earnings Call This Week	Pair Corr
0.38	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr

Related Correlations Analysis

	DFIC	DFAC	DISV	DFEV	DFSV
DFIC		0.21	0.64	0.89	0.34	DFIC
DFAC	0.21		0.04	0.01	0.7	DFAC
DISV	0.64	0.04		0.58	0.06	DISV
DFEV	0.89	0.01	0.58		0.16	DFEV
DFSV	0.34	0.7	0.06	0.16		DFSV
	DFIC	DFAC	DISV	DFEV	DFSV

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SEI Select Constituents Risk-Adjusted Indicators

There is a big difference between SEI Etf performing well and SEI Select ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SEI Select's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DFIC	0.51	(0.06)	0.00	(0.38)	0.00	0.00	1.05	(1.22)	3.71
DFAC	0.58	0.01	0.00	0.05	0.79	(0.57)	1.10	(1.24)	6.41
DISV	0.62	(0.09)	0.00	(0.30)	0.00	0.00	1.04	(1.69)	3.82
DFEV	0.60	(0.10)	0.00	(0.53)	0.00	0.00	1.18	(1.69)	5.15
DFSV	0.83	0.06	0.04	0.28	0.93	(0.96)	1.72	(1.40)	10.71

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