Sarofim Equity Fund Price on November 18, 2024
| SRFMX Fund | USD 17.18 0.07 0.41% |
Below is the normalized historical share price chart for Sarofim Equity extending back to November 11, 2014. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Sarofim Equity stands at 17.18, as last reported on the 1st of December, with the highest price reaching 17.18 and the lowest price hitting 17.18 during the day.
If you're considering investing in Sarofim Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Sarofim Mutual Fund to be very steady. Sarofim Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0939, which indicates the fund had a 0.0939% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Sarofim Equity, which you can use to evaluate the volatility of the fund. Please validate Sarofim Equity's Semi Deviation of 0.6702, coefficient of variation of 1184.55, and Risk Adjusted Performance of 0.0638 to confirm if the risk estimate we provide is consistent with the expected return of 0.0635%.
Sarofim Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Sarofim |
Sharpe Ratio = 0.0939
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Sarofim Equity is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Sarofim Equity by adding it to a well-diversified portfolio.
Sarofim Equity Valuation on November 18, 2024
It is possible to determine the worth of Sarofim Equity on a given historical date. On November 18, 2024 Sarofim was worth 16.85 at the beginning of the trading date compared to the closed value of 16.85. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Sarofim Equity mutual fund. Still, in general, we apply an absolute valuation method to find Sarofim Equity's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Sarofim Equity where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Sarofim Equity's related companies.
| Open | High | Low | Close | Volume | |
| 16.79 | 16.79 | 16.79 | 16.79 | 1.00 | |
11/18/2024 | 16.85 | 16.85 | 16.85 | 16.85 | 1.00 |
| 16.85 | 16.85 | 16.85 | 16.85 | 1.00 |
| Backtest Sarofim Equity | | | Sarofim Equity History | | | Sarofim Equity Valuation | Previous | Next |
Sarofim Equity Trading Date Momentum on November 18, 2024
| On November 19 2024 Sarofim Equity was traded for 16.85 at the closing time. The highest daily price throughout the period was 16.85 and the lowest price was 16.85 . There was no trading activity during the period 1.0. Lack of trading volume on 11/19/2024 did not result in any price rise and fall. The trading price change to current closing price is 1.96% . |
Sarofim Equity Fundamentals Correlations and Trends
By evaluating Sarofim Equity's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Sarofim Equity's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Sarofim financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Sarofim Equity Mutual Fund history
Sarofim Equity investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Sarofim is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sarofim Equity will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sarofim Equity stock prices may prove useful in developing a viable investing in Sarofim Equity
Under normal circumstances, the fund invests at least 80 percent of its net assets, plus any borrowings for investment purposes, in equity securities. It invests primarily in the common stock of U.S. and foreign based companies listed on U.S. exchanges, but the fund may also invest up to 25 percent of its net assets in foreign-based companies listed on foreign exchanges, either directly or through American Depositary Receipts . It focuses on companies with market capitalizations exceeding 5 billion at the time of purchase.
Sarofim Equity Mutual Fund Technical Analysis
Sarofim Equity 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.
Price Boundaries
Sarofim Equity Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
Sarofim Equity cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Sarofim Equity December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how Sarofim Equity mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sarofim Equity shares will generate the highest return on investment. By undertsting and applying Sarofim Equity mutual fund market strength indicators, traders can identify Sarofim Equity entry and exit signals to maximize returns
Sarofim Equity Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sarofim Equity's price direction in advance. Along with the technical and fundamental analysis of Sarofim Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sarofim to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0638 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.068 |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
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| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Sarofim Mutual Fund
Sarofim Equity financial ratios help investors to determine whether Sarofim 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 Sarofim with respect to the benefits of owning Sarofim Equity security.
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