Sa Value Fund Market Value
| SABTX Fund | USD 21.99 0.41 1.90% |
| Symbol | SABTX |
Sa Us '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 Sa Us' 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 Sa Us.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Sa Us on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Sa Value or generate 0.0% return on investment in Sa Us over 90 days. Sa Us is related to or competes with Sa Us, Sa Us, Sa International, Sa International, and Sa Global. The fund is designed to purchase a broad and diverse group of readily marketable equity securities of large and mid cap ... More
Sa Us 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 Sa Us' 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 Sa Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0191 | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.3 |
Sa Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sa Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sa Us' standard deviation. In reality, there are many statistical measures that can use Sa Us historical prices to predict the future Sa Us' volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0209 | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sa Us' 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.
Sa Value Backtested Returns
Sa Value retains Efficiency (Sharpe Ratio) of -0.0348, which indicates the fund had a -0.0348 % return per unit of price deviation over the last 3 months. Sa Us exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sa Us' Risk Adjusted Performance of (0.11), standard deviation of 0.8697, and Mean Deviation of 0.6694 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sa Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sa Us is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Sa Value has good reverse predictability. Overlapping area represents the amount of predictability between Sa Us time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sa Value price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Sa Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Sa Value lagged returns against current returns
Autocorrelation, which is Sa Us mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sa Us' mutual fund expected returns. We can calculate the autocorrelation of Sa Us returns to help us make a trade decision. For example, suppose you find that Sa Us has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sa Us regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sa Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sa Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sa Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sa Us Lagged Returns
When evaluating Sa Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sa Us mutual fund have on its future price. Sa Us autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sa Us autocorrelation shows the relationship between Sa Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sa Value.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in SABTX Mutual Fund
Sa Us financial ratios help investors to determine whether SABTX 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 SABTX with respect to the benefits of owning Sa Us security.
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