Simt E Fixed Fund Market Value
| SCFYX Fund | USD 9.52 0.02 0.21% |
| Symbol | Simt |
Simt Core '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 Core'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 Core.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Simt Core on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Simt E Fixed or generate 0.0% return on investment in Simt Core over 90 days. Simt Core is related to or competes with Sit Emerging, Simt Multi, Sit International, Simt Global, and Simt Sp. Under normal circumstances, the fund will invest at least 80 percent of its net assets in fixed income securities More
Simt Core 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 Core'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 E Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3409 | |||
| Information Ratio | 0.3633 | |||
| Maximum Drawdown | 1.51 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.6342 |
Simt Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Core's standard deviation. In reality, there are many statistical measures that can use Simt Core historical prices to predict the future Simt Core's volatility.| Risk Adjusted Performance | 0.0448 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | 0.0557 | |||
| Sortino Ratio | 0.3595 | |||
| Treynor Ratio | 0.2708 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Core'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.
Simt E Fixed Backtested Returns
At this stage we consider Simt Mutual Fund to be very steady. Simt E Fixed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0696, which indicates the fund had a 0.0696 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simt E Fixed, which you can use to evaluate the volatility of the fund. Please validate Simt Core's Semi Deviation of 0.2333, risk adjusted performance of 0.0448, and Coefficient Of Variation of 1436.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0235%. The entity has a beta of 0.0498, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Core is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Simt E Fixed has very weak reverse predictability. Overlapping area represents the amount of predictability between Simt Core 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 Simt E Fixed price movement. The serial correlation of -0.01 indicates that just 1.0% of current Simt Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Simt E Fixed lagged returns against current returns
Autocorrelation, which is Simt Core 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 Simt Core's mutual fund expected returns. We can calculate the autocorrelation of Simt Core returns to help us make a trade decision. For example, suppose you find that Simt Core 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 |
Simt Core 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 Simt Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simt Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Simt Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Simt Core Lagged Returns
When evaluating Simt Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simt Core mutual fund have on its future price. Simt Core 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, Simt Core autocorrelation shows the relationship between Simt Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Simt E Fixed.
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 Simt Mutual Fund
Simt Core 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 Core security.
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