Sei Insti Mgd Fund Market Value
| SCXIX Fund | USD 9.50 0.02 0.21% |
| Symbol | Sei |
Sei Insti '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 Sei Insti'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 Sei Insti.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sei Insti on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sei Insti Mgd or generate 0.0% return on investment in Sei Insti over 90 days. Sei Insti is related to or competes with Gold And, Goldman Sachs, First Eagle, Global Gold, Goldman Sachs, and Wells Fargo. Under normal circumstances, the fund will invest at least 80 percent of its net assets in fixed income securities More
Sei Insti 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 Sei Insti'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 Sei Insti Mgd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2913 | |||
| Maximum Drawdown | 1.51 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.6356 |
Sei Insti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sei Insti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sei Insti's standard deviation. In reality, there are many statistical measures that can use Sei Insti historical prices to predict the future Sei Insti's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0288 | |||
| Treynor Ratio | (0.23) |
Sei Insti Mgd Backtested Returns
At this stage we consider Sei Mutual Fund to be very steady. Sei Insti Mgd owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0651, which indicates the fund had a 0.0651 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Sei Insti Mgd, which you can use to evaluate the volatility of the fund. Please validate Sei Insti's Coefficient Of Variation of (12,496), risk adjusted performance of (0.02), and Variance of 0.1095 to confirm if the risk estimate we provide is consistent with the expected return of 0.0217%. The entity has a beta of 0.0556, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sei Insti's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sei Insti is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Sei Insti Mgd has virtually no predictability. Overlapping area represents the amount of predictability between Sei Insti time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Sei Insti Mgd price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Sei Insti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sei Insti Mgd lagged returns against current returns
Autocorrelation, which is Sei Insti 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 Sei Insti's mutual fund expected returns. We can calculate the autocorrelation of Sei Insti returns to help us make a trade decision. For example, suppose you find that Sei Insti 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 |
Sei Insti 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 Sei Insti mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sei Insti mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sei Insti mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sei Insti Lagged Returns
When evaluating Sei Insti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sei Insti mutual fund have on its future price. Sei Insti 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, Sei Insti autocorrelation shows the relationship between Sei Insti mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sei Insti Mgd.
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 Sei Mutual Fund
Sei Insti financial ratios help investors to determine whether Sei 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 Sei with respect to the benefits of owning Sei Insti security.
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