Sit Dividend Growth Fund Market Value
| SDVSX Fund | USD 15.32 0.29 1.93% |
| Symbol | Sit |
Sit Dividend '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 Sit Dividend'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 Sit Dividend.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sit Dividend on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sit Dividend Growth or generate 0.0% return on investment in Sit Dividend over 90 days. Sit Dividend is related to or competes with Sit Dividend, Harbor Large, Janus Growth, Boston Trust, and Sit U. The investment seeks to provide current income that exceeds the dividend yield of the SP 500 Index and that grows over a... More
Sit Dividend 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 Sit Dividend'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 Sit Dividend Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.35 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.1 |
Sit Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sit Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sit Dividend's standard deviation. In reality, there are many statistical measures that can use Sit Dividend historical prices to predict the future Sit Dividend's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (1.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sit Dividend'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.
Sit Dividend Growth Backtested Returns
Sit Dividend Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the fund had a -0.16 % return per unit of risk over the last 3 months. Sit Dividend Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sit Dividend's Risk Adjusted Performance of (0.14), coefficient of variation of (614.92), and Variance of 2.59 to confirm the risk estimate we provide. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sit Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sit Dividend is expected to be smaller as well.
Auto-correlation | -0.23 |
Weak reverse predictability
Sit Dividend Growth has weak reverse predictability. Overlapping area represents the amount of predictability between Sit Dividend time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sit Dividend Growth price movement. The serial correlation of -0.23 indicates that over 23.0% of current Sit Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Sit Dividend Growth lagged returns against current returns
Autocorrelation, which is Sit Dividend 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 Sit Dividend's mutual fund expected returns. We can calculate the autocorrelation of Sit Dividend returns to help us make a trade decision. For example, suppose you find that Sit Dividend 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 |
Sit Dividend 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 Sit Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sit Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sit Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Sit Dividend Lagged Returns
When evaluating Sit Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sit Dividend mutual fund have on its future price. Sit Dividend 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, Sit Dividend autocorrelation shows the relationship between Sit Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Sit Dividend Growth.
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 Sit Mutual Fund
Sit Dividend financial ratios help investors to determine whether Sit 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 Sit with respect to the benefits of owning Sit Dividend security.
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |