Seix Govt Sec Fund Market Value
| SIGZX Fund | USD 9.90 0.01 0.10% |
| Symbol | Seix |
Seix Govt '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 Seix Govt'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 Seix Govt.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in Seix Govt on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding Seix Govt Sec or generate 0.0% return on investment in Seix Govt over 720 days. Seix Govt is related to or competes with Morningstar Defensive, T Rowe, Blrc Sgy, Federated Ohio, T Rowe, Old Westbury, and Versatile Bond. The investment seeks to maximize current income consistent with capital preservation More
Seix Govt 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 Seix Govt'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 Seix Govt Sec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1111 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 0.6111 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.102 |
Seix Govt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seix Govt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seix Govt's standard deviation. In reality, there are many statistical measures that can use Seix Govt historical prices to predict the future Seix Govt's volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 0.0116 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.6363 |
Seix Govt Sec Backtested Returns
At this stage we consider Seix Mutual Fund to be out of control. Seix Govt Sec owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Seix Govt Sec, which you can use to evaluate the volatility of the fund. Please validate Seix Govt's Downside Deviation of 0.1111, standard deviation of 0.1078, and Risk Adjusted Performance of 0.1046 to confirm if the risk estimate we provide is consistent with the expected return of 0.0225%. The entity has a beta of 0.019, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Seix Govt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seix Govt is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
Seix Govt Sec has excellent predictability. Overlapping area represents the amount of predictability between Seix Govt time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 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 Seix Govt Sec price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Seix Govt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Seix Govt Sec lagged returns against current returns
Autocorrelation, which is Seix Govt 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 Seix Govt's mutual fund expected returns. We can calculate the autocorrelation of Seix Govt returns to help us make a trade decision. For example, suppose you find that Seix Govt 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 |
Seix Govt 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 Seix Govt mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seix Govt mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seix Govt mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Seix Govt Lagged Returns
When evaluating Seix Govt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seix Govt mutual fund have on its future price. Seix Govt 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, Seix Govt autocorrelation shows the relationship between Seix Govt mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Seix Govt Sec.
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 Seix Mutual Fund
Seix Govt financial ratios help investors to determine whether Seix 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 Seix with respect to the benefits of owning Seix Govt security.
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