Saat Tax Managed Aggressive Fund Market Value
| SISAX Fund | USD 27.66 0.00 0.00% |
| Symbol | Saat |
Saat Tax-managed '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 Saat Tax-managed'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 Saat Tax-managed.
| 05/13/2023 |
| 12/03/2024 |
If you would invest 0.00 in Saat Tax-managed on May 13, 2023 and sell it all today you would earn a total of 0.00 from holding Saat Tax Managed Aggressive or generate 0.0% return on investment in Saat Tax-managed over 570 days. Saat Tax-managed is related to or competes with Saat E, Saat Moderate, Saat Market, Dreyfus Midcap, and Saat Aggressive. The fund invests in other SEI Funds, each of which has its own investment goal More
Saat Tax-managed 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 Saat Tax-managed'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 Saat Tax Managed Aggressive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6345 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.74 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.855 |
Saat Tax-managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Tax-managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Tax-managed's standard deviation. In reality, there are many statistical measures that can use Saat Tax-managed historical prices to predict the future Saat Tax-managed's volatility.| Risk Adjusted Performance | 0.0829 | |||
| Jensen Alpha | 0.0539 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 1.68 |
Saat Tax Managed Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat Tax Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Saat Tax Managed Aggressive, which you can use to evaluate the volatility of the fund. Please validate Saat Tax-managed's Semi Deviation of 0.4757, coefficient of variation of 893.35, and Risk Adjusted Performance of 0.0829 to confirm if the risk estimate we provide is consistent with the expected return of 0.0835%. The entity has a beta of 0.0345, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saat Tax-managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Tax-managed is expected to be smaller as well.
Auto-correlation | 0.52 |
Modest predictability
Saat Tax Managed Aggressive has modest predictability. Overlapping area represents the amount of predictability between Saat Tax-managed time series from 13th of May 2023 to 22nd of February 2024 and 22nd of February 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Saat Tax Managed price movement. The serial correlation of 0.52 indicates that about 52.0% of current Saat Tax-managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Saat Tax Managed lagged returns against current returns
Autocorrelation, which is Saat Tax-managed 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 Saat Tax-managed's mutual fund expected returns. We can calculate the autocorrelation of Saat Tax-managed returns to help us make a trade decision. For example, suppose you find that Saat Tax-managed 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 |
Saat Tax-managed 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 Saat Tax-managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saat Tax-managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saat Tax-managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Saat Tax-managed Lagged Returns
When evaluating Saat Tax-managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saat Tax-managed mutual fund have on its future price. Saat Tax-managed 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, Saat Tax-managed autocorrelation shows the relationship between Saat Tax-managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Saat Tax Managed Aggressive.
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 Saat Mutual Fund
Saat Tax-managed financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Tax-managed security.
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