Simt Real Return Fund Market Value
| SRYRX Fund | USD 9.79 0.02 0.20% |
| Symbol | Simt |
Simt Real '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 Real'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 Real.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Simt Real on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Simt Real Return or generate 0.0% return on investment in Simt Real over 90 days. Simt Real is related to or competes with Doubleline Emerging, Angel Oak, Pnc Emerging, Aqr Risk-balanced, Transamerica Emerging, Investec Emerging, and Rbc Emerging. Under normal circumstances, the fund will invest a significant portion of its assets in investment grade fixed income se... More
Simt Real 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 Real'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 Real Return upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1669 | |||
| Information Ratio | 0.8993 | |||
| Maximum Drawdown | 0.618 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2092 |
Simt Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Real's standard deviation. In reality, there are many statistical measures that can use Simt Real historical prices to predict the future Simt Real's volatility.| Risk Adjusted Performance | 0.105 | |||
| Jensen Alpha | 0.0157 | |||
| Total Risk Alpha | 0.0323 | |||
| Sortino Ratio | 0.7438 | |||
| Treynor Ratio | 2.79 |
Simt Real Return Backtested Returns
At this stage we consider Simt Mutual Fund to be very steady. Simt Real Return owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Simt Real Return, which you can use to evaluate the volatility of the fund. Please validate Simt Real's Standard Deviation of 0.138, downside deviation of 0.1669, and Risk Adjusted Performance of 0.105 to confirm if the risk estimate we provide is consistent with the expected return of 0.0345%. The entity has a beta of 0.0054, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Simt Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Real is expected to be smaller as well.
Auto-correlation | 0.90 |
Excellent predictability
Simt Real Return has excellent predictability. Overlapping area represents the amount of predictability between Simt Real 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 Simt Real Return price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Simt Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Simt Real Return lagged returns against current returns
Autocorrelation, which is Simt Real 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 Real's mutual fund expected returns. We can calculate the autocorrelation of Simt Real returns to help us make a trade decision. For example, suppose you find that Simt Real 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 Real 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 Real mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Simt Real 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 Real mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Simt Real Lagged Returns
When evaluating Simt Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Simt Real mutual fund have on its future price. Simt Real 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 Real autocorrelation shows the relationship between Simt Real mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Simt Real Return.
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 Real 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 Real security.
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