Siit Small Mid Fund Market Value
| SSMAX Fund | USD 10.12 0.03 0.30% |
| Symbol | Siit |
Siit Small '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 Siit Small'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 Siit Small.
| 06/15/2025 |
| 07/15/2025 |
If you would invest 0.00 in Siit Small on June 15, 2025 and sell it all today you would earn a total of 0.00 from holding Siit Small Mid or generate 0.0% return on investment in Siit Small over 30 days. Siit Small is related to or competes with T Rowe, Ab Select, Dodge Cox, Tax-managed International, Transamerica International, Locorr Dynamic, and Jhancock Global. Under normal circumstances, the SmallMid Cap Equity Fund will invest at least 80 percent of its net assets in equity sec... More
Siit Small 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 Siit Small'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 Siit Small Mid upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0295 | |||
| Maximum Drawdown | 12.18 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 2.2 |
Siit Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siit Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siit Small's standard deviation. In reality, there are many statistical measures that can use Siit Small historical prices to predict the future Siit Small's volatility.| Risk Adjusted Performance | 0.2767 | |||
| Jensen Alpha | 0.0309 | |||
| Total Risk Alpha | 0.0169 | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 0.2808 |
Siit Small Mid Backtested Returns
Siit Small appears to be very steady, given 3 months investment horizon. Siit Small Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Siit Small Mid, which you can use to evaluate the volatility of the fund. Please review Siit Small's Coefficient Of Variation of 499.22, risk adjusted performance of 0.2767, and Semi Deviation of 0.8199 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.06, which indicates a somewhat significant risk relative to the market. Siit Small returns are very sensitive to returns on the market. As the market goes up or down, Siit Small is expected to follow.
Auto-correlation | -0.04 |
Very weak reverse predictability
Siit Small Mid has very weak reverse predictability. Overlapping area represents the amount of predictability between Siit Small time series from 15th of June 2025 to 30th of June 2025 and 30th of June 2025 to 15th of July 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 Siit Small Mid price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Siit Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Siit Small Mid lagged returns against current returns
Autocorrelation, which is Siit Small 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 Siit Small's mutual fund expected returns. We can calculate the autocorrelation of Siit Small returns to help us make a trade decision. For example, suppose you find that Siit Small 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 |
Siit Small 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 Siit Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siit Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siit Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Siit Small Lagged Returns
When evaluating Siit Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siit Small mutual fund have on its future price. Siit Small 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, Siit Small autocorrelation shows the relationship between Siit Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Siit Small Mid.
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 Siit Mutual Fund
Siit Small financial ratios help investors to determine whether Siit 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 Siit with respect to the benefits of owning Siit Small security.
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |