Sit Developing Markets Fund Technical Analysis
SDMGX Fund | USD 16.13 0.06 0.37% |
As of the 28th of March, Sit Developing has the Semi Deviation of 0.8764, risk adjusted performance of 0.0436, and Coefficient Of Variation of 1411.29. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sit Developing Markets, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to analyze and collect data for nineteen technical drivers for Sit Developing Markets, which can be compared to its competition. Please validate Sit Developing Markets jensen alpha and semi variance to decide if Sit Developing is priced more or less accurately, providing market reflects its prevalent price of 16.13 per share.
Sit Developing Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sit, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SitSit |
Sit Developing technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Sit Developing Markets Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sit Developing Markets volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sit Developing Markets Trend Analysis
Use this graph to draw trend lines for Sit Developing Markets. You can use it to identify possible trend reversals for Sit Developing as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Sit Developing price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sit Developing Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sit Developing Markets applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Sit Developing Markets will continue generating value for investors. It has 122 observation points and a regression sum of squares at 14.3, which is the sum of squared deviations for the predicted Sit Developing price change compared to its average price change.About Sit Developing Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sit Developing Markets on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sit Developing Markets based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sit Developing Markets price pattern first instead of the macroeconomic environment surrounding Sit Developing Markets. By analyzing Sit Developing's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sit Developing's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sit Developing specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sit Developing March 28, 2024 Technical Indicators
Most technical analysis of Sit help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sit from various momentum indicators to cycle indicators. When you analyze Sit charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0436 | |||
Market Risk Adjusted Performance | 0.0613 | |||
Mean Deviation | 0.7685 | |||
Semi Deviation | 0.8764 | |||
Downside Deviation | 0.9937 | |||
Coefficient Of Variation | 1411.29 | |||
Standard Deviation | 0.9574 | |||
Variance | 0.9165 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.16) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.0513 | |||
Maximum Drawdown | 3.45 | |||
Value At Risk | (1.58) | |||
Potential Upside | 1.52 | |||
Downside Variance | 0.9874 | |||
Semi Variance | 0.7681 | |||
Expected Short fall | (0.81) | |||
Skewness | (0.18) | |||
Kurtosis | (0.51) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sit Developing Markets. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the Sit Developing Markets information on this page should be used as a complementary analysis to other Sit Developing's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Sit Mutual Fund analysis
When running Sit Developing's price analysis, check to measure Sit Developing's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sit Developing is operating at the current time. Most of Sit Developing's value examination focuses on studying past and present price action to predict the probability of Sit Developing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sit Developing's price. Additionally, you may evaluate how the addition of Sit Developing to your portfolios can decrease your overall portfolio volatility.
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