Sa Real Estate Fund Price on October 20, 2021
| SAREX Fund | USD 9.95 0.07 0.70% |
Below is the normalized historical share price chart for Sa Real Estate extending back to April 03, 2007. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Sa Real stands at 9.95, as last reported on the 18th of April 2024, with the highest price reaching 9.95 and the lowest price hitting 9.95 during the day.
If you're considering investing in SAREX Mutual Fund, it is important to understand the factors that can impact its price. Sa Real Estate retains Efficiency (Sharpe Ratio) of -0.0942, which indicates the fund had a -0.0942% return per unit of price deviation over the last 3 months. Sa Real exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sa Real's Risk Adjusted Performance of (0.06), standard deviation of 1.14, and Mean Deviation of 0.8911 to confirm the risk estimate we provide.
SAREX Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
SAREX |
Sharpe Ratio = -0.0942
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Estimated Market Risk
| 1.14 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sa Real is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Sa Real by adding Sa Real to a well-diversified portfolio.
Sa Real Valuation on October 20, 2021
It is possible to determine the worth of Sa Real on a given historical date. On October 20, 2021 SAREX was worth 14.27 at the beginning of the trading date compared to the closed value of 12.85. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Sa Real mutual fund. Still, in general, we apply an absolute valuation method to find Sa Real's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Sa Real where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Sa Real's related companies.
| Open | High | Low | Close | Volume | |
04/04/2022 | 14.27 | 14.27 | 12.85 | 12.85 | 1.00 |
| 14.23 | 14.23 | 12.82 | 12.82 | 1.00 |
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Sa Real Trading Date Momentum on October 20, 2021
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.Sa Real Estate Fundamentals Correlations and Trends
By evaluating Sa Real's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Sa Real's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. SAREX financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Sa Real Mutual Fund history
Sa Real investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for SAREX is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sa Real Estate will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sa Real stock prices may prove useful in developing a viable investing in Sa Real
The fund is designed to purchase readily marketable equity securities of companies the principal activities of which include ownership, management, development, construction or sale of residential, commercial or industrial real estate. As a non-fundamental policy, under normal circumstances, at least 80 percent of the funds net assets will be invested in securities of companies in the real estate industry. The advisor may lend its portfolio securities to generate additional income.
Sa Real Mutual Fund Technical Analysis
Sa Real 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.
Price Boundaries
Sa Real Period Price Range
Low | April 4, 2022
| High |
14.27 | 12.85 |
Sa Real April 18, 2024 Market Strength
Market strength indicators help investors to evaluate how Sa Real mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sa Real shares will generate the highest return on investment. By undertsting and applying Sa Real mutual fund market strength indicators, traders can identify Sa Real Estate entry and exit signals to maximize returns
Sa Real Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sa Real's price direction in advance. Along with the technical and fundamental analysis of SAREX Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of SAREX to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 3.99 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sa Real Estate. 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 income. Note that the Sa Real Estate information on this page should be used as a complementary analysis to other Sa Real'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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.