SSEAX Mutual Fund Manager Performance Evaluation

SSEAX -  USA Fund  

USD 14.51  0.10  0.69%

The entity has a beta of 0.2252, which indicates not very significant fluctuations relative to the market. Let's try to break down what SSEAX's beta means in this case. As returns on the market increase, Sei Insti returns are expected to increase less than the market. However, during the bear market, the loss on holding Sei Insti will be expected to be smaller as well. Although it is extremely important to respect Sei Insti Inv current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Sei Insti Inv technical indicators, you can presently evaluate if the expected return of 0.0204% will be sustainable into the future.

SSEAX Mutual Fund Performance 

 
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 SSEAX Performance
1 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Sei Insti Inv are ranked lower than 1 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Sei Insti is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low11.14
Fifty Two Week High14.80
Annual Report Expense Ratio0.35%

Sei Insti Relative Risk vs. Return Landscape

If you would invest  1,435  in Sei Insti Inv on July 23, 2021 and sell it today you would earn a total of  16.00  from holding Sei Insti Inv or generate 1.11% return on investment over 90 days. Sei Insti Inv is currently producing 0.0204% returns and takes up 0.7512% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than SSEAX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Sei Insti is expected to generate 1.33 times less return on investment than the market. In addition to that, the company is 1.04 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of volatility.

Sei Insti Current Valuation

Fairly Valued
Today
14.51
21st of October 2021
Share
Please note that Sei Insti's price fluctuation is very steady at this time.
Sei Insti Inv has a current Real Value of $14.47 per share. The regular price of the fund is $14.51. At this time, the fund appears to be fairly valued. We determine the value of Sei Insti Inv from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued stocks and dropping overvalued stocks since, at some point, stock prices and their ongoing real values will draw towards each other.
Our valuation method for Sei Insti Inv is useful when determining the fair value of the SSEAX mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Sei Insti. Since Sei Insti is currently traded on the exchange, buyers and sellers on that exchange determine the market value of SSEAX Mutual Fund. However, Sei Insti's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
14.47
Real Value
15.22
Upside
Estimating the potential upside or downside of Sei Insti Inv helps investors to forecast how SSEAX mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Sei Insti more accurately as focusing exclusively on Sei Insti's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.9514.3914.83
Details
Hype
Prediction
LowEstimated ValueHigh
13.7514.5015.25
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.210.210.22
Details

Sei Insti Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sei Insti's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Sei Insti Inv, and traders can use it to determine the average amount a Sei Insti's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0271

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Negative ReturnsSSEAX
Estimated Market Risk
 0.75
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Sei Insti is performing at about 1% of its full potential. 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 Sei Insti by adding it to a well-diversified portfolio.

About Sei Insti Performance

To evaluate Sei Insti Inv Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Sei Insti generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare SSEAX Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Sei Insti Inv stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents SSEAX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of foreign companies of various capitalization ranges. Sei Insti is traded on NASDAQ Exchange in the United States.

Things to note about Sei Insti Inv

Checking the ongoing alerts about Sei Insti for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sei Insti Inv help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Sei Insti Alerts

Equity Alerts and Improvement Suggestions

Additionally, take a look at World Market Map. Note that the Sei Insti Inv information on this page should be used as a complementary analysis to other Sei Insti'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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Complementary Tools for SSEAX Mutual Fund analysis

When running Sei Insti Inv price analysis, check to measure Sei Insti'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 Sei Insti is operating at the current time. Most of Sei Insti's value examination focuses on studying past and present price action to predict the probability of Sei Insti's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sei Insti's price. Additionally, you may evaluate how the addition of Sei Insti to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Sei Insti's value and its price as these two are different measures arrived at by different means. Investors typically determine Sei Insti value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sei Insti's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.