Siit Emerging Markets Fund Technical Analysis
| SEDAX Fund | USD 9.30 -0.03 -0.32% |
As of the 19th of March, SIIT EMERGING trades at 9.30 per share. Key technical indicators include Semi Deviation of 0.3678, coefficient of variation of 1810.08, and Risk Adjusted Performance of 0.0341. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
SIIT EMERGING Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SIIT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SIITSIIT |
What if' Analysis
Historical what-if analysis for Siit Emerging Markets is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/19/2025 |
| 03/19/2026 |
An initial 0.00 allocation to SIIT EMERGING on December 19, 2025 held through today would earn 0.00 in aggregate gains. That corresponds to a 0.0% total return in SIIT EMERGING for the period over 90 days. SIIT EMERGING is related to or competes with LEGG MASON, STRATEGIC ALLOCATION:, Prudential Core, Delaware Limited, AQR DIVERSIFIED, Transamerica Asset, and GUIDEPATH(R) CONSERVATIVE. This provides context for relative positioning. Under normal circumstances, the fund will invest at least 80 percent of its net assets in fixed income securities of eme... More
SIIT EMERGING Momentum Range Indicators Summary
Upside/downside measures for SIIT EMERGING frame directional pressure and range behavior. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 0.5183 | |||
| Information Ratio | 0.245 | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | -0.85 | |||
| Potential Upside | 0.5388 |
Market Risk Indicators for SIIT EMERGING Overview
Risk measures here provide context on SIIT EMERGING's return distribution and drawdown behavior. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.0341 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.1893 | |||
| Treynor Ratio | 0.0604 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SIIT EMERGING's price to converge to an average value over time is called mean reversion.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0341 | |||
| Market Risk Adjusted Performance | 0.0704 | |||
| Mean Deviation | 0.27 | |||
| Semi Deviation | 0.3678 | |||
| Downside Deviation | 0.5183 | |||
| Coefficient Of Variation | 1810.08 | |||
| Standard Deviation | 0.4004 | |||
| Variance | 0.1603 | |||
| Information Ratio | 0.245 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.1893 | |||
| Treynor Ratio | 0.0604 | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | -0.85 | |||
| Potential Upside | 0.5388 | |||
| Downside Variance | 0.2687 | |||
| Semi Variance | 0.1353 | |||
| Expected Short fall | -0.31 | |||
| Skewness | -0.32 | |||
| Kurtosis | 2.18 |
Siit Emerging Markets Backtested Returns
SIIT EMERGING appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It shows an Efficiency (Sharpe) Ratio of 0.0453, quantifying return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please review metrics such as Semi Deviation of 0.3678, coefficient of variation of 1810.08, and risk-adjusted performance of 0.0341 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.2, which means relatively modest fluctuations relative to the market. As returns on the market increase, SIIT EMERGING's returns are expected to increase less than the market. However, during a bear market, the loss from holding SIIT EMERGING is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Comparing SIIT EMERGING's price behavior from 19th of December 2025 to 2nd of February 2026 with the period from 2nd of February 2026 to 19th of March 2026 produces good reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Siit Emerging Markets may be projected. The coefficient of -0.6 links roughly 60.0% of SIIT EMERGING's present price action to its own historical movements. Given that Siit Emerging Markets has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Technical analysis for SIIT EMERGING examines price and volume behavior across market regimes. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Siit Emerging Markets volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SIIT EMERGING focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for Siit Emerging Markets is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardSIIT EMERGING Technical Indicators
A technical review of Siit Emerging Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0341 | |||
| Market Risk Adjusted Performance | 0.0704 | |||
| Mean Deviation | 0.27 | |||
| Semi Deviation | 0.3678 | |||
| Downside Deviation | 0.5183 | |||
| Coefficient Of Variation | 1810.08 | |||
| Standard Deviation | 0.4004 | |||
| Variance | 0.1603 | |||
| Information Ratio | 0.245 | |||
| Jensen Alpha | 0.0294 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.1893 | |||
| Treynor Ratio | 0.0604 | |||
| Maximum Drawdown | 2.14 | |||
| Value At Risk | -0.85 | |||
| Potential Upside | 0.5388 | |||
| Downside Variance | 0.2687 | |||
| Semi Variance | 0.1353 | |||
| Expected Short fall | -0.31 | |||
| Skewness | -0.32 | |||
| Kurtosis | 2.18 |
March 19, 2026 Daily Trend Indicators
A technical review of Siit Emerging Markets can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The practical goal is to improve execution quality rather than to suggest that charts alone can predict every move.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.30 | ||
| Day Typical Price | 9.30 | ||
| Price Action Indicator | -0.01 |