Simt Mid Cap Fund Technical Analysis
| SFDYX Fund | USD 27.75 0.22 0.79% |
As of the 23rd of January, Simt Mid has the Downside Deviation of 0.838, standard deviation of 3.56, and Risk Adjusted Performance of 0.1129. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Mid Cap, as well as the relationship between them.
Simt Mid Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SIMT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SIMTSIMT |
Simt Mid '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 Simt Mid'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 Simt Mid.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Simt Mid on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Simt Mid Cap or generate 0.0% return on investment in Simt Mid over 90 days. Simt Mid is related to or competes with Simt Mid, Simt Mid, Amg River, Amg Frontier, Hennessy, Ariel Focus, and Innovator ETFs. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of medium-si... More
Simt Mid 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 Simt Mid'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 Simt Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.838 | |||
| Information Ratio | 0.1213 | |||
| Maximum Drawdown | 28.44 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.52 |
Simt Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Simt Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Simt Mid's standard deviation. In reality, there are many statistical measures that can use Simt Mid historical prices to predict the future Simt Mid's volatility.| Risk Adjusted Performance | 0.1129 | |||
| Jensen Alpha | 0.4715 | |||
| Total Risk Alpha | 0.1678 | |||
| Sortino Ratio | 0.5149 | |||
| Treynor Ratio | 1.21 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Mid's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Simt Mid January 23, 2026 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 | 0.1129 | |||
| Market Risk Adjusted Performance | 1.22 | |||
| Mean Deviation | 1.19 | |||
| Downside Deviation | 0.838 | |||
| Coefficient Of Variation | 697.54 | |||
| Standard Deviation | 3.56 | |||
| Variance | 12.65 | |||
| Information Ratio | 0.1213 | |||
| Jensen Alpha | 0.4715 | |||
| Total Risk Alpha | 0.1678 | |||
| Sortino Ratio | 0.5149 | |||
| Treynor Ratio | 1.21 | |||
| Maximum Drawdown | 28.44 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.52 | |||
| Downside Variance | 0.7022 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (1.59) | |||
| Skewness | 7.16 | |||
| Kurtosis | 54.27 |
Simt Mid Cap Backtested Returns
Simt Mid appears to be not too volatile, given 3 months investment horizon. Simt Mid Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. By inspecting Simt Mid's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Simt Mid's Risk Adjusted Performance of 0.1129, standard deviation of 3.56, and Downside Deviation of 0.838 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Simt Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Simt Mid is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
Simt Mid Cap has virtually no predictability. Overlapping area represents the amount of predictability between Simt Mid time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Simt Mid Cap price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Simt Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 6.21 |
Simt Mid 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.
Simt Mid Cap Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Simt Mid Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Simt Mid 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 Simt Mid Cap 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 Simt Mid Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Simt Mid Cap price pattern first instead of the macroeconomic environment surrounding Simt Mid Cap. By analyzing Simt Mid'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 Simt Mid'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 Simt Mid specific price patterns or momentum indicators. Please read more on our technical analysis page.
Simt Mid January 23, 2026 Technical Indicators
Most technical analysis of SIMT 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 SIMT from various momentum indicators to cycle indicators. When you analyze SIMT 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 | 0.1129 | |||
| Market Risk Adjusted Performance | 1.22 | |||
| Mean Deviation | 1.19 | |||
| Downside Deviation | 0.838 | |||
| Coefficient Of Variation | 697.54 | |||
| Standard Deviation | 3.56 | |||
| Variance | 12.65 | |||
| Information Ratio | 0.1213 | |||
| Jensen Alpha | 0.4715 | |||
| Total Risk Alpha | 0.1678 | |||
| Sortino Ratio | 0.5149 | |||
| Treynor Ratio | 1.21 | |||
| Maximum Drawdown | 28.44 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.52 | |||
| Downside Variance | 0.7022 | |||
| Semi Variance | (0.06) | |||
| Expected Short fall | (1.59) | |||
| Skewness | 7.16 | |||
| Kurtosis | 54.27 |
Simt Mid January 23, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SIMT stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 27.75 | ||
| Day Typical Price | 27.75 | ||
| Price Action Indicator | (0.11) |
Other Information on Investing in SIMT Mutual Fund
Simt Mid financial ratios help investors to determine whether SIMT 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 SIMT with respect to the benefits of owning Simt Mid security.
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