Siit High Yield Fund Technical Analysis
| SGYAX Fund | USD 6.89 -0.02 -0.29% |
As of the 15th of March 2026, Siit High trades at 6.89 per share. Key technical indicators include Coefficient Of Variation of -4,019, variance of 0.0292, and Risk Adjusted Performance of -0.06. 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 High 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
Running a what-if backtest on Siit High Yield gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Siit High's historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
If you invested 0.00 in Siit High on December 15, 2025 and closed the position today, you would earn 0.00 in total gains. That corresponds to a 0.0% return on investment in Siit High overall over 90 days. Siit High is related to or competes with Simt Multi, SAAT MARKET, SIMT REAL, SIMT SMALL, SIIT SCREENED, SAAT AGGRESSIVE, and SIIT SMALL. Peer context helps frame relative positioning. The fund will invest at least 80 percent of its net assets in high yield fixed income securities More
Siit High Upside and Downside Indicators Overview
Upside and downside indicators for Siit High summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Information Ratio | 0.1791 | |||
| Maximum Drawdown | 1.01 | |||
| Value At Risk | -0.29 | |||
| Potential Upside | 0.2857 |
Siit High Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for Siit High. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | -0.06 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0046 | |||
| Treynor Ratio | -0.21 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Siit High's price to converge to an average value over time is called mean reversion.
Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 0.1063 | |||
| Coefficient Of Variation | -4,019 | |||
| Standard Deviation | 0.1707 | |||
| Variance | 0.0292 | |||
| Information Ratio | 0.1791 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0046 | |||
| Treynor Ratio | -0.21 | |||
| Maximum Drawdown | 1.01 | |||
| Value At Risk | -0.29 | |||
| Potential Upside | 0.2857 | |||
| Skewness | 0.7977 | |||
| Kurtosis | 3.11 |
Siit High Yield Backtested Returns
Siit High appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It maintains a Sharpe Ratio of -0.026, suggesting a return-to-volatility ratio of -0.026. Indicator analysis identified twenty signals affecting performance dispersion. Please review metrics such as Variance of 0.0292, risk-adjusted performance of -0.06, and Coefficient Of Variation of -4,019 to confirm whether our risk estimates align with your expectations. The fund has a beta of 0.0693, which means relatively modest fluctuations relative to the market. As returns on the market increase, Siit High's returns are expected to increase less than the market. However, during a bear market, the loss from holding Siit High is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
Siit High Yield shows good reverse predictability when comparing price series from 15th of December 2025 to 29th of January 2026 against from 29th of January 2026 to 15th of March 2026. A strong serial relationship would imply that Siit High's recent trajectory contains information about its near-term direction. With a serial correlation of -0.6, roughly 60.0% of Siit High's price variation is attributable to patterns in preceding intervals. Given that Siit High Yield 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 | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Siit High technical mutual fund analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
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 Siit High Yield volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Siit High 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 High Yield 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 High Technical Indicators
A technical review of Siit High Yield can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.06 | |||
| Market Risk Adjusted Performance | -0.20 | |||
| Mean Deviation | 0.1063 | |||
| Coefficient Of Variation | -4,019 | |||
| Standard Deviation | 0.1707 | |||
| Variance | 0.0292 | |||
| Information Ratio | 0.1791 | |||
| Jensen Alpha | -0.01 | |||
| Total Risk Alpha | -0.0046 | |||
| Treynor Ratio | -0.21 | |||
| Maximum Drawdown | 1.01 | |||
| Value At Risk | -0.29 | |||
| Potential Upside | 0.2857 | |||
| Skewness | 0.7977 | |||
| Kurtosis | 3.11 |
March 15, 2026 Daily Trend Indicators
A technical review of Siit High Yield can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 6.89 | ||
| Day Typical Price | 6.89 | ||
| Price Action Indicator | -0.01 |