Saat Moderate Strategy Fund Technical Analysis
| SMSDX Fund | USD 12.61 0.03 0.24% |
As of the 31st of January, Saat Moderate has the Risk Adjusted Performance of 0.1096, semi deviation of 0.0406, and Coefficient Of Variation of 559.02. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Saat Moderate Strategy, as well as the relationship between them.
Saat Moderate Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Saat, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SaatSaat |
Saat Moderate '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 Saat Moderate'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 Saat Moderate.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Saat Moderate on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Saat Moderate Strategy or generate 0.0% return on investment in Saat Moderate over 90 days. Saat Moderate is related to or competes with Commodities Strategy, Barings Active, Ab Value, Balanced Fund, Auer Growth, L Mason, and Eic Value. The fund predominantly invests in other SEI Funds, each of which has its own investment goal More
Saat Moderate 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 Saat Moderate'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 Saat Moderate Strategy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2472 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.4085 |
Saat Moderate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saat Moderate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saat Moderate's standard deviation. In reality, there are many statistical measures that can use Saat Moderate historical prices to predict the future Saat Moderate's volatility.| Risk Adjusted Performance | 0.1096 | |||
| Jensen Alpha | 0.0202 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1338 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Saat Moderate'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.
Saat Moderate January 31, 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 | 0.1096 | |||
| Market Risk Adjusted Performance | 0.1438 | |||
| Mean Deviation | 0.195 | |||
| Semi Deviation | 0.0406 | |||
| Downside Deviation | 0.2472 | |||
| Coefficient Of Variation | 559.02 | |||
| Standard Deviation | 0.2395 | |||
| Variance | 0.0573 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0202 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1338 | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.4085 | |||
| Downside Variance | 0.0611 | |||
| Semi Variance | 0.0016 | |||
| Expected Short fall | (0.24) | |||
| Skewness | (0.22) | |||
| Kurtosis | (0.34) |
Saat Moderate Strategy Backtested Returns
At this stage we consider Saat Mutual Fund to be very steady. Saat Moderate Strategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Saat Moderate Strategy, which you can use to evaluate the volatility of the fund. Please validate Saat Moderate's Coefficient Of Variation of 559.02, risk adjusted performance of 0.1096, and Semi Deviation of 0.0406 to confirm if the risk estimate we provide is consistent with the expected return of 0.0505%. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Saat Moderate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Saat Moderate is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Saat Moderate Strategy has modest predictability. Overlapping area represents the amount of predictability between Saat Moderate time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Saat Moderate Strategy price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Saat Moderate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Saat Moderate 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.
Saat Moderate Strategy Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Saat Moderate Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Saat Moderate 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 Saat Moderate Strategy 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 Saat Moderate Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Saat Moderate Strategy price pattern first instead of the macroeconomic environment surrounding Saat Moderate Strategy. By analyzing Saat Moderate'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 Saat Moderate'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 Saat Moderate specific price patterns or momentum indicators. Please read more on our technical analysis page.
Saat Moderate January 31, 2026 Technical Indicators
Most technical analysis of Saat 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 Saat from various momentum indicators to cycle indicators. When you analyze Saat 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 | 0.1096 | |||
| Market Risk Adjusted Performance | 0.1438 | |||
| Mean Deviation | 0.195 | |||
| Semi Deviation | 0.0406 | |||
| Downside Deviation | 0.2472 | |||
| Coefficient Of Variation | 559.02 | |||
| Standard Deviation | 0.2395 | |||
| Variance | 0.0573 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0202 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1338 | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.4085 | |||
| Downside Variance | 0.0611 | |||
| Semi Variance | 0.0016 | |||
| Expected Short fall | (0.24) | |||
| Skewness | (0.22) | |||
| Kurtosis | (0.34) |
Saat Moderate January 31, 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 Saat 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 | 1.00 | ||
| Day Median Price | 12.61 | ||
| Day Typical Price | 12.61 | ||
| Price Action Indicator | (0.02) |
Other Information on Investing in Saat Mutual Fund
Saat Moderate financial ratios help investors to determine whether Saat 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 Saat with respect to the benefits of owning Saat Moderate security.
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