Simt Tax Managed Smallmid Fund Technical Analysis
| STMSX Fund | USD 23.72 0.19 0.81% |
As of the 17th of March 2026, SIMT TAX-MANAGED indicates a price level of 23.72 per share. Price-based signals reflect Risk Adjusted Performance of 0.0463, coefficient of variation of 1844.63, and Semi Deviation of 0.9837. The model quantifies price stability and directional movement. Relative volatility positioning is benchmarked against peers.
SIMT TAX-MANAGED 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 |
What if' Analysis
Historical what-if analysis for Simt Tax Managed Smallmid is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. Used properly, this review helps investors decide whether SIMT TAX-MANAGED's historical reward profile was stable enough to support the current thesis.
| 12/17/2025 |
| 03/17/2026 |
An initial 0.00 allocation to SIMT TAX-MANAGED on December 17, 2025 held through today would generate 0.00 in net gains. In total, that is a 0.0% net return in SIMT TAX-MANAGED in total across 90 days. SIMT TAX-MANAGED competes with or is related to RBC Emerging, Templeton Emerging, Shelton Emerging, Artisan Emerging, VICTORY DIVERSIFIED, and THRIVENT DIVERSIFIED. The list provides context for relative analysis. The fund will invest at least 80 percent of its net assets in equity securities of small and medium capitalization compa... More
Upside and Downside Indicators for SIMT TAX-MANAGED Signals
This section highlights upside and downside signals that contextualize SIMT TAX-MANAGED price behavior. The signals are presented as informational context for recent price movement.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.0689 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.17 |
Market Risk Indicators for SIMT TAX-MANAGED Overview
Risk measures here provide context on SIMT TAX-MANAGED's return distribution and drawdown behavior. The measures summarize variability without implying direction.| Risk Adjusted Performance | 0.0463 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0728 | |||
| Treynor Ratio | 0.0448 |
Mean reversion in SIMT TAX-MANAGED is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
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 | 0.0463 | |||
| Market Risk Adjusted Performance | 0.0548 | |||
| Mean Deviation | 0.8584 | |||
| Semi Deviation | 0.9837 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 1844.63 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.26 | |||
| Information Ratio | 0.0689 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0728 | |||
| Treynor Ratio | 0.0448 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.17 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.9676 | |||
| Expected Short fall | -0.95 | |||
| Skewness | 0.3084 | |||
| Kurtosis | 0.5263 |
Simt Tax Managed Backtested Returns
SIMT TAX-MANAGED posts a very low volatility profile during the defined timeframe. It shows an Efficiency (Sharpe) Ratio of -0.0194, quantifying negative return efficiency across 3 months. Signal processing identified twenty-seven dispersion-based indicators. Please review metrics such as risk-adjusted performance of 0.0463, coefficient of variation of 1844.63, and Semi Deviation of 0.9837 to examine volatility dispersion. The fund maintains a market beta of 1.13, which implies a somewhat significant risk relative to the market. Returns on SIMT TAX-MANAGED closely shadow the overall market, offering near-index exposure without significant amplification or dampening.
Auto-correlation | -0.47 |
Modest reverse predictability
Simt Tax Managed Smallmid exhibits modest reverse predictability. Autocorrelation measures the degree of predictability between SIMT TAX-MANAGED time series from 17th of December 2025 to 31st of January 2026 and from 31st of January 2026 to 17th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in SIMT TAX-MANAGED that may carry forward. The measured coefficient of -0.47 means about 47.0% of SIMT TAX-MANAGED's recent price variance traces back to prior period behavior. Given that Simt Tax Managed Smallmid has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Technical analysis for SIMT TAX-MANAGED examines price and volume behavior across market regimes. The model references moving averages, relative strength, and price correlation signals.
Technical Analysis
This analysis covers twenty-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 Simt Tax Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of SIMT TAX-MANAGED focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Technical signals complement fundamental exposure context.
The analytics block for Simt Tax Managed Smallmid relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSIMT TAX-MANAGED Technical Indicators
Technical indicators tied to Simt Tax Managed Smallmid help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0463 | |||
| Market Risk Adjusted Performance | 0.0548 | |||
| Mean Deviation | 0.8584 | |||
| Semi Deviation | 0.9837 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 1844.63 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.26 | |||
| Information Ratio | 0.0689 | |||
| Jensen Alpha | 0.0809 | |||
| Total Risk Alpha | 0.088 | |||
| Sortino Ratio | 0.0728 | |||
| Treynor Ratio | 0.0448 | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | -1.92 | |||
| Potential Upside | 2.17 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.9676 | |||
| Expected Short fall | -0.95 | |||
| Skewness | 0.3084 | |||
| Kurtosis | 0.5263 |
March 17, 2026 Daily Trend Indicators
Technical indicators tied to Simt Tax Managed Smallmid help investors translate chart behavior into a more structured framework for entry, exit, and risk control. Used correctly, technical indicators support timing and risk control but should still be validated against broader market and business context.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 23.72 | ||
| Day Typical Price | 23.72 | ||
| Price Action Indicator | 0.09 |