Schroder Core Bond Fund Market Value
| SCBIX Fund | USD 8.51 0.04 0.47% |
| Symbol | Schroder |
Schroder Core '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 Schroder Core'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 Schroder Core.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Schroder Core on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Schroder Core Bond or generate 0.0% return on investment in Schroder Core over 720 days. Schroder Core is related to or competes with The Hartford, Hartford Growth, The Hartford, The Hartford, Hartford Growth, Hartford Growth, and Hartford Growth. The fund seeks to achieve its investment objective by investing primarily in a portfolio of U.S More
Schroder Core 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 Schroder Core'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 Schroder Core Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3688 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 1.8 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.7134 |
Schroder Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder Core's standard deviation. In reality, there are many statistical measures that can use Schroder Core historical prices to predict the future Schroder Core's volatility.| Risk Adjusted Performance | (0.0008) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.05) |
Schroder Core Bond Backtested Returns
At this stage we consider Schroder Mutual Fund to be very steady. Schroder Core Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.038, which indicates the fund had a 0.038 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schroder Core Bond, which you can use to evaluate the volatility of the fund. Please validate Schroder Core's Risk Adjusted Performance of (0.0008), semi deviation of 0.3014, and Coefficient Of Variation of 8837.99 to confirm if the risk estimate we provide is consistent with the expected return of 0.0145%. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder Core is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Schroder Core Bond has poor reverse predictability. Overlapping area represents the amount of predictability between Schroder Core time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Schroder Core Bond price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Schroder Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Schroder Core Bond lagged returns against current returns
Autocorrelation, which is Schroder Core mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Schroder Core's mutual fund expected returns. We can calculate the autocorrelation of Schroder Core returns to help us make a trade decision. For example, suppose you find that Schroder Core has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Schroder Core regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Schroder Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schroder Core Lagged Returns
When evaluating Schroder Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder Core mutual fund have on its future price. Schroder Core autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Schroder Core autocorrelation shows the relationship between Schroder Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schroder Core Bond.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Schroder Mutual Fund
Schroder Core financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder Core security.
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