Scout E Bond Fund Market Value
| SCCIX Fund | USD 10.86 0.04 0.37% |
| Symbol | Scout |
Scout 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 Scout 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 Scout Core.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Scout Core on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Scout E Bond or generate 0.0% return on investment in Scout Core over 210 days. Scout Core is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Bond Fund, and American Funds. Under normal circumstances, the fund invests at least 80 percent of its net assets in bonds of varying maturities, inclu... More
Scout 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 Scout 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 Scout E Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.41) | |||
| Maximum Drawdown | 1.4 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.4621 |
Scout Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scout Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scout Core's standard deviation. In reality, there are many statistical measures that can use Scout Core historical prices to predict the future Scout Core's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.2136 |
Scout E Bond Backtested Returns
Scout E Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.011, which indicates the fund had a -0.011% return per unit of risk over the last 3 months. Scout E Bond exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Scout Core's Risk Adjusted Performance of (0.02), coefficient of variation of (15,371), and Variance of 0.116 to confirm the risk estimate we provide. The entity has a beta of -0.0572, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Scout Core are expected to decrease at a much lower rate. During the bear market, Scout Core is likely to outperform the market.
Auto-correlation | -0.67 |
Very good reverse predictability
Scout E Bond has very good reverse predictability. Overlapping area represents the amount of predictability between Scout Core time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Scout E Bond price movement. The serial correlation of -0.67 indicates that around 67.0% of current Scout Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Scout E Bond lagged returns against current returns
Autocorrelation, which is Scout 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 Scout Core's mutual fund expected returns. We can calculate the autocorrelation of Scout Core returns to help us make a trade decision. For example, suppose you find that Scout 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 |
Scout 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 Scout Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scout 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 Scout Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Scout Core Lagged Returns
When evaluating Scout Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scout Core mutual fund have on its future price. Scout 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, Scout Core autocorrelation shows the relationship between Scout Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Scout E 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 Scout Mutual Fund
Scout Core financial ratios help investors to determine whether Scout 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 Scout with respect to the benefits of owning Scout Core security.
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