Scottish Mortgage Investment Stock Market Value
| STMZF Stock | USD 16.65 0.05 0.30% |
| Symbol | Scottish |
Scottish Mortgage '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 Scottish Mortgage's pink sheet 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 Scottish Mortgage.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Scottish Mortgage on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Scottish Mortgage Investment or generate 0.0% return on investment in Scottish Mortgage over 90 days. Scottish Mortgage is related to or competes with HAL Trust, Sumitomo Mitsui, Sumitomo Mitsui, Alliance Trust, Tritax Big, Jupiter Fund, and Vinacapital Vietnam. Scottish Mortgage Investment Trust PLC is a closed-ended equity mutual fund launched and managed by Baillie Gifford Co L... More
Scottish Mortgage 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 Scottish Mortgage's pink sheet 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 Scottish Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0473 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.9 |
Scottish Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scottish Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scottish Mortgage's standard deviation. In reality, there are many statistical measures that can use Scottish Mortgage historical prices to predict the future Scottish Mortgage's volatility.| Risk Adjusted Performance | 0.0737 | |||
| Jensen Alpha | 0.1111 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 0.2467 |
Scottish Mortgage January 27, 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 | 0.0737 | |||
| Market Risk Adjusted Performance | 0.2567 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 1.46 | |||
| Downside Deviation | 1.96 | |||
| Coefficient Of Variation | 1083.15 | |||
| Standard Deviation | 1.8 | |||
| Variance | 3.23 | |||
| Information Ratio | 0.0473 | |||
| Jensen Alpha | 0.1111 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 0.2467 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 2.9 | |||
| Downside Variance | 3.86 | |||
| Semi Variance | 2.15 | |||
| Expected Short fall | (1.25) | |||
| Skewness | 0.6071 | |||
| Kurtosis | 2.74 |
Scottish Mortgage Backtested Returns
At this point, Scottish Mortgage is very steady. Scottish Mortgage owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0904, which indicates the firm had a 0.0904 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Scottish Mortgage Investment, which you can use to evaluate the volatility of the company. Please validate Scottish Mortgage's Coefficient Of Variation of 1083.15, semi deviation of 1.46, and Risk Adjusted Performance of 0.0737 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Scottish Mortgage has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Scottish Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scottish Mortgage is expected to be smaller as well. Scottish Mortgage right now has a risk of 1.82%. Please validate Scottish Mortgage value at risk, as well as the relationship between the skewness and day median price , to decide if Scottish Mortgage will be following its existing price patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Scottish Mortgage Investment has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Scottish Mortgage time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Scottish Mortgage price movement. The serial correlation of -0.72 indicates that around 72.0% of current Scottish Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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Other Information on Investing in Scottish Pink Sheet
Scottish Mortgage financial ratios help investors to determine whether Scottish Pink Sheet 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 Scottish with respect to the benefits of owning Scottish Mortgage security.