Scout Unconstrained Bond Fund Market Value
| SUBFX Fund | USD 12.28 0.02 0.16% |
| Symbol | Scout |
Scout Unconstrained '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 Unconstrained'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 Unconstrained.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Scout Unconstrained on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Scout Unconstrained Bond or generate 0.0% return on investment in Scout Unconstrained over 30 days. Scout Unconstrained is related to or competes with Dunham Real, Vy(r) Clarion, Short Real, Nexpoint Real, Prudential Real, and Neuberger Berman. The fund pursues its objective by investing at least 80 percent of its net assets in fixed income instruments More
Scout Unconstrained 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 Unconstrained'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 Unconstrained Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 1.55 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.5719 |
Scout Unconstrained Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scout Unconstrained's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scout Unconstrained's standard deviation. In reality, there are many statistical measures that can use Scout Unconstrained historical prices to predict the future Scout Unconstrained's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.12) |
Scout Unconstrained Bond Backtested Returns
At this stage we consider Scout Mutual Fund to be very steady. Scout Unconstrained Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0258, which indicates the fund had a 0.0258 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Scout Unconstrained Bond, which you can use to evaluate the volatility of the fund. Please validate Scout Unconstrained's Coefficient Of Variation of (16,956), risk adjusted performance of (0.02), and Variance of 0.108 to confirm if the risk estimate we provide is consistent with the expected return of 0.0087%. The entity has a beta of 0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Scout Unconstrained's returns are expected to increase less than the market. However, during the bear market, the loss of holding Scout Unconstrained is expected to be smaller as well.
Auto-correlation | -0.52 |
Good reverse predictability
Scout Unconstrained Bond has good reverse predictability. Overlapping area represents the amount of predictability between Scout Unconstrained time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Scout Unconstrained Bond price movement. The serial correlation of -0.52 indicates that about 52.0% of current Scout Unconstrained price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Scout Unconstrained Bond lagged returns against current returns
Autocorrelation, which is Scout Unconstrained 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 Unconstrained's mutual fund expected returns. We can calculate the autocorrelation of Scout Unconstrained returns to help us make a trade decision. For example, suppose you find that Scout Unconstrained 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 Unconstrained 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 Unconstrained mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scout Unconstrained 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 Unconstrained mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Scout Unconstrained Lagged Returns
When evaluating Scout Unconstrained's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scout Unconstrained mutual fund have on its future price. Scout Unconstrained 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 Unconstrained autocorrelation shows the relationship between Scout Unconstrained mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Scout Unconstrained 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 Unconstrained 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 Unconstrained security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |