Scottish Mortgage (Germany) Market Value
| 1IZ1 Stock | EUR 11.68 0.10 0.86% |
| 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 stock 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.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Scottish Mortgage on November 5, 2024 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 60 days. Scottish Mortgage is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. 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 stock 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 | 1.15 | |||
| Information Ratio | 0.1785 | |||
| Maximum Drawdown | 5.83 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 1.73 |
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 | 0.1636 | |||
| Jensen Alpha | 0.2174 | |||
| Total Risk Alpha | 0.1985 | |||
| Sortino Ratio | 0.1765 | |||
| Treynor Ratio | (1.77) |
Scottish Mortgage Backtested Returns
Scottish Mortgage appears to be very steady, given 3 months investment horizon. Scottish Mortgage owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Scottish Mortgage Investment, which you can use to evaluate the volatility of the company. Please review Scottish Mortgage's Risk Adjusted Performance of 0.1636, coefficient of variation of 504.71, and Semi Deviation of 0.9351 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Scottish Mortgage holds a performance score of 15. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Scottish Mortgage are expected to decrease at a much lower rate. During the bear market, Scottish Mortgage is likely to outperform the market. Please check Scottish Mortgage's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Scottish Mortgage's existing price patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Scottish Mortgage Investment has weak reverse predictability. Overlapping area represents the amount of predictability between Scottish Mortgage time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Scottish Mortgage price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Scottish Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Scottish Mortgage lagged returns against current returns
Autocorrelation, which is Scottish Mortgage stock'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 Scottish Mortgage's stock expected returns. We can calculate the autocorrelation of Scottish Mortgage returns to help us make a trade decision. For example, suppose you find that Scottish Mortgage has exhibited high autocorrelation historically, and you observe that the stock 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 |
Scottish Mortgage 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 Scottish Mortgage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scottish Mortgage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scottish Mortgage stock over time.
Current vs Lagged Prices |
| Timeline |
Scottish Mortgage Lagged Returns
When evaluating Scottish Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scottish Mortgage stock have on its future price. Scottish Mortgage 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, Scottish Mortgage autocorrelation shows the relationship between Scottish Mortgage stock current value and its past values and can show if there is a momentum factor associated with investing in Scottish Mortgage Investment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Scottish Stock
Scottish Mortgage financial ratios help investors to determine whether Scottish Stock 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.