Scout E Bond Fund Market Value
| SCCIX Fund | USD 10.76 0.03 0.28% |
| Symbol | Scout |
Scout E '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 E'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 E.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Scout E on December 16, 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 E over 90 days. Scout E is related to or competes with Alternative Asset, Balanced Allocation, Oppenheimer Global, Growth Allocation, Calvert Moderate, Guidemark Large, and T Rowe. Under normal circumstances, the fund invests at least 80 percent of its net assets in bonds of varying maturities, inclu... More
Scout E 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 E'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.
| Downside Deviation | 0.3245 | |||
| Information Ratio | 0.3093 | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5671 |
Scout E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scout E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scout E's standard deviation. In reality, there are many statistical measures that can use Scout E historical prices to predict the future Scout E's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0348 | |||
| Sortino Ratio | 0.3156 | |||
| Treynor Ratio | 0.1228 |
Scout E Bond Backtested Returns
At this stage we consider Scout Mutual Fund to be very steady. Scout E Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0706, which indicates the fund had a 0.0706 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Scout E Bond, which you can use to evaluate the volatility of the fund. Please validate Scout E's Coefficient Of Variation of 9857.18, semi deviation of 0.2785, and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0236%. The entity has a beta of -0.0541, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Scout E are expected to decrease at a much lower rate. During the bear market, Scout E is likely to outperform the market.
Auto-correlation | -0.07 |
Very weak reverse predictability
Scout E Bond has very weak reverse predictability. Overlapping area represents the amount of predictability between Scout E time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 E Bond price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Scout E price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Scout E Bond lagged returns against current returns
Autocorrelation, which is Scout E 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 E's mutual fund expected returns. We can calculate the autocorrelation of Scout E returns to help us make a trade decision. For example, suppose you find that Scout E 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 E 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 E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scout E 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 E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Scout E Lagged Returns
When evaluating Scout E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scout E mutual fund have on its future price. Scout E 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 E autocorrelation shows the relationship between Scout E 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 E 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 E security.
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |