Scottish Mortgage Investment Stock Market Value
| STMZF Stock | USD 12.27 0.60 4.66% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Scottish Mortgage on December 13, 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 90 days. Scottish Mortgage is related to or competes with Prudential Plc, Segro Plc, 3i Group, Entain Plc, and Standard Chartered. 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 | 2.88 | |||
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 12.54 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 3.03 |
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 | 0.0187 | |||
| Jensen Alpha | 0.1008 | |||
| Total Risk Alpha | 0.3506 | |||
| Sortino Ratio | 0.0519 | |||
| Treynor Ratio | 0.0364 |
Scottish Mortgage Backtested Returns
At this point, Scottish Mortgage is not too volatile. Scottish Mortgage owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0151, which indicates the firm had a 0.0151 % 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 Risk Adjusted Performance of 0.0187, coefficient of variation of 6629.01, and Semi Deviation of 1.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.0325%. Scottish Mortgage has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.62, 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 2.15%. 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 | -0.37 |
Poor reverse predictability
Scottish Mortgage Investment has poor reverse predictability. Overlapping area represents the amount of predictability between Scottish Mortgage time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Scottish Mortgage price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Scottish Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Scottish Mortgage lagged returns against current returns
Autocorrelation, which is Scottish Mortgage pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scottish Mortgage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scottish Mortgage pink sheet 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 pink sheet 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 pink sheet 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 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.