Scout E Bond Fund Market Value
| SCCIX Fund | USD 10.67 0.05 0.47% |
| Symbol | Scout |
Scout Core '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 Core'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 Core.
| 04/06/2025 |
| 05/06/2025 |
If you would invest 0.00 in Scout Core on April 6, 2025 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 Core over 30 days. Scout Core is related to or competes with Absolute Convertible, Calamos Dynamic, Lord Abbett, Fidelity Sai, Virtus Convertible, and Gabelli Convertible. Under normal circumstances, the fund invests at least 80 percent of its net assets in bonds of varying maturities, inclu... More
Scout Core 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 Core'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 | 0.4164 | |||
| Information Ratio | 0.3588 | |||
| Maximum Drawdown | 1.86 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.5687 |
Scout Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scout Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scout Core's standard deviation. In reality, there are many statistical measures that can use Scout Core historical prices to predict the future Scout Core's volatility.| Risk Adjusted Performance | 0.0566 | |||
| Jensen Alpha | 0.0041 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | 0.3274 | |||
| Treynor Ratio | (0.20) |
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 0.0255, which indicates the fund had a 0.0255 % 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 Core's Semi Deviation of 0.3677, coefficient of variation of 1833.63, and Risk Adjusted Performance of 0.0566 to confirm if the risk estimate we provide is consistent with the expected return of 0.0098%. The entity has a beta of -0.0526, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Scout Core are expected to decrease at a much lower rate. During the bear market, Scout Core is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Scout E Bond has weak reverse predictability. Overlapping area represents the amount of predictability between Scout Core time series from 6th of April 2025 to 21st of April 2025 and 21st of April 2025 to 6th of May 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 -0.22 indicates that over 22.0% of current Scout Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Scout E Bond lagged returns against current returns
Autocorrelation, which is Scout Core 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 Core's mutual fund expected returns. We can calculate the autocorrelation of Scout Core returns to help us make a trade decision. For example, suppose you find that Scout Core 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 Core 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 Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scout Core 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 Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Scout Core Lagged Returns
When evaluating Scout Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scout Core mutual fund have on its future price. Scout Core 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 Core autocorrelation shows the relationship between Scout Core 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 Core 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 Core security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| CEOs Directory Screen CEOs from public companies around the world |