Schwab Aggregate Bond Etf Alpha and Beta Analysis
| SCHZ Etf | USD 23.15 0.22 0.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Schwab Aggregate Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Schwab Aggregate over a specified time horizon. Remember, high Schwab Aggregate's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Schwab Aggregate's market risk premium analysis include:
Beta (0.09) | Alpha (0.01) | Risk 0.33 | Sharpe Ratio (0.02) | Expected Return (0.01) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Schwab |
Schwab Aggregate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Schwab Aggregate market risk premium is the additional return an investor will receive from holding Schwab Aggregate long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Schwab Aggregate. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Schwab Aggregate's performance over market.| α | -0.01 | β | -0.09 |
Schwab Aggregate expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Schwab Aggregate's Buy-and-hold return. Our buy-and-hold chart shows how Schwab Aggregate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Schwab Aggregate Market Price Analysis
Market price analysis indicators help investors to evaluate how Schwab Aggregate etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Schwab Aggregate shares will generate the highest return on investment. By understating and applying Schwab Aggregate etf market price indicators, traders can identify Schwab Aggregate position entry and exit signals to maximize returns.
Schwab Aggregate Return and Market Media
The median price of Schwab Aggregate for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 23.26 with a coefficient of variation of 1.12. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 23.27, and mean deviation of 0.22. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Marshall Financial Group Inc. ADV Increases Stock Holdings in Schwab U.S. Aggregate Bond ETF | 09/17/2024 |
2 | Schwab US Aggregate Bond ETF declares monthly distribution of 0.0807 | 11/05/2024 |
About Schwab Aggregate Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Schwab or other etfs. Alpha measures the amount that position in Schwab Aggregate Bond has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Schwab Aggregate in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Schwab Aggregate's short interest history, or implied volatility extrapolated from Schwab Aggregate options trading.
Build Portfolio with Schwab Aggregate
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Schwab Aggregate Backtesting, Portfolio Optimization, Schwab Aggregate Correlation, Schwab Aggregate Hype Analysis, Schwab Aggregate Volatility, Schwab Aggregate History and analyze Schwab Aggregate Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Schwab Aggregate technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.