Schwab Health Care Fund Market Value
| SWHFX Fund | USD 26.37 0.32 1.23% |
| Symbol | Schwab |
Schwab Health '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 Schwab Health'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 Schwab Health.
| 11/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Schwab Health on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Schwab Health Care or generate 0.0% return on investment in Schwab Health over 60 days. Schwab Health is related to or competes with Voya Government, Blackrock Exchange, and Aig Government. To pursue its goal, the fund primarily invests in equity securities issued by companies in the health care sector More
Schwab Health 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 Schwab Health'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 Schwab Health Care upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7081 | |||
| Information Ratio | 0.1566 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 2.04 |
Schwab Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Health's standard deviation. In reality, there are many statistical measures that can use Schwab Health historical prices to predict the future Schwab Health's volatility.| Risk Adjusted Performance | 0.1791 | |||
| Jensen Alpha | 0.1752 | |||
| Total Risk Alpha | 0.1264 | |||
| Sortino Ratio | 0.1963 | |||
| Treynor Ratio | 0.4708 |
Schwab Health Care Backtested Returns
Schwab Health appears to be very steady, given 3 months investment horizon. Schwab Health Care owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Schwab Health Care, which you can use to evaluate the volatility of the fund. Please review Schwab Health's Risk Adjusted Performance of 0.1791, semi deviation of 0.3096, and Coefficient Of Variation of 417.66 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schwab Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Health is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Schwab Health Care has modest predictability. Overlapping area represents the amount of predictability between Schwab Health time series from 9th of November 2025 to 9th of December 2025 and 9th of December 2025 to 8th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Schwab Health Care price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Schwab Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Schwab Health Care lagged returns against current returns
Autocorrelation, which is Schwab Health 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 Schwab Health's mutual fund expected returns. We can calculate the autocorrelation of Schwab Health returns to help us make a trade decision. For example, suppose you find that Schwab Health 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 |
Schwab Health 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 Schwab Health mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Health mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schwab Health mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Health Lagged Returns
When evaluating Schwab Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Health mutual fund have on its future price. Schwab Health 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, Schwab Health autocorrelation shows the relationship between Schwab Health mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Health Care.
Regressed Prices |
| Timeline |
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Other Information on Investing in Schwab Mutual Fund
Schwab Health financial ratios help investors to determine whether Schwab 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 Schwab with respect to the benefits of owning Schwab Health security.
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