Schwab Short Term Bond Fund Market Value
| SWSBX Fund | USD 9.55 0.01 0.10% |
| Symbol | Schwab |
Schwab Short-term '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 Short-term'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 Short-term.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Schwab Short-term on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Schwab Short Term Bond or generate 0.0% return on investment in Schwab Short-term over 30 days. Schwab Short-term is related to or competes with Oklahoma Municipal, The National, Alliancebernstein, Counterpoint Tactical, Baird Strategic, and Nuveen All-american. The index is a broad-based benchmark measuring the performance of U.S More
Schwab Short-term 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 Short-term'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 Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1813 | |||
| Information Ratio | (0.82) | |||
| Maximum Drawdown | 0.8317 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3141 |
Schwab Short-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Short-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Short-term's standard deviation. In reality, there are many statistical measures that can use Schwab Short-term historical prices to predict the future Schwab Short-term's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.71) | |||
| Treynor Ratio | 0.3293 |
Schwab Short Term Backtested Returns
At this stage we consider Schwab Mutual Fund to be very steady. Schwab Short Term owns Efficiency Ratio (i.e., Sharpe Ratio) of 8.0E-4, which indicates the fund had a 8.0E-4% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Schwab Short Term Bond, which you can use to evaluate the volatility of the fund. Please validate Schwab Short-term's Risk Adjusted Performance of (0.04), semi deviation of 0.1429, and Coefficient Of Variation of 129175.42 to confirm if the risk estimate we provide is consistent with the expected return of 1.0E-4%. The entity has a beta of -0.03, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schwab Short-term are expected to decrease at a much lower rate. During the bear market, Schwab Short-term is likely to outperform the market.
Auto-correlation | -0.35 |
Poor reverse predictability
Schwab Short Term Bond has poor reverse predictability. Overlapping area represents the amount of predictability between Schwab Short-term time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. 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 Short Term price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Schwab Short-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Schwab Short Term lagged returns against current returns
Autocorrelation, which is Schwab Short-term 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 Short-term's mutual fund expected returns. We can calculate the autocorrelation of Schwab Short-term returns to help us make a trade decision. For example, suppose you find that Schwab Short-term 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 Short-term 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 Short-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Short-term 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 Short-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Short-term Lagged Returns
When evaluating Schwab Short-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Short-term mutual fund have on its future price. Schwab Short-term 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 Short-term autocorrelation shows the relationship between Schwab Short-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Short Term 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 Schwab Mutual Fund
Schwab Short-term 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 Short-term security.
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