Schwab Small Cap Equity Fund Market Value
| SWSCX Fund | USD 21.56 0.07 0.33% |
| Symbol | Schwab |
Schwab Small '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 Small'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 Small.
| 10/16/2025 |
| 01/14/2026 |
If you would invest 0.00 in Schwab Small on October 16, 2025 and sell it all today you would earn a total of 0.00 from holding Schwab Small Cap Equity or generate 0.0% return on investment in Schwab Small over 90 days. Schwab Small is related to or competes with Us Global, Morningstar Global, Siit Global, Gamco Global, and Gmo Global. The fund invests at least 80 percent of its net assets in small-cap equity securities More
Schwab Small 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 Small'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 Small Cap Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.1012 | |||
| Maximum Drawdown | 9.32 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.08 |
Schwab Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Small's standard deviation. In reality, there are many statistical measures that can use Schwab Small historical prices to predict the future Schwab Small's volatility.| Risk Adjusted Performance | 0.1303 | |||
| Jensen Alpha | 0.2663 | |||
| Total Risk Alpha | 0.023 | |||
| Sortino Ratio | 0.1189 | |||
| Treynor Ratio | 6.3 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Schwab Small Cap Backtested Returns
Schwab Small appears to be very steady, given 3 months investment horizon. Schwab Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Schwab Small Cap Equity, which you can use to evaluate the volatility of the fund. Please review Schwab Small's Risk Adjusted Performance of 0.1303, coefficient of variation of 565.96, and Semi Deviation of 1.0 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.043, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schwab Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Small is expected to be smaller as well.
Auto-correlation | 0.07 |
Virtually no predictability
Schwab Small Cap Equity has virtually no predictability. Overlapping area represents the amount of predictability between Schwab Small time series from 16th of October 2025 to 30th of November 2025 and 30th of November 2025 to 14th 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 Small Cap price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Schwab Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Schwab Small Cap lagged returns against current returns
Autocorrelation, which is Schwab Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Schwab Small returns to help us make a trade decision. For example, suppose you find that Schwab Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Small Lagged Returns
When evaluating Schwab Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Small mutual fund have on its future price. Schwab Small 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 Small autocorrelation shows the relationship between Schwab Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Small Cap Equity.
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 Small 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 Small security.
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