Schwab Large Cap Growth Etf Alpha and Beta Analysis
| SCHG Etf | USD 27.52 0.03 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Schwab Large Cap Growth. It also helps investors analyze the systematic and unsystematic risks associated with investing in Schwab Large over a specified time horizon. Remember, high Schwab Large'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 Large's market risk premium analysis include:
Beta 0.95 | Alpha 0.0109 | Risk 1.07 | Sharpe Ratio 0.14 | Expected Return 0.15 |
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 Large Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Schwab Large market risk premium is the additional return an investor will receive from holding Schwab Large 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 Large. 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 Large's performance over market.| α | 0.01 | β | 0.94 |
Schwab Large 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 Large's Buy-and-hold return. Our buy-and-hold chart shows how Schwab Large performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Schwab Large Market Price Analysis
Market price analysis indicators help investors to evaluate how Schwab Large 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 Large shares will generate the highest return on investment. By understating and applying Schwab Large etf market price indicators, traders can identify Schwab Large position entry and exit signals to maximize returns.
Schwab Large Return and Market Media
The median price of Schwab Large for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 26.06 with a coefficient of variation of 3.53. The daily time series for the period is distributed with a sample standard deviation of 0.92, arithmetic mean of 26.13, and mean deviation of 0.74. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SCHG ETF Experiences Big Inflow - Nasdaq | 09/24/2024 |
2 | 3 Magnificent Growth ETFs to Buy Before 2025 | 10/11/2024 |
3 | Schwab U.S. Large-Cap Growth ETF Reaches New 12-Month High Should You Buy | 11/06/2024 |
4 | This ETF Has Nearly Doubled the SP 500 Since 2009. Heres How It Could Turn 200 per Month Into 1.3 Million. | 11/22/2024 |
About Schwab Large 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 Large Cap 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 Large 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 Large's short interest history, or implied volatility extrapolated from Schwab Large options trading.
Build Portfolio with Schwab Large
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Check out Schwab Large Backtesting, Portfolio Optimization, Schwab Large Correlation, Schwab Large Hype Analysis, Schwab Large Volatility, Schwab Large History and analyze Schwab Large Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Schwab Large 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.