Schwab Large Cap Value Fund Market Value
| SWLVX Fund | USD 61.12 0.09 0.15% |
| Symbol | Schwab |
Schwab Large '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 Large'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 Large.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Schwab Large on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Schwab Large Cap Value or generate 0.0% return on investment in Schwab Large over 360 days. Schwab Large is related to or competes with Davis Financial, John Hancock, Mesirow Financial, Transamerica Financial, and Royce Global. To pursue its goal, the fund generally invests in stocks that are included in the Russell 1000 Value Index More
Schwab Large 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 Large'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 Large Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.46 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 1.08 |
Schwab Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Large's standard deviation. In reality, there are many statistical measures that can use Schwab Large historical prices to predict the future Schwab Large's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0941 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Large'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 Large Cap Backtested Returns
At this stage we consider Schwab Mutual Fund to be very steady. Schwab Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schwab Large Cap Value, which you can use to evaluate the volatility of the fund. Please validate Schwab Large's Risk Adjusted Performance of 0.0967, coefficient of variation of 735.57, and Semi Deviation of 0.2933 to confirm if the risk estimate we provide is consistent with the expected return of 0.0836%. The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schwab Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Large is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Schwab Large Cap Value has very good predictability. Overlapping area represents the amount of predictability between Schwab Large time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th of December 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 Large Cap price movement. The serial correlation of 0.83 indicates that around 83.0% of current Schwab Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 6.06 |
Schwab Large Cap lagged returns against current returns
Autocorrelation, which is Schwab Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Schwab Large returns to help us make a trade decision. For example, suppose you find that Schwab Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Large 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 Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Large Lagged Returns
When evaluating Schwab Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Large mutual fund have on its future price. Schwab Large 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 Large autocorrelation shows the relationship between Schwab Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Large Cap Value.
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 Large 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 Large security.
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