Schwab 1 5 Year Etf Market Value
| SCHJ Etf | USD 24.51 0.01 0.04% |
| Symbol | Schwab |
The market value of Schwab 1 5 is measured differently than its book value, which is the value of Schwab that is recorded on the company's balance sheet. Investors also form their own opinion of Schwab 1's value that differs from its market value or its book value, called intrinsic value, which is Schwab 1's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Schwab 1's market value can be influenced by many factors that don't directly affect Schwab 1's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Schwab 1's value and its price as these two are different measures arrived at by different means. Investors typically determine if Schwab 1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Schwab 1's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Schwab 1 '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 1's etf 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 1.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Schwab 1 on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Schwab 1 5 Year or generate 0.0% return on investment in Schwab 1 over 90 days. Schwab 1 is related to or competes with Schwab 5, Schwab Long, Schwab Short, Schwab Intermediate, and Schwab Aggregate. To pursue its goal, the fund generally invests in securities that are included in the index More
Schwab 1 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 1's etf 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 1 5 Year upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1412 | |||
| Information Ratio | 0.8666 | |||
| Maximum Drawdown | 0.5351 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.2055 |
Schwab 1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab 1's standard deviation. In reality, there are many statistical measures that can use Schwab 1 historical prices to predict the future Schwab 1's volatility.| Risk Adjusted Performance | 0.0391 | |||
| Jensen Alpha | 0.0066 | |||
| Total Risk Alpha | 0.0208 | |||
| Sortino Ratio | 0.8032 | |||
| Treynor Ratio | 0.2185 |
Schwab 1 5 Backtested Returns
Schwab 1 is very steady at the moment. Schwab 1 5 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Schwab 1 5 Year, which you can use to evaluate the volatility of the etf. Please validate Schwab 1's Semi Deviation of 0.0434, risk adjusted performance of 0.0391, and Coefficient Of Variation of 910.67 to confirm if the risk estimate we provide is consistent with the expected return of 0.0213%. The entity has a beta of 0.02, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schwab 1's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab 1 is expected to be smaller as well.
Auto-correlation | 0.65 |
Good predictability
Schwab 1 5 Year has good predictability. Overlapping area represents the amount of predictability between Schwab 1 time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. 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 1 5 price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Schwab 1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Schwab 1 5 lagged returns against current returns
Autocorrelation, which is Schwab 1 etf'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 1's etf expected returns. We can calculate the autocorrelation of Schwab 1 returns to help us make a trade decision. For example, suppose you find that Schwab 1 has exhibited high autocorrelation historically, and you observe that the etf 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 1 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 1 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab 1 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schwab 1 etf over time.
Current vs Lagged Prices |
| Timeline |
Schwab 1 Lagged Returns
When evaluating Schwab 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab 1 etf have on its future price. Schwab 1 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 1 autocorrelation shows the relationship between Schwab 1 etf current value and its past values and can show if there is a momentum factor associated with investing in Schwab 1 5 Year.
Regressed Prices |
| Timeline |
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Schwab 1 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.