Schwab Fundamental International Fund Market Value

SFNNX Fund  USD 11.15  0.05  0.45%   
Schwab Fundamental's market value is the price at which a share of Schwab Fundamental trades on a public exchange. It measures the collective expectations of Schwab Fundamental International investors about its performance. Schwab Fundamental is trading at 11.15 as of the 12th of December 2024; that is 0.45 percent up since the beginning of the trading day. The fund's open price was 11.1.
With this module, you can estimate the performance of a buy and hold strategy of Schwab Fundamental International and determine expected loss or profit from investing in Schwab Fundamental over a given investment horizon. Check out Schwab Fundamental Correlation, Schwab Fundamental Volatility and Schwab Fundamental Alpha and Beta module to complement your research on Schwab Fundamental.
Symbol

Please note, there is a significant difference between Schwab Fundamental's value and its price as these two are different measures arrived at by different means. Investors typically determine if Schwab Fundamental is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Schwab Fundamental'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 Fundamental '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 Fundamental'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 Fundamental.
0.00
11/12/2024
No Change 0.00  0.0 
In 30 days
12/12/2024
0.00
If you would invest  0.00  in Schwab Fundamental on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Schwab Fundamental International or generate 0.0% return on investment in Schwab Fundamental over 30 days. Schwab Fundamental is related to or competes with Schwab Fundamental, Schwab Fundamental, Schwab Fundamental, Schwab Fundamental, and Schwab International. To pursue its goal, the fund generally invests in stocks that are included in the RAFI Fundamental High Liquidity Develo... More

Schwab Fundamental 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 Fundamental'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 Fundamental International upside and downside potential and time the market with a certain degree of confidence.

Schwab Fundamental Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Fundamental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Fundamental's standard deviation. In reality, there are many statistical measures that can use Schwab Fundamental historical prices to predict the future Schwab Fundamental's volatility.
Hype
Prediction
LowEstimatedHigh
10.4011.1511.90
Details
Intrinsic
Valuation
LowRealHigh
10.4511.2011.95
Details
Naive
Forecast
LowNextHigh
10.5011.2512.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.9211.0911.26
Details

Schwab Fundamental Backtested Returns

Schwab Fundamental owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0423, which indicates the fund had a -0.0423% return per unit of risk over the last 3 months. Schwab Fundamental International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schwab Fundamental's Variance of 0.5682, coefficient of variation of (14,127), and insignificant Risk Adjusted Performance to confirm the risk estimate we provide. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schwab Fundamental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Fundamental is expected to be smaller as well.

Auto-correlation

    
  0.18  

Very weak predictability

Schwab Fundamental International has very weak predictability. Overlapping area represents the amount of predictability between Schwab Fundamental time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Fundamental price movement. The serial correlation of 0.18 indicates that over 18.0% of current Schwab Fundamental price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test0.45
Residual Average0.0
Price Variance0.0

Schwab Fundamental lagged returns against current returns

Autocorrelation, which is Schwab Fundamental 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 Fundamental's mutual fund expected returns. We can calculate the autocorrelation of Schwab Fundamental returns to help us make a trade decision. For example, suppose you find that Schwab Fundamental 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 Fundamental 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 Fundamental mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Fundamental 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 Fundamental mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Schwab Fundamental Lagged Returns

When evaluating Schwab Fundamental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Fundamental mutual fund have on its future price. Schwab Fundamental 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 Fundamental autocorrelation shows the relationship between Schwab Fundamental mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Fundamental International.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Schwab Mutual Fund

Schwab Fundamental 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 Fundamental security.
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