Schwab Large Cap Value Fund Market Value
| SWLVX Fund | USD 57.60 1.03 1.82% |
| Symbol | Schwab |
Schwab Us '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 Us' 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 Us.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Schwab Us on December 15, 2024 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 Us over 90 days. Schwab Us is related to or competes with Eaton Vance, Health Care, Vanguard Health, Hartford Healthcare, Delaware Healthcare, and Invesco Global. To pursue its goal, the fund generally invests in stocks that are included in the Russell 1000 Value Index More
Schwab Us 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 Us' 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.
| Information Ratio | 0.0298 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.14 |
Schwab Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Us' standard deviation. In reality, there are many statistical measures that can use Schwab Us historical prices to predict the future Schwab Us' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0153 | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Us' 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
Schwab Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0361, which indicates the fund had a -0.0361 % return per unit of risk over the last 3 months. Schwab Large Cap Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schwab Us' Coefficient Of Variation of (731.85), variance of 0.6313, and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schwab Us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Us is expected to be smaller as well.
Auto-correlation | -0.69 |
Very good reverse predictability
Schwab Large Cap Value has very good reverse predictability. Overlapping area represents the amount of predictability between Schwab Us time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Large Cap price movement. The serial correlation of -0.69 indicates that around 69.0% of current Schwab Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Schwab Large Cap lagged returns against current returns
Autocorrelation, which is Schwab Us 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 Us' mutual fund expected returns. We can calculate the autocorrelation of Schwab Us returns to help us make a trade decision. For example, suppose you find that Schwab Us 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 Us 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 Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Us 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 Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Us Lagged Returns
When evaluating Schwab Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Us mutual fund have on its future price. Schwab Us 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 Us autocorrelation shows the relationship between Schwab Us 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 Us 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 Us security.
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |