Schwab Treasury Inflation Fund Market Value
| SWRSX Fund | USD 10.31 0.03 0.29% |
| Symbol | Schwab |
Schwab Treasury '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 Treasury'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 Treasury.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Schwab Treasury on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Schwab Treasury Inflation or generate 0.0% return on investment in Schwab Treasury over 180 days. Schwab Treasury is related to or competes with T Rowe, California High-yield, T Rowe, Nuveen Minnesota, Intermediate-term, and Morningstar Municipal. The index includes all publicly-issued TIPS that have at least one year remaining to maturity, are rated investment grad... More
Schwab Treasury 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 Treasury'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 Treasury Inflation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.55) | |||
| Maximum Drawdown | 1.07 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.2933 |
Schwab Treasury Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Treasury's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Treasury's standard deviation. In reality, there are many statistical measures that can use Schwab Treasury historical prices to predict the future Schwab Treasury's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Treasury'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 Treasury Inflation Backtested Returns
Schwab Treasury Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0045, which indicates the fund had a -0.0045% return per unit of risk over the last 3 months. Schwab Treasury Inflation exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schwab Treasury's Variance of 0.0674, coefficient of variation of (6,376), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.0356, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schwab Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Treasury is expected to be smaller as well.
Auto-correlation | -0.81 |
Excellent reverse predictability
Schwab Treasury Inflation has excellent reverse predictability. Overlapping area represents the amount of predictability between Schwab Treasury time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Treasury Inflation price movement. The serial correlation of -0.81 indicates that around 81.0% of current Schwab Treasury price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Schwab Treasury Inflation lagged returns against current returns
Autocorrelation, which is Schwab Treasury 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 Treasury's mutual fund expected returns. We can calculate the autocorrelation of Schwab Treasury returns to help us make a trade decision. For example, suppose you find that Schwab Treasury 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 Treasury 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 Treasury mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Treasury 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 Treasury mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Treasury Lagged Returns
When evaluating Schwab Treasury's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Treasury mutual fund have on its future price. Schwab Treasury 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 Treasury autocorrelation shows the relationship between Schwab Treasury mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Treasury Inflation.
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 Treasury 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 Treasury security.
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