Schwab Small Cap Equity Fund Market Value
| SWSCX Fund | USD 17.80 0.42 2.42% |
| Symbol | Schwab |
Schwab Small-cap '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 Small-cap'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 Small-cap.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Schwab Small-cap on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Schwab Small Cap Equity or generate 0.0% return on investment in Schwab Small-cap over 90 days. Schwab Small-cap is related to or competes with Columbia Real, Janus Global, T Rowe, Deutsche Real, and Goldman Sachs. The fund invests at least 80 percent of its net assets in small-cap equity securities More
Schwab Small-cap 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 Small-cap'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 Small Cap Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 13.3 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 1.67 |
Schwab Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Small-cap's standard deviation. In reality, there are many statistical measures that can use Schwab Small-cap historical prices to predict the future Schwab Small-cap's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.27) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Small-cap'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 Small Cap Backtested Returns
Schwab Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the fund had a -0.2 % return per unit of risk over the last 3 months. Schwab Small Cap Equity exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Schwab Small-cap's Coefficient Of Variation of (475.29), variance of 3.89, and Risk Adjusted Performance of (0.18) to confirm the risk estimate we provide. The entity has a beta of 1.57, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Schwab Small-cap will likely underperform.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Schwab Small Cap Equity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Schwab Small-cap time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Small Cap price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Schwab Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Schwab Small Cap lagged returns against current returns
Autocorrelation, which is Schwab Small-cap 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 Small-cap's mutual fund expected returns. We can calculate the autocorrelation of Schwab Small-cap returns to help us make a trade decision. For example, suppose you find that Schwab Small-cap 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 Small-cap 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 Small-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Small-cap 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 Small-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Small-cap Lagged Returns
When evaluating Schwab Small-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Small-cap mutual fund have on its future price. Schwab Small-cap 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 Small-cap autocorrelation shows the relationship between Schwab Small-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Small Cap Equity.
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 Small-cap 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 Small-cap security.
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |