Schwab Mortgage Backed Securities Etf Performance
| SMBS Etf | 25.39 0.01 0.04% |
The entity has a beta of 0.0822, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schwab Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Mortgage is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Schwab Mortgage Backed Securities are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable fundamental drivers, Schwab Mortgage is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Schwab Mortgage Relative Risk vs. Return Landscape
If you would invest 2,460 in Schwab Mortgage Backed Securities on December 24, 2024 and sell it today you would earn a total of 68.00 from holding Schwab Mortgage Backed Securities or generate 2.76% return on investment over 90 days. Schwab Mortgage Backed Securities is currently generating 0.0452% in daily expected returns and assumes 0.3286% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Schwab, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Schwab Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Schwab Mortgage Backed Securities, and traders can use it to determine the average amount a Schwab Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1377
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Estimated Market Risk
| 0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Schwab Mortgage is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Schwab Mortgage by adding it to a well-diversified portfolio.
About Schwab Mortgage Performance
Assessing Schwab Mortgage's fundamental ratios provides investors with valuable insights into Schwab Mortgage's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Schwab Mortgage is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.