Schwab Large Cap Growth Fund Market Value
SWLSX Fund | USD 31.14 0.05 0.16% |
Symbol | Schwab |
Schwab Large '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 Large'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 Large.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Schwab Large on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Schwab Large Cap Growth or generate 0.0% return on investment in Schwab Large over 720 days. Schwab Large is related to or competes with American Funds, American Funds, Growth Fund, Growth Fund, Growth Fund, Growth Fund, and Growth Fund. To pursue its investment objective, the fund invests primarily in U.S More
Schwab Large 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 Large'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 Large Cap Growth upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.8227 | |||
Information Ratio | 0.0506 | |||
Maximum Drawdown | 4.73 | |||
Value At Risk | (1.26) | |||
Potential Upside | 1.84 |
Schwab Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Large's standard deviation. In reality, there are many statistical measures that can use Schwab Large historical prices to predict the future Schwab Large's volatility.Risk Adjusted Performance | 0.1131 | |||
Jensen Alpha | 0.0414 | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | 0.0569 | |||
Treynor Ratio | 0.1645 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Large'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 Large-cap Growth Backtested Returns
Schwab Large appears to be very steady, given 3 months investment horizon. Schwab Large-cap Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Schwab Large Cap Growth, which you can use to evaluate the volatility of the fund. Please review Schwab Large's Semi Deviation of 0.5017, risk adjusted performance of 0.1131, and Coefficient Of Variation of 509.04 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.04, which indicates a somewhat significant risk relative to the market. Schwab Large returns are very sensitive to returns on the market. As the market goes up or down, Schwab Large is expected to follow.
Auto-correlation | -0.02 |
Very weak reverse predictability
Schwab Large Cap Growth has very weak reverse predictability. Overlapping area represents the amount of predictability between Schwab Large time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Large-cap Growth price movement. The serial correlation of -0.02 indicates that only 2.0% of current Schwab Large price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.02 | |
Spearman Rank Test | -0.2 | |
Residual Average | 0.0 | |
Price Variance | 5.81 |
Schwab Large-cap Growth lagged returns against current returns
Autocorrelation, which is Schwab Large 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 Large's mutual fund expected returns. We can calculate the autocorrelation of Schwab Large returns to help us make a trade decision. For example, suppose you find that Schwab Large 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 Large 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 Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Large 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 Large mutual fund over time.
Current vs Lagged Prices |
Timeline |
Schwab Large Lagged Returns
When evaluating Schwab Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Large mutual fund have on its future price. Schwab Large 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 Large autocorrelation shows the relationship between Schwab Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Large Cap Growth.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Check out Schwab Large Correlation, Schwab Large Volatility and Schwab Large Alpha and Beta module to complement your research on Schwab Large. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Schwab Mutual Fund analysis
When running Schwab Large's price analysis, check to measure Schwab Large's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Schwab Large is operating at the current time. Most of Schwab Large's value examination focuses on studying past and present price action to predict the probability of Schwab Large's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Schwab Large's price. Additionally, you may evaluate how the addition of Schwab Large to your portfolios can decrease your overall portfolio volatility.
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Schwab Large technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.