Schwab Fundamental Small Fund Market Value
| SFSNX Fund | USD 17.93 0.24 1.36% |
| Symbol | Schwab |
Schwab Fundamental '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 Fundamental'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 Fundamental.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Schwab Fundamental on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Schwab Fundamental Small or generate 0.0% return on investment in Schwab Fundamental over 90 days. Schwab Fundamental is related to or competes with Doubleline Emerging, Alternative Asset, Artisan International, Semiconductor Ultrasector, Franklin Emerging, Tfa Tactical, and Pace International. To pursue its goal, the fund generally invests in stocks that are included in the RAFI Fundamental High Liquidity US Sma... More
Schwab Fundamental 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 Fundamental'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 Fundamental Small upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0476 | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 2.27 |
Schwab Fundamental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Fundamental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Fundamental's standard deviation. In reality, there are many statistical measures that can use Schwab Fundamental historical prices to predict the future Schwab Fundamental's volatility.| Risk Adjusted Performance | 0.213 | |||
| Jensen Alpha | 0.3034 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0518 | |||
| Treynor Ratio | (1.23) |
Schwab Fundamental Small Backtested Returns
Schwab Fundamental appears to be very steady, given 3 months investment horizon. Schwab Fundamental Small owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schwab Fundamental Small, which you can use to evaluate the volatility of the fund. Please review Schwab Fundamental's Risk Adjusted Performance of 0.213, coefficient of variation of 422.11, and Semi Deviation of 0.8003 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schwab Fundamental are expected to decrease at a much lower rate. During the bear market, Schwab Fundamental is likely to outperform the market.
Auto-correlation | 0.67 |
Good predictability
Schwab Fundamental Small has good predictability. Overlapping area represents the amount of predictability between Schwab Fundamental time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 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 Fundamental Small price movement. The serial correlation of 0.67 indicates that around 67.0% of current Schwab Fundamental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Schwab Fundamental Small lagged returns against current returns
Autocorrelation, which is Schwab Fundamental 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 Fundamental's mutual fund expected returns. We can calculate the autocorrelation of Schwab Fundamental returns to help us make a trade decision. For example, suppose you find that Schwab Fundamental 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 Fundamental 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 Fundamental mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Fundamental 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 Fundamental mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Fundamental Lagged Returns
When evaluating Schwab Fundamental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Fundamental mutual fund have on its future price. Schwab Fundamental 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 Fundamental autocorrelation shows the relationship between Schwab Fundamental mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Fundamental Small.
Regressed Prices |
| Timeline |
Also Currently Popular
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| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp |
Other Information on Investing in Schwab Mutual Fund
Schwab Fundamental 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 Fundamental security.
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