Schwab E Equity Fund Market Value
| SWANX Fund | USD 25.00 0.01 0.04% |
| Symbol | Schwab |
Schwab E '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 E'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 E.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Schwab E on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Schwab E Equity or generate 0.0% return on investment in Schwab E over 90 days. Schwab E is related to or competes with Schwab Small, Schwab Total, Schwab International, Schwab Sp, and . To pursue its investment objective, the fund invests primarily in U.S More
Schwab E 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 E'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 E Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6333 | |||
| Information Ratio | 0.1143 | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 1.53 |
Schwab E Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab E's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab E's standard deviation. In reality, there are many statistical measures that can use Schwab E historical prices to predict the future Schwab E's volatility.| Risk Adjusted Performance | 0.2819 | |||
| Jensen Alpha | 0.2974 | |||
| Total Risk Alpha | 0.0894 | |||
| Sortino Ratio | 0.1367 | |||
| Treynor Ratio | (1.63) |
Schwab E Equity Backtested Returns
Schwab E appears to be very steady, given 3 months investment horizon. Schwab E Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the fund had a 0.3 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Schwab E Equity, which you can use to evaluate the volatility of the fund. Please review Schwab E's Risk Adjusted Performance of 0.2819, downside deviation of 0.6333, and Standard Deviation of 0.7574 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schwab E are expected to decrease at a much lower rate. During the bear market, Schwab E is likely to outperform the market.
Auto-correlation | 0.91 |
Excellent predictability
Schwab E Equity has excellent predictability. Overlapping area represents the amount of predictability between Schwab E time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 E Equity price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Schwab E price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Schwab E Equity lagged returns against current returns
Autocorrelation, which is Schwab E 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 E's mutual fund expected returns. We can calculate the autocorrelation of Schwab E returns to help us make a trade decision. For example, suppose you find that Schwab E 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 E 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 E mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab E 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 E mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab E Lagged Returns
When evaluating Schwab E's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab E mutual fund have on its future price. Schwab E 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 E autocorrelation shows the relationship between Schwab E mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab E 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 E 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 E security.
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |