Schwab Aggregate Bond Fund Market Value
| SWAGX Fund | USD 8.85 0.01 0.11% |
| Symbol | Schwab |
Schwab Aggregate '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 Aggregate'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 Aggregate.
| 07/30/2023 |
| 07/19/2025 |
If you would invest 0.00 in Schwab Aggregate on July 30, 2023 and sell it all today you would earn a total of 0.00 from holding Schwab Aggregate Bond or generate 0.0% return on investment in Schwab Aggregate over 720 days. Schwab Aggregate is related to or competes with Schwab International, Schwab Total, Schwab Short-term, Schwab Small-cap, and Schwab Treasury. The index is a broad-based benchmark measuring the performance of the U.S More
Schwab Aggregate 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 Aggregate'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 Aggregate Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3308 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.5727 |
Schwab Aggregate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Aggregate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Aggregate's standard deviation. In reality, there are many statistical measures that can use Schwab Aggregate historical prices to predict the future Schwab Aggregate's volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.34) | |||
| Treynor Ratio | (1.76) |
Schwab Aggregate Bond Backtested Returns
At this stage we consider Schwab Mutual Fund to be very steady. Schwab Aggregate Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0925, which indicates the fund had a 0.0925 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schwab Aggregate Bond, which you can use to evaluate the volatility of the fund. Please validate Schwab Aggregate's Semi Deviation of 0.2354, risk adjusted performance of 0.0687, and Coefficient Of Variation of 1057.95 to confirm if the risk estimate we provide is consistent with the expected return of 0.0276%. The entity has a beta of -0.0113, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schwab Aggregate are expected to decrease at a much lower rate. During the bear market, Schwab Aggregate is likely to outperform the market.
Auto-correlation | 0.02 |
Virtually no predictability
Schwab Aggregate Bond has virtually no predictability. Overlapping area represents the amount of predictability between Schwab Aggregate time series from 30th of July 2023 to 24th of July 2024 and 24th of July 2024 to 19th 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 Aggregate Bond price movement. The serial correlation of 0.02 indicates that only 2.0% of current Schwab Aggregate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Schwab Aggregate Bond lagged returns against current returns
Autocorrelation, which is Schwab Aggregate 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 Aggregate's mutual fund expected returns. We can calculate the autocorrelation of Schwab Aggregate returns to help us make a trade decision. For example, suppose you find that Schwab Aggregate 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 Aggregate 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 Aggregate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Aggregate 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 Aggregate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Aggregate Lagged Returns
When evaluating Schwab Aggregate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Aggregate mutual fund have on its future price. Schwab Aggregate 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 Aggregate autocorrelation shows the relationship between Schwab Aggregate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Aggregate Bond.
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 Aggregate 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 Aggregate security.
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