Schwab Balanced Fund Market Value
| SWOBX Fund | USD 17.64 0.06 0.34% |
| Symbol | Schwab |
Schwab Balanced '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 Balanced'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 Balanced.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Schwab Balanced on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Schwab Balanced Fund or generate 0.0% return on investment in Schwab Balanced over 90 days. Schwab Balanced is related to or competes with Laudus Us, Schwab Target, Schwab California, Schwab Markettrack, Schwab E, Schwab Aggregate, and Schwab Global. The fund generally invests in a diversified group of other affiliated Schwab funds in accordance with its target portfol... More
Schwab Balanced 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 Balanced'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 Balanced Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6054 | |||
| Information Ratio | 0.0206 | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.37 |
Schwab Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Balanced's standard deviation. In reality, there are many statistical measures that can use Schwab Balanced historical prices to predict the future Schwab Balanced's volatility.| Risk Adjusted Performance | 0.2471 | |||
| Jensen Alpha | 0.0723 | |||
| Total Risk Alpha | 0.0638 | |||
| Sortino Ratio | 0.0191 | |||
| Treynor Ratio | 0.2656 |
Schwab Balanced Backtested Returns
Schwab Balanced appears to be very steady, given 3 months investment horizon. Schwab Balanced owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.38, which indicates the fund had a 0.38 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schwab Balanced Fund, which you can use to evaluate the volatility of the fund. Please review Schwab Balanced's Risk Adjusted Performance of 0.2471, semi deviation of 0.2113, and Coefficient Of Variation of 368.11 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Schwab Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schwab Balanced is expected to be smaller as well.
Auto-correlation | 0.84 |
Very good predictability
Schwab Balanced Fund has very good predictability. Overlapping area represents the amount of predictability between Schwab Balanced time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Balanced price movement. The serial correlation of 0.84 indicates that around 84.0% of current Schwab Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Schwab Balanced lagged returns against current returns
Autocorrelation, which is Schwab Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Schwab Balanced returns to help us make a trade decision. For example, suppose you find that Schwab Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Balanced 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 Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Balanced Lagged Returns
When evaluating Schwab Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Balanced mutual fund have on its future price. Schwab Balanced 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 Balanced autocorrelation shows the relationship between Schwab Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Balanced Fund.
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 Balanced 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 Balanced security.
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