Schwab U.S. Broad Market ETF (ARCA:SCHB) Trading Ideas and Stock Summary

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24-Jan-2020

Stock Price & Volume | Full Chart

Current·Historical

30-Day Implied Volatility | IV30 Full Chart

Current·Historical

Trade Ideas

Strategy:

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Stats

Performance Comparison

Performance Over Time
Duration	SCHB Return Total return over time for SCHB, including dividends	Low	High	SPY Return Total return over time for SPY, including dividends

Today	-0.9%	78.14	79.44	-0.9%
2 Week	+1.0%	77.79	79.54	+0.9%
1 Month	+2.2%	76.47	79.54	+2.4%
3 Month	+9.9%	71.65	79.54	+10.0%
6 Month	+9.5%	67.64	79.54	+10.1%
1 Year	+25.8%	63.16	79.54	+26.9%
YTD	+2.1%	76.50	79.54	+2.2%

Basic Strategy Comparison - Daily Returns - Last 15 Days A comparison of three basic strategies over 15 one-day periods. Long SCHB, Long SPY, and a paired trade that consists of Long SCHB and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long SCHB Only	Long SPY Only	Paired Long SCHB and Short SPY

% Positive Obs	60%	60%	53%
Avg Return	+0.08%	+0.08%	0.00%
Std Dev	0.52%	0.51%	0.06%
Sharpe Ratio	15.6%	15.7%	-0.1%

Basic Strategy Comparison - Daily Returns - Last 30 Days A comparison of three basic strategies over 30 one-day periods. Long SCHB, Long SPY, and a paired trade that consists of Long SCHB and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long SCHB Only	Long SPY Only	Paired Long SCHB and Short SPY

% Positive Obs	73%	73%	53%
Avg Return	+0.17%	+0.18%	-0.01%
Std Dev	0.45%	0.46%	0.06%
Sharpe Ratio	37.3%	38.4%	-12.1%

Basic Strategy Comparison - Daily Returns - Last 90 Days A comparison of three basic strategies over 90 one-day periods. Long SCHB, Long SPY, and a paired trade that consists of Long SCHB and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long SCHB Only	Long SPY Only	Paired Long SCHB and Short SPY

% Positive Obs	61%	62%	42%
Avg Return	+0.11%	+0.11%	0.00%
Std Dev	0.57%	0.56%	0.06%
Sharpe Ratio	19.2%	20.2%	-7.6%

Time Period:15-Day·30-Day·90-Day

Market Correlation
Symbol	Sector	Current % Chg The current % change of the correlated symbol's stock price	R-Squared	Beta

SPY	Broad Based ETF	-0.9%	0.98	1.04
QQQ	Broad Based ETF	-0.8%	0.88	0.81
DIA	Broad Based ETF	-0.6%	0.87	0.96
MDY	Broad Based ETF	-1.1%	0.87	0.81
XLK	Sector ETF	-0.5%	0.80	0.71
IWM	Broad Based ETF	-1.2%	0.79	0.68
EFA	Foreign ETF	-0.4%	0.70	0.89
XLY	Sector ETF	-1.4%	0.69	0.75
XLI	Sector ETF	-0.5%	0.68	0.67
FEZ	Foreign ETF	-0.2%	0.68	0.75
XLF	Sector ETF	-1.3%	0.67	0.59
XLB	Sector ETF	-0.7%	0.58	0.56

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