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

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Charts for Today's Stock Price and Implied Volatility in Schwab U.S. Broad Market ETF

1-Apr-2020

Stock Price & Volume | Full Chart

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30-Day Implied Volatility | IV30 Full Chart

Current·Historical

Trades Ideas for Best Option Strategies for SCHB by Theoretical Edge and Win Rates

Strategy:

Edge Explained...

Sentiment

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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	-4.6%	57.13	58.94	-4.5%
2 Week	+3.8%	51.38	61.78	+3.2%
1 Month	-17.8%	51.38	74.76	-16.4%
3 Month	-24.6%	51.38	81.04	-23.1%
6 Month	-16.6%	51.38	81.04	-15.0%
1 Year	-14.1%	51.38	81.04	-11.9%
YTD	-24.6%	51.38	81.04	-23.1%
3 Year	+7.8%	51.38	81.04	+11.2%
5 Year	+26.2%	39.50	81.04	+31.7%

Relative Strength 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	47%	47%	33%
Avg Return	-0.54%	-0.51%	-0.04%
Std Dev	6.48%	6.10%	0.48%
Sharpe Ratio	-8.4%	-8.3%	-7.4%

Relative Strength 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	33%	33%	37%
Avg Return	-0.97%	-0.92%	-0.06%
Std Dev	5.17%	4.95%	0.35%
Sharpe Ratio	-18.8%	-18.5%	-15.8%

Relative Strength 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	56%	56%	43%
Avg Return	-0.22%	-0.20%	-0.02%
Std Dev	3.04%	2.92%	0.21%
Sharpe Ratio	-7.3%	-7.0%	-8.9%

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	-4.5%	1.00	1.03
DIA	Broad Based ETF	-4.5%	0.98	0.91
MDY	Broad Based ETF	-6.0%	0.97	0.81
XLI	Sector ETF	-4.5%	0.95	0.78
QQQ	Broad Based ETF	-4.2%	0.94	1.11
XLY	Sector ETF	-4.5%	0.94	0.95
XLF	Sector ETF	-6.1%	0.93	0.82
XLK	Sector ETF	-4.8%	0.93	0.96
IWM	Broad Based ETF	-6.8%	0.91	0.81
XLB	Sector ETF	-4.5%	0.88	0.87
EFA	Foreign ETF	-4.4%	0.86	0.98
FEZ	Foreign ETF	-5.1%	0.85	0.80

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