WESTLAKE, Texas--(BUSINESS WIRE)--The Schwab Trading Activity Index™ (STAX) increased to 41.79 in July, up from its score of 40.66 in June. The only index of its kind, the STAX is a proprietary, behavior-based index that analyzes retail investor stock positions and trading activity from Schwab’s millions of client accounts to illuminate what investors were actually doing and how they were positioned in the markets each month. The reading for the four-week period ending July 25, 2025, ranks “low
Related Questions
What sectors or specific stocks are showing the strongest position changes in the latest STAX data?
What is the lag time between Schwab’s data collection and the publication of the STAX, and how timely is it for trading decisions?
Is the July STAX level still indicating a 'low' risk environment despite the rise?
What weight does the market give to the STAX relative to other sentiment indicators like the AAII Sentiment Survey or VIX?
What does the STAX increase from 40.66 to 41.79 imply for overall market momentum?
How historically has a July STAX reading in the low‑40s correlated with equity price movements?
Is there any information on how the STAX methodology weights long versus short positions, and does that affect its interpretation?
Will the upward edge in STAX affect expectations for earnings season performance or forward‑looking estimates?
Are there any notable divergences between the STAX and actual trading volume or price action in the last four weeks?
How might institutional traders interpret the STAX movement when calibrating their own positioning models?
What impact, if any, could this STAX reading have on Schwab’s own stock (SCHW) valuation or on the broader brokerage sector?
How does the current STAX compare to levels seen before previous market corrections or bull runs?
Could the modest rise in STAX suggest a shift in retail investor confidence that might affect short‑term volatility?