CHARLES SCHWAB (Germany) Performance
| SWG0 Stock | 18.70 0.60 3.11% |
On a scale of 0 to 100, CHARLES SCHWAB holds a performance score of 4. The firm owns a Beta (Systematic Risk) of 0.0446, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CHARLES SCHWAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHARLES SCHWAB is expected to be smaller as well. Please check CHARLES SCHWAB's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether CHARLES SCHWAB's current price history will revert.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in CHARLES SCHWAB DEPPRFJ are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain technical and fundamental indicators, CHARLES SCHWAB reported solid returns over the last few months and may actually be approaching a breakup point. ...more
CHARLES |
CHARLES SCHWAB Relative Risk vs. Return Landscape
If you would invest 1,696 in CHARLES SCHWAB DEPPRFJ on September 1, 2024 and sell it today you would earn a total of 174.00 from holding CHARLES SCHWAB DEPPRFJ or generate 10.26% return on investment over 90 days. CHARLES SCHWAB DEPPRFJ is generating 0.2018% of daily returns assuming 3.3047% volatility of returns over the 90 days investment horizon. Simply put, 29% of all stocks have less volatile historical return distribution than CHARLES SCHWAB, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CHARLES SCHWAB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHARLES SCHWAB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CHARLES SCHWAB DEPPRFJ, and traders can use it to determine the average amount a CHARLES SCHWAB's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0611
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Estimated Market Risk
| 3.3 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average CHARLES SCHWAB is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CHARLES SCHWAB by adding it to a well-diversified portfolio.
About CHARLES SCHWAB Performance
By analyzing CHARLES SCHWAB's fundamental ratios, stakeholders can gain valuable insights into CHARLES SCHWAB's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CHARLES SCHWAB has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if CHARLES SCHWAB has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about CHARLES SCHWAB DEPPRFJ performance evaluation
Checking the ongoing alerts about CHARLES SCHWAB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CHARLES SCHWAB DEPPRFJ help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CHARLES SCHWAB had very high historical volatility over the last 90 days |
- Analyzing CHARLES SCHWAB's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether CHARLES SCHWAB's stock is overvalued or undervalued compared to its peers.
- Examining CHARLES SCHWAB's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating CHARLES SCHWAB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CHARLES SCHWAB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CHARLES SCHWAB's stock. These opinions can provide insight into CHARLES SCHWAB's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for CHARLES Stock analysis
When running CHARLES SCHWAB's price analysis, check to measure CHARLES SCHWAB's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CHARLES SCHWAB is operating at the current time. Most of CHARLES SCHWAB's value examination focuses on studying past and present price action to predict the probability of CHARLES SCHWAB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CHARLES SCHWAB's price. Additionally, you may evaluate how the addition of CHARLES SCHWAB to your portfolios can decrease your overall portfolio volatility.
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