Charles Schwab Corp Stock Market Value
| SCHW Stock | USD 81.26 0.46 0.57% |
| Symbol | Charles |
Charles Schwab Corp Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Charles Schwab. If investors know Charles will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Charles Schwab listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.271 | Dividend Share 1 | Earnings Share 2.56 | Revenue Per Share 10.263 | Quarterly Revenue Growth 0.052 |
The market value of Charles Schwab Corp is measured differently than its book value, which is the value of Charles that is recorded on the company's balance sheet. Investors also form their own opinion of Charles Schwab's value that differs from its market value or its book value, called intrinsic value, which is Charles Schwab's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Charles Schwab's market value can be influenced by many factors that don't directly affect Charles Schwab's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Charles Schwab's value and its price as these two are different measures arrived at by different means. Investors typically determine if Charles Schwab is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Charles Schwab's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Charles Schwab '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 Charles Schwab's stock 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 Charles Schwab.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Charles Schwab on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Charles Schwab Corp or generate 0.0% return on investment in Charles Schwab over 270 days. Charles Schwab is related to or competes with Goldman Sachs, Riot Blockchain, Jefferies Financial, Marathon Digital, Hut 8, CleanSpark, and Bit Digital. The Charles Schwab Corporation, together with its subsidiaries, provides wealth management, securities brokerage, bankin... More
Charles Schwab 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 Charles Schwab's stock 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 Charles Schwab Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.1492 | |||
| Maximum Drawdown | 9.62 | |||
| Value At Risk | (1.39) | |||
| Potential Upside | 2.77 |
Charles Schwab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Charles Schwab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Charles Schwab's standard deviation. In reality, there are many statistical measures that can use Charles Schwab historical prices to predict the future Charles Schwab's volatility.| Risk Adjusted Performance | 0.1812 | |||
| Jensen Alpha | 0.2566 | |||
| Total Risk Alpha | 0.1072 | |||
| Sortino Ratio | 0.2006 | |||
| Treynor Ratio | 0.4089 |
Charles Schwab Corp Backtested Returns
Charles Schwab appears to be very steady, given 3 months investment horizon. Charles Schwab Corp secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Charles Schwab Corp, which you can use to evaluate the volatility of the firm. Please makes use of Charles Schwab's risk adjusted performance of 0.1812, and Mean Deviation of 1.06 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Charles Schwab holds a performance score of 18. The firm shows a Beta (market volatility) of 0.89, which signifies possible diversification benefits within a given portfolio. Charles Schwab returns are very sensitive to returns on the market. As the market goes up or down, Charles Schwab is expected to follow. Please check Charles Schwab's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Charles Schwab's price patterns will revert.
Auto-correlation | 0.18 |
Very weak predictability
Charles Schwab Corp has very weak predictability. Overlapping area represents the amount of predictability between Charles Schwab time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Charles Schwab Corp price movement. The serial correlation of 0.18 indicates that over 18.0% of current Charles Schwab price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 30.72 |
Charles Schwab Corp lagged returns against current returns
Autocorrelation, which is Charles Schwab stock'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 Charles Schwab's stock expected returns. We can calculate the autocorrelation of Charles Schwab returns to help us make a trade decision. For example, suppose you find that Charles Schwab has exhibited high autocorrelation historically, and you observe that the stock 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 |
Charles Schwab 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 Charles Schwab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Charles Schwab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Charles Schwab stock over time.
Current vs Lagged Prices |
| Timeline |
Charles Schwab Lagged Returns
When evaluating Charles Schwab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Charles Schwab stock have on its future price. Charles Schwab 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, Charles Schwab autocorrelation shows the relationship between Charles Schwab stock current value and its past values and can show if there is a momentum factor associated with investing in Charles Schwab Corp.
Regressed Prices |
| Timeline |
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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.Additional 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.