Charles Schwab (Germany) Market Value
| SWG Stock | EUR 77.72 0.67 0.87% |
| Symbol | Charles |
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.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Charles Schwab on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding The Charles Schwab or generate 0.0% return on investment in Charles Schwab over 90 days. Charles Schwab is related to or competes with Ameriprise Financial, WisdomTree Investments, Virtus Investment, Hanover Insurance, Chiba Bank, REINET INVESTMENTS, and CapitaLand Investment. The Charles Schwab Corporation, through its subsidiaries, provides wealth management, securities brokerage, banking, ass... 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 The Charles Schwab upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.1654 | |||
| Maximum Drawdown | 12.51 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 5.45 |
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 | 0.1769 | |||
| Jensen Alpha | 0.403 | |||
| Total Risk Alpha | 0.1385 | |||
| Sortino Ratio | 0.2932 | |||
| Treynor Ratio | 0.6349 |
Charles Schwab Backtested Returns
Charles Schwab appears to be very steady, given 3 months investment horizon. Charles Schwab secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of standard deviation over the last 3 months. By analyzing Charles Schwab's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of Charles Schwab's Semi Deviation of 0.8077, mean deviation of 1.5, and Risk Adjusted Performance of 0.1769 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 17. The firm shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. 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 sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Charles Schwab's price patterns will revert.
Auto-correlation | 0.48 |
Average predictability
The Charles Schwab has average predictability. Overlapping area represents the amount of predictability between Charles Schwab time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th 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 price movement. The serial correlation of 0.48 indicates that about 48.0% of current Charles Schwab price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 26.84 |
Charles Schwab 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 The Charles Schwab.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Charles Stock
Charles Schwab financial ratios help investors to determine whether Charles Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Charles with respect to the benefits of owning Charles Schwab security.