CHARLES SCHWAB (Germany) Market Value
| SWG0 Stock | 15.40 0.10 0.65% |
| 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.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in CHARLES SCHWAB on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding CHARLES SCHWAB DEPPRFJ or generate 0.0% return on investment in CHARLES SCHWAB over 90 days. CHARLES SCHWAB is related to or competes with Audio Pixels. CHARLES SCHWAB is entity of Germany. It is traded as Stock on F exchange. 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 DEPPRFJ upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.56 |
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 | 0.0227 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0948 |
CHARLES SCHWAB March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0227 | |||
| Market Risk Adjusted Performance | 0.1048 | |||
| Mean Deviation | 0.889 | |||
| Semi Deviation | 1.13 | |||
| Downside Deviation | 1.74 | |||
| Coefficient Of Variation | 4146.15 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.88 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0948 | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.56 | |||
| Downside Variance | 3.04 | |||
| Semi Variance | 1.28 | |||
| Expected Short fall | (1.43) | |||
| Skewness | 0.0744 | |||
| Kurtosis | 1.61 |
CHARLES SCHWAB DEPPRFJ Backtested Returns
At this point, CHARLES SCHWAB is very steady. CHARLES SCHWAB DEPPRFJ retains Efficiency (Sharpe Ratio) of 0.0444, which signifies that the company had a 0.0444 % return per unit of risk over the last 3 months. We have found thirty technical indicators for CHARLES SCHWAB, which you can use to evaluate the volatility of the firm. Please confirm CHARLES SCHWAB's market risk adjusted performance of 0.1048, and Coefficient Of Variation of 4146.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.0562%. CHARLES SCHWAB has a performance score of 3 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.24, 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. CHARLES SCHWAB DEPPRFJ at this moment owns a risk of 1.26%. Please confirm CHARLES SCHWAB DEPPRFJ semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if CHARLES SCHWAB DEPPRFJ will be following its current price history.
Auto-correlation | 0.07 |
Virtually no predictability
CHARLES SCHWAB DEPPRFJ has virtually no predictability. Overlapping area represents the amount of predictability between CHARLES SCHWAB time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 2026. 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 DEPPRFJ price movement. The serial correlation of 0.07 indicates that barely 7.0% of current CHARLES SCHWAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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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.