CHARLES SCHWAB (Germany) Market Value
| SWG0 Stock | 18.70 0.10 0.53% |
| 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.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in CHARLES SCHWAB on December 8, 2022 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 720 days. CHARLES SCHWAB is related to or competes with Macquarie Group, MSCI, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, Talanx AG, and 2G ENERGY. 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 | 3.91 | |||
| Information Ratio | 0.0295 | |||
| Maximum Drawdown | 18.19 | |||
| Value At Risk | (5.93) | |||
| Potential Upside | 6.3 |
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 | 0.0608 | |||
| Jensen Alpha | 0.3307 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0246 | |||
| Treynor Ratio | (0.23) |
CHARLES SCHWAB DEPPRFJ Backtested Returns
CHARLES SCHWAB appears to be not too volatile, given 3 months investment horizon. CHARLES SCHWAB DEPPRFJ retains Efficiency (Sharpe Ratio) of 0.0647, which signifies that the company had a 0.0647% 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 makes use of CHARLES SCHWAB's coefficient of variation of 1439.09, and Market Risk Adjusted Performance of (0.22) 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 5. The firm owns a Beta (Systematic Risk) of -0.95, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning CHARLES SCHWAB are expected to decrease slowly. On the other hand, during market turmoil, CHARLES SCHWAB is expected to outperform it slightly. 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.
Auto-correlation | -0.23 |
Weak reverse predictability
CHARLES SCHWAB DEPPRFJ has weak reverse predictability. Overlapping area represents the amount of predictability between CHARLES SCHWAB time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 DEPPRFJ price movement. The serial correlation of -0.23 indicates that over 23.0% of current CHARLES SCHWAB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
CHARLES SCHWAB DEPPRFJ 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 DEPPRFJ.
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.