SCHWAB CHARLES P Performance
| 808513AL9 | 98.25 1.22 1.23% |
The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SCHWAB's returns are expected to increase less than the market. However, during the bear market, the loss of holding SCHWAB is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days SCHWAB CHARLES P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, SCHWAB is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.093 |
SCHWAB |
SCHWAB Relative Risk vs. Return Landscape
If you would invest 9,885 in SCHWAB CHARLES P on August 31, 2024 and sell it today you would lose (60.00) from holding SCHWAB CHARLES P or give up 0.61% of portfolio value over 90 days. SCHWAB CHARLES P is generating negative expected returns and assumes 0.2873% volatility on return distribution over the 90 days horizon. Simply put, 2% of bonds are less volatile than SCHWAB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SCHWAB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCHWAB's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as SCHWAB CHARLES P, and traders can use it to determine the average amount a 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 = -0.0371
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| Negative Returns | 808513AL9 |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SCHWAB is not performing at its full potential. However, 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 SCHWAB by adding SCHWAB to a well-diversified portfolio.
About SCHWAB Performance
By analyzing SCHWAB's fundamental ratios, stakeholders can gain valuable insights into SCHWAB's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 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 SCHWAB has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| SCHWAB CHARLES P generated a negative expected return over the last 90 days |
Other Information on Investing in SCHWAB Bond
SCHWAB financial ratios help investors to determine whether SCHWAB Bond 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 SCHWAB with respect to the benefits of owning SCHWAB security.