Charles Schwab (Brazil) Market Value

SCHW34 Stock  BRL 55.20  0.26  0.47%   
Charles Schwab's market value is the price at which a share of Charles Schwab trades on a public exchange. It measures the collective expectations of The Charles Schwab investors about its performance. Charles Schwab is trading at 55.20 as of the 13th of January 2025, a 0.47% down since the beginning of the trading day. The stock's open price was 55.46.
With this module, you can estimate the performance of a buy and hold strategy of The Charles Schwab and determine expected loss or profit from investing in Charles Schwab over a given investment horizon. Check out Charles Schwab Correlation, Charles Schwab Volatility and Charles Schwab Alpha and Beta module to complement your research on Charles Schwab.
Symbol

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.
0.00
10/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
01/13/2025
0.00
If you would invest  0.00  in Charles Schwab on October 15, 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 CVS Health, Ross Stores, Electronic Arts, HCA Healthcare,, Teladoc Health, and Costco Wholesale. 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.

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.
Hype
Prediction
LowEstimatedHigh
53.6855.4657.24
Details
Intrinsic
Valuation
LowRealHigh
44.6046.3861.01
Details
Naive
Forecast
LowNextHigh
55.8857.6659.44
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
53.5558.8464.12
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Charles Schwab. Your research has to be compared to or analyzed against Charles Schwab's peers to derive any actionable benefits. When done correctly, Charles Schwab's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Charles Schwab.

Charles Schwab Backtested Returns

At this point, Charles Schwab is very steady. Charles Schwab secures Sharpe Ratio (or Efficiency) of 0.0803, which signifies that the company had a 0.0803% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for The Charles Schwab, which you can use to evaluate the volatility of the firm. Please confirm Charles Schwab's Semi Deviation of 1.33, risk adjusted performance of 0.1691, and Mean Deviation of 1.35 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Charles Schwab has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, 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. Charles Schwab right now shows a risk of 1.78%. Please confirm Charles Schwab coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if Charles Schwab will be following its price patterns.

Auto-correlation

    
  -0.79  

Almost perfect reverse predictability

The Charles Schwab has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Charles Schwab time series from 15th of October 2024 to 29th of November 2024 and 29th of November 2024 to 13th of January 2025. 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 -0.79 indicates that around 79.0% of current Charles Schwab price fluctuation can be explain by its past prices.
Correlation Coefficient-0.79
Spearman Rank Test-0.72
Residual Average0.0
Price Variance7.15
Charles ReturnsCharles Lagged ReturnsDiversified AwayCharles ReturnsCharles Lagged ReturnsDiversified Away100%

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   
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JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       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   
JavaScript chart by amCharts 3.21.15DecDec 09Dec 16Dec 23Dec 30JanJan 134850525456586062
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression 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   
JavaScript chart by amCharts 3.21.15OctNovDec50525456586062
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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.

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.

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