Charles Stock Alpha and Beta Analysis


USD 80.38  0.55  0.69%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Charles Schwab. It also helps investors analyze the systematic and unsystematic risks associated with investing in Charles Schwab over a specified time horizon. Remember, high Charles Schwab's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Additionally, take a look at Charles Schwab Backtesting, Charles Schwab Valuation, Charles Schwab Correlation, Charles Schwab Hype Analysis, Charles Schwab Volatility, Charles Schwab History and analyze Charles Schwab Performance.
Please note that although Charles Schwab alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Charles Schwab did 0.11  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of The Charles Schwab stock's relative risk over its benchmark. Charles Schwab has a beta of 0.93  . Let's try to break down what Charles's beta means in this case. Charles Schwab returns are very sensitive to returns on the market. As the market goes up or down, Charles Schwab is expected to follow.
Book Value per Share is likely to climb to 11.99 in 2022. Enterprise Value over EBIT is likely to climb to 8.74 in 2022.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

26.89 Billion

Charles Schwab Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Charles Schwab market risk premium is the additional return an investor will receive from holding Charles Schwab long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Charles Schwab. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Charles Schwab's performance over market.
α0.11   β0.93
90 days against DJI

Charles Schwab expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Charles Schwab's Buy-and-hold return. Our buy-and-hold chart shows how Charles Schwab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Charles Schwab Market Price Analysis

Market price analysis indicators help investors to evaluate how Charles Schwab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Charles Schwab shares will generate the highest return on investment. By understating and applying Charles Schwab stock market price indicators, traders can identify Charles Schwab position entry and exit signals to maximize returns.

Charles Schwab Return and Market Media

The median price of Charles Schwab for the period between Wed, Aug 31, 2022 and Tue, Nov 29, 2022 is 73.14 with a coefficient of variation of 5.15. The daily time series for the period is distributed with a sample standard deviation of 3.83, arithmetic mean of 74.36, and mean deviation of 3.3. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
How to Invest 1,000 Open a Roboadviser Account - Kiplingers ...09/09/2022
How To Start Investing Or Trading Or Both - Seeking Alpha09/19/2022
SEC Set to Let Wall Street Keep Payment-for-Order-Flow Deals...09/22/2022
Schwab to Launch the Schwab Municipal Bond ETF - Marketscree...09/28/2022
EPS Estimate09/30/2022
Acquisition by Marianne Brown of 205 shares of Charles Schwa...10/05/2022
Is Charles Schwab a Valuable Long-Term Investment - Yahoo Fi...10/06/2022
GLOBAL MARKETS-Stocks turn red with UK bonds in the spotligh...10/11/2022
EPS Reported10/17/2022
Payment of 7429 shares by Richard Wurster of Charles Schwab ...10/27/2022
Whats in among stock-market traders and whats out according ...11/15/2022

About Charles Schwab Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Charles or other stocks. Alpha measures the amount that position in Charles Schwab has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2022 (projected)
Long Term Debt to Equity0.340.240.28
Interest Coverage633.37561.771.09 K

Charles Schwab Upcoming Company Events

As portrayed in its financial statements, the presentation of Charles Schwab's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Charles Schwab's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Charles Schwab's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Charles Schwab. Please utilize our Beneish M Score to check the likelihood of Charles Schwab's management manipulating its earnings.
Upcoming Quarterly Report18th of January 2022
Next Financial Report21st of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End18th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Charles Schwab

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at Charles Schwab Backtesting, Charles Schwab Valuation, Charles Schwab Correlation, Charles Schwab Hype Analysis, Charles Schwab Volatility, Charles Schwab History and analyze Charles Schwab Performance. Note that the Charles Schwab information on this page should be used as a complementary analysis to other Charles Schwab's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Charles Stock analysis

When running Charles Schwab price analysis, check to measure Charles Schwab's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Charles Schwab is operating at the current time. Most of Charles Schwab's value examination focuses on studying past and present price action to predict the probability of Charles Schwab's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Charles Schwab's price. Additionally, you may evaluate how the addition of Charles Schwab to your portfolios can decrease your overall portfolio volatility.
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Charles Schwab technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Charles Schwab technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Charles Schwab trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...