Schwab International Buy or Sell Recommendation

Macroaxis provides Schwab International Equity ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Schwab International positions. The advice algorithm takes into account all of Schwab International Equity ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Schwab International buy-and-hold prospective. Also please take a look at Schwab International Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Schwab International Equity ETF -- USA Etf  

USD 34.15  0.22  0.65%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Schwab International Equity ETF is 'Cautious Hold'.
For the selected time horizon Schwab International Equity ETF has a mean deviation of 0.2945, semi deviation of 0.3247, standard deviation of 0.3552, variance of 0.1261, downside variance of 0.1332 and semi variance of 0.1054
Macroaxis recommendation module can be used to complement Schwab International buy or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, data market data available at the time. Please use Schwab International Total Asset and Five Year Return to make buy, hold, or sell decision on Schwab International.

Returns Distribution Density

Mean Return0.003282Value At Risk0.41
Potential Upside0.44Standard Deviation0.36
 Return Density 
      Distribution 

Schwab International Greeks

α
Alpha over DOW
=0.00742
βBeta against DOW=0.27
σ
Overall volatility
=0.38
 IrInformation ratio =0.17

Schwab International Volatility Alert

Schwab International Equity ETF exhibits very low volatility with skewness of 0.4 and kurtosis of -0.1. However, we advise investors to further study Schwab International Equity ETF technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Schwab International to competition
FundamentalsSchwab InternationalPeer Average
Price to Earning15.64 times8.24 times
Price to Book1.45 times0.97 times
Price to Sales1.03 times0.72 times
One Year Return24.19 % (1.25) %
Three Year Return5.99 % 2.26 %
Five Year Return8.11 % 0.2 %
Net Asset12.47 B888.73 M
Equity Positions Weight97.52 % 49.22 %
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0027
Market Risk Adjusted Performance0.0348
Mean Deviation0.2945
Semi Deviation0.3247
Downside Deviation0.365
Coefficient Of Variation10822.7
Standard Deviation0.3552
Variance0.1261
Information Ratio(0.17)
Jensen Alpha0.0074
Total Risk Alpha(0.05498)
Sortino Ratio(0.16)
Treynor Ratio0.0248
Maximum Drawdown1.16
Value At Risk(0.41)
Potential Upside0.4421
Downside Variance0.1332
Semi Variance0.1054
Expected Short fall(0.33)
Skewness0.3962
Kurtosis(0.097446)