The Charles Schwab Corporation (SCHW)
Quantitative Summary
DeterministicSCHW trades at 17.4x earnings, roughly in line with its sector average of 19.2x. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 0.4. DCF fair value of $169 implies 75% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 22% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.6% | 9.6% | 11.6% |
|---|---|---|---|
| 2% | $206 | $152 | $120 |
| 3% | $243 | $169 | $130 |
| 4% | $300 | $193 | $143 |
Center = base case. Green = >10% upside, Red = >10% downside vs $87.61.
Pre-computed DCF: WACC=9.7%, terminal growth 3%. Fair value $169 (+75.0%). Not investment advice.
Valuation Context
Currently trading 2% above its 5-year average P/E of 20.0x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of SCHW at $91.25 is below both its 50-day simple moving average ($99.00) and its 200-day simple moving average ($94.66), suggesting that the stock may be experiencing short-term weakness relative to recent trends but remains within a broader range defined by longer-term averages. With an RSI of 34.9, SCHW is positioned in oversold territory below the neutral midpoint of 50 on this indicator, which could imply potential near-term bullish divergence or reversal from current levels if underlying conditions improve.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-08 | $0.3200 | 0.0% |
| 2026-02-13 | $0.3200 | +18.5% |
| 2025-11-14 | $0.2700 | 0.0% |
| 2025-08-08 | $0.2700 | 0.0% |
| 2025-05-09 | $0.2700 | 0.0% |
| 2025-02-14 | $0.2700 | +8.0% |
| 2024-11-08 | $0.2500 | 0.0% |
| 2024-08-09 | $0.2500 | 0.0% |
| 2024-05-09 | $0.2500 | 0.0% |
| 2024-02-08 | $0.2500 | 0.0% |
| 2023-11-09 | $0.2500 | 0.0% |
| 2023-08-10 | $0.2500 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like IYF or XLF, the fund manager is mechanically forced to buy or sell SCHW shares regardless of The Charles Schwab Corporation's individual fundamentals. We estimate $17.0B of passive capital is structurally linked to SCHW through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in The Charles Schwab Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If The Charles Schwab Corporation (SCHW) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMorgan Chase & Co (JPM) as the most exposed collateral stock, sharing 2 ETFs with SCHW. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 30 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
SCHW Ownership Dynamics
Passive funds hold 1 in every 9 SCHW shares, reducing daily market volatility.
The Charles Schwab Corporation (SCHW) exerts measurable gravity on the passive index market, currently representing 2.5% of the IYF (IYF) and 2.0% of the State Street Financial Select Sector SPDR ETF (XLF). Across 30 tracked ETFs, approximately 192M shares (11.1% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest SCHW Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
SCHW Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for The Charles Schwab Corporation over the past year sits near $93.81 (15% of 252-day volume). The current price of $87.61 sits 6.6% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (15% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-12 | 280 | $87.83 | $24,592.4 |
| 2026-05-08 | 2,253 | $89.50 | $201,643.5 |
| 2026-05-04 | 2 | $91.54 | $183.08 |
| 2026-04-27 | 31 | $88.50 | $2,743.5 |
| 2026-04-16 | 6 | $100.27 | $601.62 |
| 2026-04-15 | 12 | $98.38 | $1,180.56 |
| 2026-04-13 | 463 | $94.80 | $43,892.4 |
| 2026-03-30 | 6,733 | $92.36 | $621,859.88 |
| 2026-03-27 | 12,256 | $94.47 | $1.2M |
| 2026-03-26 | 31,280 | $94.99 | $3.0M |
| 2026-03-25 | 166 | $95.68 | $15,882.88 |
| 2026-03-24 | 39 | $95.30 | $3,716.7 |
| 2026-03-23 | 2,602 | $94.66 | $246,305.32 |
| 2026-03-16 | 500 | $93.06 | $46,530 |
| 2026-03-10 | 819 | $94.38 | $77,297.22 |
| 2026-03-09 | 69,616 | $95.23 | $6.6M |
| 2026-02-20 | 178 | $93.87 | $16,708.86 |
| 2026-02-17 | 272 | $93.72 | $25,491.84 |
| 2026-02-10 | 872 | $107.21 | $93,487.12 |
| 2026-02-06 | 4,052 | $102.00 | $413,304 |
| 2026-02-05 | 6,378 | $103.88 | $662,546.64 |
| 2026-02-04 | 585 | $103.73 | $60,682.05 |
| 2026-01-20 | 331 | $103.82 | $34,364.42 |
| 2026-01-16 | 39 | $102.76 | $4,007.64 |
| 2026-01-12 | 31,277 | $100.17 | $3.1M |
| 2025-12-26 | 3,118 | $101.85 | $317,568.3 |
| 2025-12-24 | 196 | $101.18 | $19,831.28 |
| 2025-12-22 | 11,728 | $98.82 | $1.2M |
| 2025-12-18 | 4,655 | $96.61 | $449,719.55 |
| 2025-12-17 | 321,181 | $96.00 | $30.8M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| RJF | 0.743 | 0.776 | High co-movement |
| AMP | 0.686 | 0.714 | Moderate |
| BK | 0.619 | 0.549 | Moderate |
| MS | 0.611 | 0.622 | Moderate |
| JPM | 0.607 | 0.580 | Moderate |
| NTRS | 0.571 | 0.678 | Moderate |
| BAC | 0.563 | 0.576 | Moderate |
| NDAQ | 0.555 | 0.582 | Moderate |
| C | 0.553 | 0.570 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare SCHW to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.