Schwab Fundamental Emerging Markets Large Company chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

21.27 %

Momentum strategy

21.49 %

Buy the dip strategy

18.64 %
Key statistics and financials
Three year average return 9.67%
YTD return 0.42%
Beta 3Y 1.09
Total Assets 4.91B
Annual report expense ratio 0.39%

Company description

The fund will invest at least 80% of its net assets in stocks included in the index, including depositary receipts representing securities of the index; which may be in the form of American Depositary Receipts, Global Depositary Receipts and European Depositary Receipts. The index measures the performance of the large company size segment by fundamental overall company scores, which are created using as the universe the emerging markets companies in the FTSE Global Total Cap Index (the parent index).

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to Schwab Fundamental Emerging Markets Large Company :

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to Schwab Fundamental Emerging Markets Large Company . You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on Schwab Fundamental Emerging Markets Large Company

Here is the result of two systematic investment strategies applied to Schwab Fundamental Emerging Markets Large Company . The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Schwab Fundamental Emerging Markets Large Company

The following chart shows the equity curve of the two systematic investment strategies applied to Schwab Fundamental Emerging Markets Large Company :

Schwab Fundamental Emerging Markets Large Company automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 21.27% on the backtest period.

Performance at glance

Performance

21.27 %

Latent gain

421.89 $

Invested capital

1983.63 $

Annualized return

5.14 %
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Momentum strategy results on Schwab Fundamental Emerging Markets Large Company

This is the result of two momentum investment strategies applied to Schwab Fundamental Emerging Markets Large Company . The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Schwab Fundamental Emerging Markets Large Company

The following chart shows all the entries opened by the momentum investment system on Schwab Fundamental Emerging Markets Large Company :

Schwab Fundamental Emerging Markets Large Company momentum entries
  • The first momentum investment strategy would give 21.49% of return on Schwab Fundamental Emerging Markets Large Company . That represents 1229.28$ of latent gain with 5720.0$ of employed capital.
  • The second momentum investment strategy would give 19.49% of return on Schwab Fundamental Emerging Markets Large Company . That represents 773.85$ of latent gain with 3970.37$ of employed capital.
Performance at glance (1Q Momentum)

Performance

21.49 %

Latent gain

1229.28 $

Invested capital

5720.0 $

Annualized return

8.71 %
Performance at glance (2Q Momentum)

Performance

19.49 %

Latent gain

773.85 $

Invested capital

3970.37 $

Annualized return

5.33 %

Momentum equity curve on Schwab Fundamental Emerging Markets Large Company

The following chart shows the equity curve of the two momentum strategies applied to Schwab Fundamental Emerging Markets Large Company :

Schwab Fundamental Emerging Markets Large Company momentum equity

Note: the dividends potentially given by Schwab Fundamental Emerging Markets Large Company are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on Schwab Fundamental Emerging Markets Large Company

The following chart shows the employed capital evolution of the two momentum strategies on Schwab Fundamental Emerging Markets Large Company since the beginning:

Schwab Fundamental Emerging Markets Large Company

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on Schwab Fundamental Emerging Markets Large Company

Buy the dip entry openings on Schwab Fundamental Emerging Markets Large Company

Schwab Fundamental Emerging Markets Large Company

The performance achieved by the robo-advisor on Schwab Fundamental Emerging Markets Large Company is 18.64%. That represents 141.75$ of latent gain with 760.32$ of employed capital. The following chart shows Schwab Fundamental Emerging Markets Large Company stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Schwab Fundamental Emerging Markets Large Company , and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

18.64 %

Latent gain

141.75 $

Invested capital

760.32 $

Annualized return

8.71 %

Equity curve of the strategy applied to Schwab Fundamental Emerging Markets Large Company

The following chart shows the result of the investment strategy applied to Schwab Fundamental Emerging Markets Large Company :

Schwab Fundamental Emerging Markets Large Company

Note: the dividends potentially given by Schwab Fundamental Emerging Markets Large Company are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on Schwab Fundamental Emerging Markets Large Company

The following chart shows the employed capital evolution since the beginning of the investment strategy on Schwab Fundamental Emerging Markets Large Company :

Schwab Fundamental Emerging Markets Large Company

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on Schwab Fundamental Emerging Markets Large Company

In this section, I will compare the three previous investment strategies applied to Schwab Fundamental Emerging Markets Large Company .

Equity curve comparison on Schwab Fundamental Emerging Markets Large Company

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Schwab Fundamental Emerging Markets Large Company investment strategy comparison

Employed capital comparison on Schwab Fundamental Emerging Markets Large Company

Schwab Fundamental Emerging Markets Large Company investment comparison

Performance comparison on Schwab Fundamental Emerging Markets Large Company

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 21.27% 421.89$ 1983.63$ 5.14%
Momentum 1 quarter 21.49% 1229.28$ 5720.0$ 5.51%
Momentum 2 quarters 19.49% 773.85$ 3970.37$ 5.33%
Non-directional 18.64% 141.75$ 760.32$ 8.71%
Annualized return comparison

Automatic investment

5.14 %

Momentum 1Q

5.33 %

Momentum 2Q

5.33 %

Non-directional

8.71 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Schwab Fundamental Emerging Markets Large Company :

Positive correlations

Most correlated stocks this year

  • Schwab Fundamental Emerging Markets Large Company

    • Most correlated stocks last 3 months

  • INTERRA
  • iShares MSCI Austria ETF
  • iShares MSCI Spain ETF
  • iShares MSCI Belgium ETF
  • Geospace Technologies Corp
  • Sap SE
  • Reinsurance Group Of America Inc
  • Grupo Aval Acciones y Valores S.A.
  • SPDR EURO Stoxx 50 ETF
  • Schwab Fundamental Emerging Markets Large Company
  • AAM S&P Emerging Markets High Dividend Value ETF
  • Cincinnati Financial Corp
  • SOUTH32 LIMITED ORD NPV (DI)
  • FIRST RESOURCES
  • Philip Morris International Inc
  • FRANKLIN FTSE ITALY ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • XINYI ENERGY

    • Note: The algorithm computes the probability of correlation between Schwab Fundamental Emerging Markets Large Company and the other stocks. There may be false positives or some missing correlated stocks. If the price of Schwab Fundamental Emerging Markets Large Company does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name Schwab Fundamental Emerging Markets Large Company
    Country
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    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker FNDE
    Market

    Schwab Fundamental Emerging Markets Large Company ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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