Applied Materials Stock Market Value

AMAT Stock  USD 205.11  2.89  1.39%   
Applied Materials' market value is the price at which a share of Applied Materials trades on a public exchange. It measures the collective expectations of Applied Materials investors about its performance. Applied Materials is selling for under 205.11 as of the 28th of March 2024; that is -1.39 percent down since the beginning of the trading day. The stock's last reported lowest price was 205.11.
With this module, you can estimate the performance of a buy and hold strategy of Applied Materials and determine expected loss or profit from investing in Applied Materials over a given investment horizon. Check out Applied Materials Correlation, Applied Materials Volatility and Applied Materials Alpha and Beta module to complement your research on Applied Materials.
For more information on how to buy Applied Stock please use our How to Invest in Applied Materials guide.
Symbol

Applied Materials Price To Book Ratio

Is Applied Materials' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Applied Materials. If investors know Applied will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Applied Materials listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
0.193
Dividend Share
1.28
Earnings Share
8.51
Revenue Per Share
31.662
Quarterly Revenue Growth
(0.01)
The market value of Applied Materials is measured differently than its book value, which is the value of Applied that is recorded on the company's balance sheet. Investors also form their own opinion of Applied Materials' value that differs from its market value or its book value, called intrinsic value, which is Applied Materials' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Applied Materials' market value can be influenced by many factors that don't directly affect Applied Materials' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Applied Materials' value and its price as these two are different measures arrived at by different means. Investors typically determine if Applied Materials is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Applied Materials' 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.

Applied Materials '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 Applied Materials' 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 Applied Materials.
0.00
06/07/2022
No Change 0.00  0.0 
In 1 year 9 months and 23 days
03/28/2024
0.00
If you would invest  0.00  in Applied Materials on June 7, 2022 and sell it all today you would earn a total of 0.00 from holding Applied Materials or generate 0.0% return on investment in Applied Materials over 660 days. Applied Materials is related to or competes with Inflection Point, NH Foods, Marfrig Global, Tyson Foods, Iris Acquisition, Stepstone, and Nasdaq. Applied Materials, Inc. engages in the provision of manufacturing equipment, services, and software to the semiconductor... More

Applied Materials 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 Applied Materials' 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 Applied Materials upside and downside potential and time the market with a certain degree of confidence.

Applied Materials Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Materials' standard deviation. In reality, there are many statistical measures that can use Applied Materials historical prices to predict the future Applied Materials' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Applied Materials' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
202.14204.59207.04
Details
Intrinsic
Valuation
LowRealHigh
151.05153.50225.62
Details
Naive
Forecast
LowNextHigh
207.67210.12212.57
Details
36 Analysts
Consensus
LowTargetHigh
135.64149.06165.46
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Applied Materials. Your research has to be compared to or analyzed against Applied Materials' peers to derive any actionable benefits. When done correctly, Applied Materials' 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 Applied Materials.

Applied Materials Backtested Returns

Applied Materials appears to be very steady, given 3 months investment horizon. Applied Materials secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Applied Materials, which you can use to evaluate the volatility of the firm. Please makes use of Applied Materials' Risk Adjusted Performance of 0.105, downside deviation of 1.93, and Mean Deviation of 1.79 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Applied Materials holds a performance score of 13. The firm shows a Beta (market volatility) of 1.52, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Applied Materials will likely underperform. Please check Applied Materials' semi variance, and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether Applied Materials' price patterns will revert.

Auto-correlation

    
  0.57  

Modest predictability

Applied Materials has modest predictability. Overlapping area represents the amount of predictability between Applied Materials time series from 7th of June 2022 to 3rd of May 2023 and 3rd of May 2023 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Applied Materials price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Applied Materials price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.6
Residual Average0.0
Price Variance556.33

Applied Materials lagged returns against current returns

Autocorrelation, which is Applied Materials 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 Applied Materials' stock expected returns. We can calculate the autocorrelation of Applied Materials returns to help us make a trade decision. For example, suppose you find that Applied Materials 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   
       Timeline  

Applied Materials 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 Applied Materials stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Applied Materials stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Applied Materials stock over time.
   Current vs Lagged Prices   
       Timeline  

Applied Materials Lagged Returns

When evaluating Applied Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Applied Materials stock have on its future price. Applied Materials 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, Applied Materials autocorrelation shows the relationship between Applied Materials stock current value and its past values and can show if there is a momentum factor associated with investing in Applied Materials.
   Regressed Prices   
       Timeline  

Applied Materials Investors Sentiment

The influence of Applied Materials' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Applied. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Applied Materials' public news can be used to forecast risks associated with an investment in Applied. The trend in average sentiment can be used to explain how an investor holding Applied can time the market purely based on public headlines and social activities around Applied Materials. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Applied Materials' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Applied Materials' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Applied Materials' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Applied Materials.

Applied Materials Implied Volatility

    
  34.33  
Applied Materials' implied volatility exposes the market's sentiment of Applied Materials stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Applied Materials' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Applied Materials stock will not fluctuate a lot when Applied Materials' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Applied Materials in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Applied Materials' short interest history, or implied volatility extrapolated from Applied Materials options trading.

Pair Trading with Applied Materials

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Applied Materials position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Applied Materials will appreciate offsetting losses from the drop in the long position's value.

Moving together with Applied Stock

  0.66MU Micron Technology Aggressive PushPairCorr

Moving against Applied Stock

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  0.87MX MagnaChip Semiconductor Financial Report 1st of May 2024 PairCorr
  0.81U Unity Software Financial Report 8th of May 2024 PairCorr
  0.74NVTS Navitas Semiconductor Financial Report 20th of May 2024 PairCorr
  0.72WOLF Wolfspeed Financial Report 24th of April 2024 PairCorr
The ability to find closely correlated positions to Applied Materials could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Applied Materials when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Applied Materials - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Applied Materials to buy it.
The correlation of Applied Materials is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Applied Materials moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Applied Materials moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Applied Materials can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether Applied Materials is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Applied Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Applied Materials Stock. Highlighted below are key reports to facilitate an investment decision about Applied Materials Stock:
Check out Applied Materials Correlation, Applied Materials Volatility and Applied Materials Alpha and Beta module to complement your research on Applied Materials.
For more information on how to buy Applied Stock please use our How to Invest in Applied Materials guide.
Note that the Applied Materials information on this page should be used as a complementary analysis to other Applied Materials' 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 the Transaction History module to view history of all your transactions and understand their impact on performance.

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When running Applied Materials' price analysis, check to measure Applied Materials' 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 Applied Materials is operating at the current time. Most of Applied Materials' value examination focuses on studying past and present price action to predict the probability of Applied Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Applied Materials' price. Additionally, you may evaluate how the addition of Applied Materials to your portfolios can decrease your overall portfolio volatility.
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Applied Materials 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 Applied Materials technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Applied Materials 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...