Nxp Semiconductors Nv Stock Market Value
| NXPI Stock | USD 269.94 2.16 0.79% |
| Symbol | NXP |
NXP Semiconductors Price To Book Ratio
Is Semiconductors & Semiconductor Equipment space 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 NXP Semiconductors. If investors know NXP 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 NXP Semiconductors 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 0.051 | Dividend Share 4.056 | Earnings Share 10.83 | Revenue Per Share 51.551 | Quarterly Revenue Growth 0.002 |
The market value of NXP Semiconductors is measured differently than its book value, which is the value of NXP that is recorded on the company's balance sheet. Investors also form their own opinion of NXP Semiconductors' value that differs from its market value or its book value, called intrinsic value, which is NXP Semiconductors' 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 NXP Semiconductors' market value can be influenced by many factors that don't directly affect NXP Semiconductors' 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 NXP Semiconductors' value and its price as these two are different measures arrived at by different means. Investors typically determine if NXP Semiconductors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NXP Semiconductors' 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.
NXP Semiconductors '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 NXP Semiconductors' 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 NXP Semiconductors.
| 03/06/2024 |
| 06/04/2024 |
If you would invest 0.00 in NXP Semiconductors on March 6, 2024 and sell it all today you would earn a total of 0.00 from holding NXP Semiconductors NV or generate 0.0% return on investment in NXP Semiconductors over 90 days. NXP Semiconductors is related to or competes with Analog Devices, Qualcomm Incorporated, Broadcom, Microchip Technology, Wolfspeed, Monolithic Power, and ON Semiconductor. NXP Semiconductors N.V. offers various semiconductor products More
NXP Semiconductors 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 NXP Semiconductors' 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 NXP Semiconductors NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.078 | |||
| Maximum Drawdown | 7.5 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 3.12 |
NXP Semiconductors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NXP Semiconductors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NXP Semiconductors' standard deviation. In reality, there are many statistical measures that can use NXP Semiconductors historical prices to predict the future NXP Semiconductors' volatility.| Risk Adjusted Performance | 0.0671 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | 0.0991 | |||
| Sortino Ratio | 0.0714 | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NXP Semiconductors' 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.
NXP Semiconductors Backtested Returns
We consider NXP Semiconductors very steady. NXP Semiconductors has Sharpe Ratio of 0.072, which conveys that the firm had a 0.072% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for NXP Semiconductors, which you can use to evaluate the volatility of the firm. Please verify NXP Semiconductors' mean deviation of 1.65, and Risk Adjusted Performance of 0.0671 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. NXP Semiconductors has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NXP Semiconductors are expected to decrease at a much lower rate. During the bear market, NXP Semiconductors is likely to outperform the market. NXP Semiconductors presently secures a risk of 1.97%. Please verify NXP Semiconductors NV value at risk, as well as the relationship between the skewness and day median price , to decide if NXP Semiconductors NV will be following its current price movements.
Auto-correlation | -0.54 |
Good reverse predictability
NXP Semiconductors NV has good reverse predictability. Overlapping area represents the amount of predictability between NXP Semiconductors time series from 6th of March 2024 to 20th of April 2024 and 20th of April 2024 to 4th of June 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 NXP Semiconductors price movement. The serial correlation of -0.54 indicates that about 54.0% of current NXP Semiconductors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 238.39 |
NXP Semiconductors lagged returns against current returns
Autocorrelation, which is NXP Semiconductors 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 NXP Semiconductors' stock expected returns. We can calculate the autocorrelation of NXP Semiconductors returns to help us make a trade decision. For example, suppose you find that NXP Semiconductors 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 |
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NXP Semiconductors 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 NXP Semiconductors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NXP Semiconductors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NXP Semiconductors stock over time.
Current vs Lagged Prices |
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NXP Semiconductors Lagged Returns
When evaluating NXP Semiconductors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NXP Semiconductors stock have on its future price. NXP Semiconductors 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, NXP Semiconductors autocorrelation shows the relationship between NXP Semiconductors stock current value and its past values and can show if there is a momentum factor associated with investing in NXP Semiconductors NV.
Regressed Prices |
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Additional Information and Resources on Investing in NXP Stock
When determining whether NXP Semiconductors offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NXP Semiconductors' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nxp Semiconductors Nv Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nxp Semiconductors Nv Stock:Check out NXP Semiconductors Correlation, NXP Semiconductors Volatility and NXP Semiconductors Alpha and Beta module to complement your research on NXP Semiconductors. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
NXP Semiconductors 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.