Navitas Semiconductor Corp Stock Alpha and Beta Analysis
| NVTS Stock | USD 2.02 0.19 10.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navitas Semiconductor Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navitas Semiconductor over a specified time horizon. Remember, high Navitas Semiconductor's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Navitas Semiconductor's market risk premium analysis include:
Beta 2.13 | Alpha (0.82) | Risk 5.24 | Sharpe Ratio (0.11) | Expected Return (0.55) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Navitas |
Navitas Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navitas Semiconductor market risk premium is the additional return an investor will receive from holding Navitas Semiconductor long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Navitas Semiconductor. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Navitas Semiconductor's performance over market.| α | -0.82 | β | 2.13 |
Navitas Semiconductor expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Navitas Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how Navitas Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navitas Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how Navitas Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navitas Semiconductor shares will generate the highest return on investment. By understating and applying Navitas Semiconductor stock market price indicators, traders can identify Navitas Semiconductor position entry and exit signals to maximize returns.
Navitas Semiconductor Return and Market Media
The median price of Navitas Semiconductor for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.47 with a coefficient of variation of 13.64. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 2.46, and mean deviation of 0.24. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 453190 shares by Eugene Sheridan of Navitas Semiconductor at 3.0282 subject to Rule 16b-3 | 08/28/2024 |
2 | Disposition of 265148 shares by Eugene Sheridan of Navitas Semiconductor at 3.0396 subject to Rule 16b-3 | 08/29/2024 |
3 | Disposition of 193662 shares by Eugene Sheridan of Navitas Semiconductor at 3.0349 subject to Rule 16b-3 | 08/30/2024 |
4 | Navitas Semiconductor Corp Struggles Despite 40 percent Revenue Growth Nears 52-Week Low | 09/25/2024 |
5 | Insider Trading | 10/04/2024 |
6 | Navitas Delivers More Power for AI EV with Extended GaNSafe Portfolio | 10/09/2024 |
7 | Navitas new IntelliWeave Control Technique Powers Next-Gen AI Data Centers above 99 percent Efficiency | 10/18/2024 |
8 | October 2024 US Penny Stocks To Watch | 10/23/2024 |
9 | Earnings To Watch Navitas Semiconductor Corp Reports Q3 2024 Result | 11/01/2024 |
10 | Navitas Semiconductor GAAP EPS of -0.10 beats by 0.05, revenue of 21.7M misses by 0.23M | 11/04/2024 |
11 | Navitas Semiconductor Corporation Q3 2024 Earnings Call Transcript | 11/05/2024 |
12 | Navitas Semiconductor Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 11/06/2024 |
13 | Down -25.1 percent in 4 Weeks, Heres Why Navitas Semiconductor Looks Ripe for a Turnaround | 11/13/2024 |
14 | Navitas Semiconductor Corporation and Richardson Ink EMEA Deal, Boosting AI-Driven SiC Power Solutions | 11/14/2024 |
15 | Down -25.1 percent in 4 Weeks, Heres Why Navitas Semiconductor Looks Ripe for a Turnaround - MSN | 11/20/2024 |
About Navitas Semiconductor Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Navitas or other stocks. Alpha measures the amount that position in Navitas Semiconductor has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 2.69 | 1.77 | 1.82 | 1.57 | Days Of Inventory On Hand | 335.02 | 267.63 | 174.73 | 183.8 |
Navitas Semiconductor Upcoming Company Events
As portrayed in its financial statements, the presentation of Navitas Semiconductor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Navitas Semiconductor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Navitas Semiconductor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Navitas Semiconductor. Please utilize our Beneish M Score to check the likelihood of Navitas Semiconductor's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Navitas Stock Analysis
When running Navitas Semiconductor's price analysis, check to measure Navitas Semiconductor's 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 Navitas Semiconductor is operating at the current time. Most of Navitas Semiconductor's value examination focuses on studying past and present price action to predict the probability of Navitas Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Navitas Semiconductor's price. Additionally, you may evaluate how the addition of Navitas Semiconductor to your portfolios can decrease your overall portfolio volatility.