Silicon Motion Technology Stock Alpha and Beta Analysis
| SIMO Stock | USD 54.93 0.13 0.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silicon Motion Technology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silicon Motion over a specified time horizon. Remember, high Silicon Motion'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 Silicon Motion's market risk premium analysis include:
Beta 1.05 | Alpha (0.34) | Risk 2.46 | Sharpe Ratio (0.06) | Expected Return (0.15) |
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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.
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Silicon Motion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silicon Motion market risk premium is the additional return an investor will receive from holding Silicon Motion 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 Silicon Motion. 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 Silicon Motion's performance over market.| α | -0.34 | β | 1.05 |
Silicon Motion 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 Silicon Motion's Buy-and-hold return. Our buy-and-hold chart shows how Silicon Motion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silicon Motion Market Price Analysis
Market price analysis indicators help investors to evaluate how Silicon Motion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silicon Motion shares will generate the highest return on investment. By understating and applying Silicon Motion stock market price indicators, traders can identify Silicon Motion position entry and exit signals to maximize returns.
Silicon Motion Return and Market Media
The median price of Silicon Motion for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 56.46 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 3.2, arithmetic mean of 56.86, and mean deviation of 2.62. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Silicon Motion Technology Corporation Is a Trending Stock Facts to Know Before Betting on It | 09/04/2024 |
2 | Embracing the AI Era for a Win-Win Future of Memory Industry The GMIF2024 Innovation Summit Successfully Held in Shenzhen | 09/30/2024 |
3 | IonQ Moves 17.3 percent Higher Will This Strength Last | 10/17/2024 |
4 | Silicon Motion Announces Results for the Period Ended September 30, 2024 | 10/30/2024 |
5 | Silicon Motion Technology names permanent finance chief | 10/31/2024 |
6 | Earnings call Silicon Motion reports robust Q3 growth, eyes future expansion | 11/01/2024 |
7 | Investors Heavily Search Silicon Motion Technology Corporation Here is What You Need to Know | 11/06/2024 |
8 | Silicon Motion Technology Has Announced A Dividend Of 0.4975 | 11/08/2024 |
9 | Silicon Motion Technology Co. Announces Quarterly Dividend of 0.50 | 11/12/2024 |
10 | Brokers Suggest Investing in Silicon Motion Read This Before Placing a Bet | 11/22/2024 |
About Silicon Motion 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 Silicon or other stocks. Alpha measures the amount that position in Silicon Motion Technology 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) | Dividend Yield | 0.0163 | 0.0231 | 0.008167 | 0.007759 | Price To Sales Ratio | 3.59 | 2.28 | 3.19 | 3.91 |
Silicon Motion Upcoming Company Events
As portrayed in its financial statements, the presentation of Silicon Motion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Silicon Motion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Silicon Motion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Silicon Motion. Please utilize our Beneish M Score to check the likelihood of Silicon Motion's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Align your risk with return expectations
Check out Silicon Motion Backtesting, Silicon Motion Valuation, Silicon Motion Correlation, Silicon Motion Hype Analysis, Silicon Motion Volatility, Silicon Motion History and analyze Silicon Motion Performance. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Silicon Motion 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.