Advanced Energy Industries Stock Market Value
| AEIS Stock | USD 115.19 2.66 2.36% |
| Symbol | Advanced |
Advanced Energy Indu 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 Advanced Energy. If investors know Advanced 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 Advanced Energy 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 (0.45) | Dividend Share 0.4 | Earnings Share 1.2 | Revenue Per Share 39.34 | Quarterly Revenue Growth (0.09) |
The market value of Advanced Energy Indu is measured differently than its book value, which is the value of Advanced that is recorded on the company's balance sheet. Investors also form their own opinion of Advanced Energy's value that differs from its market value or its book value, called intrinsic value, which is Advanced Energy's 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 Advanced Energy's market value can be influenced by many factors that don't directly affect Advanced Energy's 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 Advanced Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Advanced Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advanced Energy's 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.
Advanced Energy '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 Advanced Energy's 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 Advanced Energy.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Advanced Energy on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Advanced Energy Industries or generate 0.0% return on investment in Advanced Energy over 720 days. Advanced Energy is related to or competes with MKS Instruments, Axcelis Technologies, Entegris, Cohu, and AAON. Advanced Energy Industries, Inc. designs, manufactures, sells, and supports precision power conversion, measurement, and... More
Advanced Energy 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 Advanced Energy's 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 Advanced Energy Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.74 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.85 |
Advanced Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Energy's standard deviation. In reality, there are many statistical measures that can use Advanced Energy historical prices to predict the future Advanced Energy's volatility.| Risk Adjusted Performance | 0.0349 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0358 |
Advanced Energy Indu Backtested Returns
Currently, Advanced Energy Industries is very steady. Advanced Energy Indu secures Sharpe Ratio (or Efficiency) of 0.0479, which signifies that the company had a 0.0479% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advanced Energy Industries, which you can use to evaluate the volatility of the firm. Please confirm Advanced Energy's Mean Deviation of 1.48, risk adjusted performance of 0.0349, and Downside Deviation of 1.99 to double-check if the risk estimate we provide is consistent with the expected return of 0.0974%. Advanced Energy has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.84, 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, Advanced Energy will likely underperform. Advanced Energy Indu right now shows a risk of 2.03%. Please confirm Advanced Energy Indu value at risk, as well as the relationship between the skewness and day median price , to decide if Advanced Energy Indu will be following its price patterns.
Auto-correlation | 0.34 |
Below average predictability
Advanced Energy Industries has below average predictability. Overlapping area represents the amount of predictability between Advanced Energy time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 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 Advanced Energy Indu price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Advanced Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 34.8 |
Advanced Energy Indu lagged returns against current returns
Autocorrelation, which is Advanced Energy 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 Advanced Energy's stock expected returns. We can calculate the autocorrelation of Advanced Energy returns to help us make a trade decision. For example, suppose you find that Advanced Energy 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 |
Advanced Energy 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 Advanced Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advanced Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advanced Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Advanced Energy Lagged Returns
When evaluating Advanced Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advanced Energy stock have on its future price. Advanced Energy 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, Advanced Energy autocorrelation shows the relationship between Advanced Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Advanced Energy Industries.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Advanced Stock Analysis
When running Advanced Energy's price analysis, check to measure Advanced Energy'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 Advanced Energy is operating at the current time. Most of Advanced Energy's value examination focuses on studying past and present price action to predict the probability of Advanced Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Energy's price. Additionally, you may evaluate how the addition of Advanced Energy to your portfolios can decrease your overall portfolio volatility.