Ambarella Stock Market Value
| AMBA Stock | USD 78.15 1.43 1.86% |
| Symbol | Ambarella |
Ambarella 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 Ambarella. If investors know Ambarella 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 Ambarella listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (3.87) | Revenue Per Share | Quarterly Revenue Growth 0.026 | Return On Assets | Return On Equity |
The market value of Ambarella is measured differently than its book value, which is the value of Ambarella that is recorded on the company's balance sheet. Investors also form their own opinion of Ambarella's value that differs from its market value or its book value, called intrinsic value, which is Ambarella'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 Ambarella's market value can be influenced by many factors that don't directly affect Ambarella'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 Ambarella's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ambarella is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambarella'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.
Ambarella '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 Ambarella'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 Ambarella.
| 02/08/2024 |
| 02/02/2025 |
If you would invest 0.00 in Ambarella on February 8, 2024 and sell it all today you would earn a total of 0.00 from holding Ambarella or generate 0.0% return on investment in Ambarella over 360 days. Ambarella is related to or competes with Axcelis Technologies, Kulicke, Ultra Clean, Cohu, Amtech Systems, Aehr Test, and Photronics. Ambarella, Inc. develops semiconductor solutions for video that enable high-definition and ultra HD compression, image p... More
Ambarella 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 Ambarella'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 Ambarella upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | 0.1452 | |||
| Maximum Drawdown | 14.48 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 5.09 |
Ambarella Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambarella's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambarella's standard deviation. In reality, there are many statistical measures that can use Ambarella historical prices to predict the future Ambarella's volatility.| Risk Adjusted Performance | 0.1509 | |||
| Jensen Alpha | 0.5352 | |||
| Total Risk Alpha | 0.2593 | |||
| Sortino Ratio | 0.1383 | |||
| Treynor Ratio | (1.18) |
Ambarella Backtested Returns
Ambarella appears to be very steady, given 3 months investment horizon. Ambarella secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of standard deviation over the last 3 months. By analyzing Ambarella's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Ambarella's risk adjusted performance of 0.1509, and Mean Deviation of 2.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ambarella holds a performance score of 14. The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ambarella are expected to decrease at a much lower rate. During the bear market, Ambarella is likely to outperform the market. Please check Ambarella's mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to make a quick decision on whether Ambarella's price patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Ambarella has poor predictability. Overlapping area represents the amount of predictability between Ambarella time series from 8th of February 2024 to 6th of August 2024 and 6th of August 2024 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ambarella price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Ambarella price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 109.12 |
Ambarella lagged returns against current returns
Autocorrelation, which is Ambarella 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 Ambarella's stock expected returns. We can calculate the autocorrelation of Ambarella returns to help us make a trade decision. For example, suppose you find that Ambarella 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 |
Ambarella 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 Ambarella stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambarella stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambarella stock over time.
Current vs Lagged Prices |
| Timeline |
Ambarella Lagged Returns
When evaluating Ambarella's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambarella stock have on its future price. Ambarella 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, Ambarella autocorrelation shows the relationship between Ambarella stock current value and its past values and can show if there is a momentum factor associated with investing in Ambarella.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Ambarella offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ambarella's 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 Ambarella Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ambarella Stock:Check out Ambarella Correlation, Ambarella Volatility and Ambarella Alpha and Beta module to complement your research on Ambarella. For information on how to trade Ambarella Stock refer to our How to Trade Ambarella Stock guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Ambarella 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.