Camtek Stock Market Value
| CAMT Stock | USD 71.67 3.27 4.36% |
| Symbol | Camtek |
Camtek 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 Camtek. If investors know Camtek 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 Camtek 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 0.5 | Earnings Share 2.18 | Revenue Per Share 8.19 | Quarterly Revenue Growth 0.391 | Return On Assets 0.0692 |
The market value of Camtek is measured differently than its book value, which is the value of Camtek that is recorded on the company's balance sheet. Investors also form their own opinion of Camtek's value that differs from its market value or its book value, called intrinsic value, which is Camtek'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 Camtek's market value can be influenced by many factors that don't directly affect Camtek'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 Camtek's value and its price as these two are different measures arrived at by different means. Investors typically determine if Camtek is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Camtek'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.
Camtek '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 Camtek'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 Camtek.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Camtek on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Camtek or generate 0.0% return on investment in Camtek over 720 days. Camtek is related to or competes with Onto Innovation, Amtech Systems, Veeco Instruments, Ichor Holdings, Aehr Test, Nova, and Axcelis Technologies. Camtek Ltd., together with its subsidiaries, develops, manufactures, and sells inspection and metrology equipment for th... More
Camtek 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 Camtek'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 Camtek upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 18.78 | |||
| Value At Risk | (6.07) | |||
| Potential Upside | 6.22 |
Camtek Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camtek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camtek's standard deviation. In reality, there are many statistical measures that can use Camtek historical prices to predict the future Camtek's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | (0.19) |
Camtek Backtested Returns
Camtek secures Sharpe Ratio (or Efficiency) of -0.0875, which signifies that the company had a -0.0875% return per unit of risk over the last 3 months. Camtek exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Camtek's Risk Adjusted Performance of (0.06), mean deviation of 2.83, and Standard Deviation of 3.75 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.67, 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, Camtek will likely underperform. At this point, Camtek has a negative expected return of -0.33%. Please make sure to confirm Camtek's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Camtek performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Camtek has virtually no predictability. Overlapping area represents the amount of predictability between Camtek time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Camtek price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Camtek price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 279.95 |
Camtek lagged returns against current returns
Autocorrelation, which is Camtek 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 Camtek's stock expected returns. We can calculate the autocorrelation of Camtek returns to help us make a trade decision. For example, suppose you find that Camtek 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 |
Camtek 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 Camtek stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camtek stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camtek stock over time.
Current vs Lagged Prices |
| Timeline |
Camtek Lagged Returns
When evaluating Camtek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camtek stock have on its future price. Camtek 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, Camtek autocorrelation shows the relationship between Camtek stock current value and its past values and can show if there is a momentum factor associated with investing in Camtek.
Regressed Prices |
| Timeline |
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Additional Tools for Camtek Stock Analysis
When running Camtek's price analysis, check to measure Camtek'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 Camtek is operating at the current time. Most of Camtek's value examination focuses on studying past and present price action to predict the probability of Camtek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Camtek's price. Additionally, you may evaluate how the addition of Camtek to your portfolios can decrease your overall portfolio volatility.