Semtech Stock Market Value
| SMTC Stock | USD 75.26 1.57 2.13% |
| Symbol | Semtech |
Semtech 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 Semtech. If investors know Semtech 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 Semtech 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 (0.33) | Earnings Share 0.56 | Revenue Per Share | Quarterly Revenue Growth 0.127 | Return On Assets |
The market value of Semtech is measured differently than its book value, which is the value of Semtech that is recorded on the company's balance sheet. Investors also form their own opinion of Semtech's value that differs from its market value or its book value, called intrinsic value, which is Semtech'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 Semtech's market value can be influenced by many factors that don't directly affect Semtech'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 Semtech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Semtech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Semtech'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.
Semtech '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 Semtech'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 Semtech.
| 11/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in Semtech on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Semtech or generate 0.0% return on investment in Semtech over 60 days. Semtech is related to or competes with Camtek, Onto Innovation, Cirrus Logic, Allegro Microsystems, FormFactor, ESCO Technologies, and Universal Display. Semtech Corporation designs, develops, manufactures, and markets analog and mixed-signal semiconductor products and adva... More
Semtech 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 Semtech'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 Semtech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.29 | |||
| Information Ratio | 0.0204 | |||
| Maximum Drawdown | 18.27 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 5.45 |
Semtech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semtech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semtech's standard deviation. In reality, there are many statistical measures that can use Semtech historical prices to predict the future Semtech's volatility.| Risk Adjusted Performance | 0.0362 | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0209 | |||
| Treynor Ratio | 0.0573 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Semtech's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Semtech Backtested Returns
At this point, Semtech is very steady. Semtech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0451, which indicates the firm had a 0.0451 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Semtech, which you can use to evaluate the volatility of the company. Please validate Semtech's Semi Deviation of 3.17, coefficient of variation of 2502.45, and Risk Adjusted Performance of 0.0362 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Semtech has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 2.18, which indicates 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, Semtech will likely underperform. Semtech right now has a risk of 3.36%. Please validate Semtech treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Semtech will be following its existing price patterns.
Auto-correlation | 0.55 |
Modest predictability
Semtech has modest predictability. Overlapping area represents the amount of predictability between Semtech time series from 6th of November 2025 to 6th of December 2025 and 6th of December 2025 to 5th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Semtech price movement. The serial correlation of 0.55 indicates that about 55.0% of current Semtech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 10.72 |
Semtech lagged returns against current returns
Autocorrelation, which is Semtech 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 Semtech's stock expected returns. We can calculate the autocorrelation of Semtech returns to help us make a trade decision. For example, suppose you find that Semtech 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 |
Semtech 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 Semtech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semtech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semtech stock over time.
Current vs Lagged Prices |
| Timeline |
Semtech Lagged Returns
When evaluating Semtech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semtech stock have on its future price. Semtech 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, Semtech autocorrelation shows the relationship between Semtech stock current value and its past values and can show if there is a momentum factor associated with investing in Semtech.
Regressed Prices |
| Timeline |
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Check out Semtech Correlation, Semtech Volatility and Semtech Alpha and Beta module to complement your research on Semtech. For information on how to trade Semtech Stock refer to our How to Trade Semtech Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Semtech 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.