Semtech Stock Market Value
| SMTC Stock | USD 67.69 7.39 12.26% |
| 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 (12.95) | Revenue Per Share | Quarterly Revenue Growth (0.1) | 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.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Semtech on January 1, 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 30 days. Semtech is related to or competes with Power Integrations, Diodes Incorporated, MACOM Technology, Cirrus Logic, Amkor Technology, Silicon Motion, and Alpha. 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 | 4.99 | |||
| Information Ratio | 0.1297 | |||
| Maximum Drawdown | 39.58 | |||
| Value At Risk | (5.38) | |||
| Potential Upside | 8.81 |
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 | 0.1323 | |||
| Jensen Alpha | 0.6145 | |||
| Total Risk Alpha | 0.2077 | |||
| Sortino Ratio | 0.1392 | |||
| Treynor Ratio | 0.4162 |
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
Semtech appears to be very steady, given 3 months investment horizon. Semtech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. By inspecting Semtech's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please review Semtech's Coefficient Of Variation of 674.2, risk adjusted performance of 0.1323, and Semi Deviation of 4.53 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Semtech holds a performance score of 12. The entity has a beta of 1.88, 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. Please check Semtech's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Semtech's existing price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Semtech has insignificant reverse predictability. Overlapping area represents the amount of predictability between Semtech time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 Semtech price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Semtech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 49.06 |
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 |
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 Semtech offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Semtech'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 Semtech Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Semtech Stock: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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.