Stmicroelectronics Nv Adr Stock Market Value
| STM Stock | USD 31.63 1.85 5.53% |
| Symbol | STMicroelectronics |
Will Semiconductors & Semiconductor Equipment sector continue expanding? Could STMicroelectronics diversify its offerings? Factors like these will boost the valuation of STMicroelectronics. If investors know STMicroelectronics will grow in the future, the company's valuation will be higher. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every STMicroelectronics data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.30) | Earnings Share 0.18 | Revenue Per Share 13.506 | Quarterly Revenue Growth 0.002 | Return On Assets 0.0134 |
The market value of STMicroelectronics NV ADR is measured differently than its book value, which is the value of STMicroelectronics that is recorded on the company's balance sheet. Investors also form their own opinion of STMicroelectronics' value that differs from its market value or its book value, called intrinsic value, which is STMicroelectronics' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because STMicroelectronics' market value can be influenced by many factors that don't directly affect STMicroelectronics' 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 STMicroelectronics' value and its price as these two are different measures arrived at by different means. Investors typically determine if STMicroelectronics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, STMicroelectronics' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
STMicroelectronics '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 STMicroelectronics' 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 STMicroelectronics.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in STMicroelectronics on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding STMicroelectronics NV ADR or generate 0.0% return on investment in STMicroelectronics over 90 days. STMicroelectronics is related to or competes with Uber Technologies, Arista Networks, Intuit, and Sony Group. STMicroelectronics N.V., together with its subsidiaries, designs, develops, manufactures, and sells semiconductor produc... More
STMicroelectronics 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 STMicroelectronics' 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 STMicroelectronics NV ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.2207 | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 5.51 |
STMicroelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STMicroelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STMicroelectronics' standard deviation. In reality, there are many statistical measures that can use STMicroelectronics historical prices to predict the future STMicroelectronics' volatility.| Risk Adjusted Performance | 0.199 | |||
| Jensen Alpha | 0.5513 | |||
| Total Risk Alpha | 0.414 | |||
| Sortino Ratio | 0.2672 | |||
| Treynor Ratio | 0.4211 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of STMicroelectronics' 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.
STMicroelectronics March 3, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.199 | |||
| Market Risk Adjusted Performance | 0.4311 | |||
| Mean Deviation | 1.97 | |||
| Semi Deviation | 1.52 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 398.58 | |||
| Standard Deviation | 2.68 | |||
| Variance | 7.2 | |||
| Information Ratio | 0.2207 | |||
| Jensen Alpha | 0.5513 | |||
| Total Risk Alpha | 0.414 | |||
| Sortino Ratio | 0.2672 | |||
| Treynor Ratio | 0.4211 | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 5.51 | |||
| Downside Variance | 4.91 | |||
| Semi Variance | 2.31 | |||
| Expected Short fall | (2.17) | |||
| Skewness | 0.7459 | |||
| Kurtosis | 1.18 |
STMicroelectronics NV ADR Backtested Returns
STMicroelectronics appears to be very steady, given 3 months investment horizon. STMicroelectronics NV ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for STMicroelectronics NV ADR, which you can use to evaluate the volatility of the company. Please review STMicroelectronics' risk adjusted performance of 0.199, and Coefficient Of Variation of 398.58 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STMicroelectronics holds a performance score of 10. The entity has a beta of 1.57, 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, STMicroelectronics will likely underperform. Please check STMicroelectronics' value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether STMicroelectronics' existing price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
STMicroelectronics NV ADR has good predictability. Overlapping area represents the amount of predictability between STMicroelectronics time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 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 STMicroelectronics NV ADR price movement. The serial correlation of 0.67 indicates that around 67.0% of current STMicroelectronics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 6.32 |
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STMicroelectronics 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.