Silvaco Group, Common Stock Market Value
| SVCO Stock | 8.27 0.17 2.01% |
| Symbol | Silvaco |
Silvaco Group, Common Price To Book Ratio
Is Systems Software 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 Silvaco Group,. If investors know Silvaco 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 Silvaco Group, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.44) | Revenue Per Share 2.749 | Quarterly Revenue Growth 0.194 | Return On Assets (0.14) | Return On Equity (0.67) |
The market value of Silvaco Group, Common is measured differently than its book value, which is the value of Silvaco that is recorded on the company's balance sheet. Investors also form their own opinion of Silvaco Group,'s value that differs from its market value or its book value, called intrinsic value, which is Silvaco Group,'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 Silvaco Group,'s market value can be influenced by many factors that don't directly affect Silvaco Group,'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 Silvaco Group,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Silvaco Group, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silvaco Group,'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.
Silvaco Group, '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 Silvaco Group,'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 Silvaco Group,.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Silvaco Group, on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Silvaco Group, Common or generate 0.0% return on investment in Silvaco Group, over 720 days. Silvaco Group, is related to or competes with RCI Hospitality, Park Hotels, Grocery Outlet, Shake Shack, Boyd Gaming, National Vision, and Revolve Group. Silvaco Group, is entity of United States More
Silvaco Group, 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 Silvaco Group,'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 Silvaco Group, Common upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 37.47 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 5.1 |
Silvaco Group, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silvaco Group,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silvaco Group,'s standard deviation. In reality, there are many statistical measures that can use Silvaco Group, historical prices to predict the future Silvaco Group,'s volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (1.38) | |||
| Treynor Ratio | (4.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Silvaco Group,'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.
Silvaco Group, Common Backtested Returns
Silvaco Group, Common owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of risk over the last 3 months. Silvaco Group, Common exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Silvaco Group,'s Risk Adjusted Performance of (0.08), coefficient of variation of (831.82), and Variance of 27.81 to confirm the risk estimate we provide. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Silvaco Group,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Silvaco Group, is expected to be smaller as well. At this point, Silvaco Group, Common has a negative expected return of -0.74%. Please make sure to validate Silvaco Group,'s skewness, as well as the relationship between the day median price and relative strength index , to decide if Silvaco Group, Common performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Silvaco Group, Common has no correlation between past and present. Overlapping area represents the amount of predictability between Silvaco Group, time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 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 Silvaco Group, Common price movement. The serial correlation of 0.0 indicates that just 0.0% of current Silvaco Group, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Silvaco Group, Common lagged returns against current returns
Autocorrelation, which is Silvaco Group, 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 Silvaco Group,'s stock expected returns. We can calculate the autocorrelation of Silvaco Group, returns to help us make a trade decision. For example, suppose you find that Silvaco Group, 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 |
Silvaco Group, 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 Silvaco Group, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silvaco Group, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silvaco Group, stock over time.
Current vs Lagged Prices |
| Timeline |
Silvaco Group, Lagged Returns
When evaluating Silvaco Group,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silvaco Group, stock have on its future price. Silvaco Group, 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, Silvaco Group, autocorrelation shows the relationship between Silvaco Group, stock current value and its past values and can show if there is a momentum factor associated with investing in Silvaco Group, Common.
Regressed Prices |
| Timeline |
Pair Trading with Silvaco Group,
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Silvaco Group, position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Silvaco Group, will appreciate offsetting losses from the drop in the long position's value.Moving against Silvaco Stock
| 0.85 | AZ | A2Z Smart Technologies | PairCorr |
| 0.85 | DUOT | Duos Technologies | PairCorr |
| 0.73 | BL | Blackline | PairCorr |
| 0.7 | ZM | Zoom Video Communications | PairCorr |
| 0.69 | DOMO | Domo Inc | PairCorr |
The ability to find closely correlated positions to Silvaco Group, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Silvaco Group, when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Silvaco Group, - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Silvaco Group, Common to buy it.
The correlation of Silvaco Group, is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Silvaco Group, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Silvaco Group, Common moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Silvaco Group, can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Silvaco Group, Correlation, Silvaco Group, Volatility and Silvaco Group, Alpha and Beta module to complement your research on Silvaco Group,. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Silvaco Group, 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.