Vishay Intertechnology Stock Market Value
| VSH Stock | USD 16.65 0.40 2.46% |
| Symbol | Vishay |
Vishay Intertechnology Price To Book Ratio
Is Electronic Equipment, Instruments & Components 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 Vishay Intertechnology. If investors know Vishay 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 Vishay Intertechnology 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 (0.75) | Dividend Share 0.4 | Earnings Share 0.62 | Revenue Per Share | Quarterly Revenue Growth (0.14) |
The market value of Vishay Intertechnology is measured differently than its book value, which is the value of Vishay that is recorded on the company's balance sheet. Investors also form their own opinion of Vishay Intertechnology's value that differs from its market value or its book value, called intrinsic value, which is Vishay Intertechnology'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 Vishay Intertechnology's market value can be influenced by many factors that don't directly affect Vishay Intertechnology'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 Vishay Intertechnology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vishay Intertechnology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vishay Intertechnology'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.
Vishay Intertechnology '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 Vishay Intertechnology'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 Vishay Intertechnology.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Vishay Intertechnology on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vishay Intertechnology or generate 0.0% return on investment in Vishay Intertechnology over 30 days. Vishay Intertechnology is related to or competes with Silicon Laboratories, Diodes Incorporated, MACOM Technology, FormFactor, Amkor Technology, Power Integrations, and Cirrus Logic. Vishay Intertechnology, Inc. manufactures and supplies discrete semiconductors and passive electronic components in Asia... More
Vishay Intertechnology 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 Vishay Intertechnology'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 Vishay Intertechnology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.42 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 4.85 |
Vishay Intertechnology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vishay Intertechnology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vishay Intertechnology's standard deviation. In reality, there are many statistical measures that can use Vishay Intertechnology historical prices to predict the future Vishay Intertechnology's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vishay Intertechnology'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.
Vishay Intertechnology Backtested Returns
Vishay Intertechnology is not too volatile at the moment. Vishay Intertechnology owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Vishay Intertechnology, which you can use to evaluate the volatility of the company. Please validate Vishay Intertechnology's Variance of 5.99, coefficient of variation of (2,694), and Risk Adjusted Performance of (0.02) to confirm if the risk estimate we provide is consistent with the expected return of 0.0141%. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vishay Intertechnology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vishay Intertechnology is expected to be smaller as well. Vishay Intertechnology right now has a risk of 2.53%. Please validate Vishay Intertechnology maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Vishay Intertechnology will be following its existing price patterns.
Auto-correlation | 0.55 |
Modest predictability
Vishay Intertechnology has modest predictability. Overlapping area represents the amount of predictability between Vishay Intertechnology time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 Vishay Intertechnology price movement. The serial correlation of 0.55 indicates that about 55.0% of current Vishay Intertechnology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Vishay Intertechnology lagged returns against current returns
Autocorrelation, which is Vishay Intertechnology 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 Vishay Intertechnology's stock expected returns. We can calculate the autocorrelation of Vishay Intertechnology returns to help us make a trade decision. For example, suppose you find that Vishay Intertechnology 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 |
Vishay Intertechnology 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 Vishay Intertechnology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vishay Intertechnology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vishay Intertechnology stock over time.
Current vs Lagged Prices |
| Timeline |
Vishay Intertechnology Lagged Returns
When evaluating Vishay Intertechnology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vishay Intertechnology stock have on its future price. Vishay Intertechnology 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, Vishay Intertechnology autocorrelation shows the relationship between Vishay Intertechnology stock current value and its past values and can show if there is a momentum factor associated with investing in Vishay Intertechnology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Vishay Intertechnology offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vishay Intertechnology'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 Vishay Intertechnology Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vishay Intertechnology Stock:Check out Vishay Intertechnology Correlation, Vishay Intertechnology Volatility and Vishay Intertechnology Alpha and Beta module to complement your research on Vishay Intertechnology. For more detail on how to invest in Vishay Stock please use our How to Invest in Vishay Intertechnology guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Vishay Intertechnology 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.