Advantest Stock Performance
| ADTTF Stock | USD 190.00 40.30 26.92% |
On a scale of 0 to 100, Advantest holds a performance score of 9. The firm shows a Beta (market volatility) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advantest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advantest is expected to be smaller as well. Please check Advantest's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Advantest's price patterns will revert.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Advantest are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly weak basic indicators, Advantest reported solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 149.2 B | |
| Total Cashflows From Investing Activities | -46.9 B |
Advantest |
Advantest Relative Risk vs. Return Landscape
If you would invest 14,500 in Advantest on November 4, 2025 and sell it today you would earn a total of 4,500 from holding Advantest or generate 31.03% return on investment over 90 days. Advantest is currently producing 0.5393% returns and takes up 4.5959% volatility of returns over 90 trading days. Put another way, 41% of traded pink sheets are less volatile than Advantest, and 90% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Advantest Target Price Odds to finish over Current Price
The tendency of Advantest Pink Sheet price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 190.00 | 90 days | 190.00 | near 1 |
Based on a normal probability distribution, the odds of Advantest to move above the current price in 90 days from now is near 1 (This Advantest probability density function shows the probability of Advantest Pink Sheet to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Advantest has a beta of 0.79. This suggests as returns on the market go up, Advantest average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Advantest will be expected to be much smaller as well. Additionally Advantest has an alpha of 0.908, implying that it can generate a 0.91 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Advantest Price Density |
| Price |
Predictive Modules for Advantest
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Advantest. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advantest'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.
Advantest Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Advantest is not an exception. The market had few large corrections towards the Advantest's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Advantest, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Advantest within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.91 | |
β | Beta against Dow Jones | 0.79 | |
σ | Overall volatility | 15.77 | |
Ir | Information ratio | 0.18 |
Advantest Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Advantest for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Advantest can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Advantest appears to be risky and price may revert if volatility continues | |
| About 72.0% of the company shares are held by institutions such as insurance companies |
Advantest Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Advantest Pink Sheet often depends not only on the future outlook of the current and potential Advantest's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Advantest's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 195.2 M | |
| Cash And Short Term Investments | 116.6 B |
Advantest Fundamentals Growth
Advantest Pink Sheet prices reflect investors' perceptions of the future prospects and financial health of Advantest, and Advantest fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Advantest Pink Sheet performance.
| Return On Equity | 0.41 | |||
| Return On Asset | 0.2 | |||
| Profit Margin | 0.24 % | |||
| Operating Margin | 0.31 % | |||
| Current Valuation | 13.02 B | |||
| Shares Outstanding | 184.61 M | |||
| Price To Earning | 20.60 X | |||
| Price To Book | 5.04 X | |||
| Price To Sales | 0.03 X | |||
| Revenue | 416.9 B | |||
| EBITDA | 131.61 B | |||
| Cash And Equivalents | 114.93 B | |||
| Cash Per Share | 615.30 X | |||
| Total Debt | 12.24 B | |||
| Debt To Equity | 0.14 % | |||
| Book Value Per Share | 1,797 X | |||
| Cash Flow From Operations | 78.89 B | |||
| Earnings Per Share | 4.89 X | |||
| Total Asset | 494.7 B | |||
About Advantest Performance
By analyzing Advantest's fundamental ratios, stakeholders can gain valuable insights into Advantest's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Advantest has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Advantest has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Advantest Corporation manufactures and sells semiconductor and component test system products and mechatronics-related products. The company was founded in 1954 and is headquartered in Tokyo, Japan. Advantest Corp operates under Semiconductor Equipment Materials classification in the United States and is traded on OTC Exchange. It employs 5941 people.Things to note about Advantest performance evaluation
Checking the ongoing alerts about Advantest for important developments is a great way to find new opportunities for your next move. Pink Sheet alerts and notifications screener for Advantest help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Advantest appears to be risky and price may revert if volatility continues | |
| About 72.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Advantest's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Advantest's stock is overvalued or undervalued compared to its peers.
- Examining Advantest's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Advantest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Advantest's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Advantest's pink sheet. These opinions can provide insight into Advantest's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Advantest Pink Sheet analysis
When running Advantest's price analysis, check to measure Advantest's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Advantest is operating at the current time. Most of Advantest's value examination focuses on studying past and present price action to predict the probability of Advantest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advantest's price. Additionally, you may evaluate how the addition of Advantest to your portfolios can decrease your overall portfolio volatility.
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