Silicom Stock Alpha and Beta Analysis
| SILC Stock | USD 14.96 0.74 5.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silicom. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silicom over a specified time horizon. Remember, high Silicom's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Silicom's market risk premium analysis include:
Beta 0.21 | Alpha 0.12 | Risk 2.34 | Sharpe Ratio 0.11 | Expected Return 0.25 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Silicom |
Silicom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silicom market risk premium is the additional return an investor will receive from holding Silicom long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Silicom. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Silicom's performance over market.| α | 0.12 | β | 0.21 |
Silicom expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Silicom's Buy-and-hold return. Our buy-and-hold chart shows how Silicom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silicom Market Price Analysis
Market price analysis indicators help investors to evaluate how Silicom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silicom shares will generate the highest return on investment. By understating and applying Silicom stock market price indicators, traders can identify Silicom position entry and exit signals to maximize returns.
Silicom Return and Market Media
The median price of Silicom for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 13.49 with a coefficient of variation of 3.65. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 13.54, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Sussman Robert Mark of 1000 shares of Silicom at 19.15 subject to Rule 16b-3 | 09/27/2024 |
2 | SILICOMS THIRD QUARTER 2024 RESULTS RELEASE SCHEDULED FOR OCTOBER 31, 2024 | 10/01/2024 |
3 | Silicom Non-GAAP EPS of 0.28 beats by 0.60, revenue of 14.8M beats by 0.28M | 10/31/2024 |
4 | Earnings call Silicom reports revenue drop, net loss in Q3 2024 | 11/01/2024 |
5 | Needham Company LLC Begins Coverage on Silicom | 11/07/2024 |
About Silicom Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Silicom or other stocks. Alpha measures the amount that position in Silicom has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | Dividend Yield | 0.0252 | 0.0186 | Price To Sales Ratio | 0.98 | 0.93 |
Silicom Upcoming Company Events
As portrayed in its financial statements, the presentation of Silicom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Silicom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Silicom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Silicom. Please utilize our Beneish M Score to check the likelihood of Silicom's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Silicom Backtesting, Silicom Valuation, Silicom Correlation, Silicom Hype Analysis, Silicom Volatility, Silicom History and analyze Silicom Performance. For information on how to trade Silicom Stock refer to our How to Trade Silicom Stock guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Silicom 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.