Semtech Stock Alpha and Beta Analysis
| SMTC Stock | USD 50.89 0.01 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Semtech. It also helps investors analyze the systematic and unsystematic risks associated with investing in Semtech over a specified time horizon. Remember, high Semtech'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 Semtech's market risk premium analysis include:
Beta 1.33 | Alpha 0.45 | Risk 3.57 | Sharpe Ratio 0.15 | Expected Return 0.55 |
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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.
Semtech |
Semtech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Semtech market risk premium is the additional return an investor will receive from holding Semtech 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 Semtech. 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 Semtech's performance over market.| α | 0.45 | β | 1.33 |
Semtech 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 Semtech's Buy-and-hold return. Our buy-and-hold chart shows how Semtech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Semtech Market Price Analysis
Market price analysis indicators help investors to evaluate how Semtech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Semtech shares will generate the highest return on investment. By understating and applying Semtech stock market price indicators, traders can identify Semtech position entry and exit signals to maximize returns.
Semtech Return and Market Media
The median price of Semtech for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 44.1 with a coefficient of variation of 8.11. The daily time series for the period is distributed with a sample standard deviation of 3.59, arithmetic mean of 44.29, and mean deviation of 2.78. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Semtech Shares Surge 94 percent YTD Whats Driving the Momentum | 09/18/2024 |
2 | SWKS Declines 14 percent YTD How Should Investors Play the Stock | 10/04/2024 |
3 | Acquisition by Michael Rodensky of 4526 shares of Semtech subject to Rule 16b-3 | 10/18/2024 |
4 | Semtech Expands Smart Connectivity Advanced VoLTE Coverage | 10/24/2024 |
5 | Acquisition by Mark Russell of 37905 shares of Semtech subject to Rule 16b-3 | 10/28/2024 |
6 | Microchip Technology Beats Q2 Earnings and Revenue Estimates | 11/05/2024 |
7 | Semtech Stock Surges Amid Strong Buy Ratings and Sector Growth | 11/07/2024 |
8 | Whats Driving Semtechs Push for Green Tech at Electronica | 11/11/2024 |
9 | Capital Research Global Investors Expands Stake in Semtech Corp | 11/13/2024 |
10 | Hood River Capital Management LLC Bolsters Stake in i3 Verticals Inc | 11/14/2024 |
11 | Disposition of 3373 shares by Imran Sherazi of Semtech at 47.33 subject to Rule 16b-3 | 11/15/2024 |
12 | Semtech Announces Upcoming Investor Conference | 11/19/2024 |
13 | Jim Cramer on Semtech Corporation I Do Think That Semtech Is Just A Traditional Kind Of Semiconductor Company | 11/20/2024 |
14 | Stifel raises Semtech target to 58, maintains buy rating | 11/22/2024 |
About Semtech 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 Semtech or other stocks. Alpha measures the amount that position in Semtech 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.
| 2011 | 2015 | 2020 | 2024 (projected) | Payables Turnover | 7.06 | 4.39 | 12.71 | 4.61 | Days Of Inventory On Hand | 117.37 | 126.4 | 92.44 | 137.91 |
Semtech Upcoming Company Events
As portrayed in its financial statements, the presentation of Semtech's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Semtech's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Semtech's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Semtech. Please utilize our Beneish M Score to check the likelihood of Semtech's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 5th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 3rd of April 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Semtech Backtesting, Semtech Valuation, Semtech Correlation, Semtech Hype Analysis, Semtech Volatility, Semtech History and analyze Semtech Performance. For information on how to trade Semtech Stock refer to our How to Trade Semtech Stock guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Semtech 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.