ON SEMICONDUCTOR (Germany) Performance
| XS4 Stock | 39.52 0.77 1.99% |
The company owns a Beta (Systematic Risk) of 0.47, which implies possible diversification benefits within a given portfolio. As returns on the market increase, ON SEMICONDUCTOR's returns are expected to increase less than the market. However, during the bear market, the loss of holding ON SEMICONDUCTOR is expected to be smaller as well. At this point, ON SEMICONDUCTOR has a negative expected return of -0.78%. Please make sure to check ON SEMICONDUCTOR's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if ON SEMICONDUCTOR performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ON SEMICONDUCTOR has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 1.4 B | |
| Free Cash Flow | 1.6 B |
XS4 |
ON SEMICONDUCTOR Relative Risk vs. Return Landscape
If you would invest 6,416 in ON SEMICONDUCTOR on December 18, 2024 and sell it today you would lose (2,464) from holding ON SEMICONDUCTOR or give up 38.4% of portfolio value over 90 days. ON SEMICONDUCTOR is generating negative expected returns and assumes 2.8609% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than XS4, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ON SEMICONDUCTOR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ON SEMICONDUCTOR's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ON SEMICONDUCTOR, and traders can use it to determine the average amount a ON SEMICONDUCTOR's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2716
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XS4 |
Estimated Market Risk
| 2.86 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.78 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ON SEMICONDUCTOR is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ON SEMICONDUCTOR by adding ON SEMICONDUCTOR to a well-diversified portfolio.
ON SEMICONDUCTOR Fundamentals Growth
XS4 Stock prices reflect investors' perceptions of the future prospects and financial health of ON SEMICONDUCTOR, and ON SEMICONDUCTOR 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 XS4 Stock performance.
| Current Valuation | 29.61 B | |||
| Price To Book | 5.50 X | |||
| Price To Sales | 3.99 X | |||
| Revenue | 8.33 B | |||
| EBITDA | 3.01 B | |||
| Total Debt | 3.05 B | |||
| Cash Flow From Operations | 2.63 B | |||
| Total Asset | 11.98 B | |||
About ON SEMICONDUCTOR Performance
Assessing ON SEMICONDUCTOR's fundamental ratios provides investors with valuable insights into ON SEMICONDUCTOR's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ON SEMICONDUCTOR is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about ON SEMICONDUCTOR performance evaluation
Checking the ongoing alerts about ON SEMICONDUCTOR for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ON SEMICONDUCTOR help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ON SEMICONDUCTOR generated a negative expected return over the last 90 days |
- Analyzing ON SEMICONDUCTOR'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 ON SEMICONDUCTOR's stock is overvalued or undervalued compared to its peers.
- Examining ON SEMICONDUCTOR'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 ON SEMICONDUCTOR's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ON SEMICONDUCTOR's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ON SEMICONDUCTOR's stock. These opinions can provide insight into ON SEMICONDUCTOR's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for XS4 Stock Analysis
When running ON SEMICONDUCTOR's price analysis, check to measure ON SEMICONDUCTOR'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 ON SEMICONDUCTOR is operating at the current time. Most of ON SEMICONDUCTOR's value examination focuses on studying past and present price action to predict the probability of ON SEMICONDUCTOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ON SEMICONDUCTOR's price. Additionally, you may evaluate how the addition of ON SEMICONDUCTOR to your portfolios can decrease your overall portfolio volatility.