Alpha And Omega Stock Market Value
| AOSL Stock | USD 31.13 0.50 1.58% |
| Symbol | Alpha |
Alpha and Omega Price To Book Ratio
Is Semiconductors & Semiconductor Equipment 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 Alpha. If investors know Alpha 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 Alpha 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 (0.98) | Earnings Share (0.80) | Revenue Per Share | Quarterly Revenue Growth 0.449 | Return On Assets |
The market value of Alpha and Omega is measured differently than its book value, which is the value of Alpha that is recorded on the company's balance sheet. Investors also form their own opinion of Alpha's value that differs from its market value or its book value, called intrinsic value, which is Alpha'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 Alpha's market value can be influenced by many factors that don't directly affect Alpha'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 Alpha's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alpha is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alpha'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.
Alpha '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 Alpha'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 Alpha.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Alpha on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Alpha and Omega or generate 0.0% return on investment in Alpha over 30 days. Alpha is related to or competes with NLIGHT, CEVA, MaxLinear, MagnaChip Semiconductor, Diodes Incorporated, Silicon Motion, and MACOM Technology. Alpha and Omega Semiconductor Limited designs, develops, and supplies power semiconductor products for computing, consum... More
Alpha 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 Alpha'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 Alpha and Omega upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.48 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 46.4 | |||
| Value At Risk | (7.36) | |||
| Potential Upside | 11.21 |
Alpha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpha's standard deviation. In reality, there are many statistical measures that can use Alpha historical prices to predict the future Alpha's volatility.| Risk Adjusted Performance | 0.0342 | |||
| Jensen Alpha | 0.2107 | |||
| Total Risk Alpha | 0.1741 | |||
| Sortino Ratio | 0.0391 | |||
| Treynor Ratio | 0.1315 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alpha'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.
Alpha and Omega Backtested Returns
Alpha and Omega secures Sharpe Ratio (or Efficiency) of -0.0759, which signifies that the company had a -0.0759 % return per unit of risk over the last 3 months. Alpha and Omega exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alpha's Risk Adjusted Performance of 0.0342, downside deviation of 5.48, and Mean Deviation of 4.47 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.66, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alpha will likely underperform. At this point, Alpha and Omega has a negative expected return of -0.37%. Please make sure to confirm Alpha's semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Alpha and Omega performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Alpha and Omega has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alpha time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Alpha and Omega price movement. The serial correlation of -0.19 indicates that over 19.0% of current Alpha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 3.1 |
Alpha and Omega lagged returns against current returns
Autocorrelation, which is Alpha 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 Alpha's stock expected returns. We can calculate the autocorrelation of Alpha returns to help us make a trade decision. For example, suppose you find that Alpha 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 |
Alpha 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 Alpha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alpha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alpha stock over time.
Current vs Lagged Prices |
| Timeline |
Alpha Lagged Returns
When evaluating Alpha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alpha stock have on its future price. Alpha 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, Alpha autocorrelation shows the relationship between Alpha stock current value and its past values and can show if there is a momentum factor associated with investing in Alpha and Omega.
Regressed Prices |
| Timeline |
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