Asml Holding Nv Stock Market Value
| ASML Stock | USD 722.38 3.80 0.53% |
| Symbol | ASML |
ASML Holding NV 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 ASML Holding. If investors know ASML 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 ASML Holding 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 0.098 | Dividend Share 1.75 | Earnings Share 18.47 | Revenue Per Share 1.2004 | Quarterly Revenue Growth 0.119 |
The market value of ASML Holding NV is measured differently than its book value, which is the value of ASML that is recorded on the company's balance sheet. Investors also form their own opinion of ASML Holding's value that differs from its market value or its book value, called intrinsic value, which is ASML Holding'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 ASML Holding's market value can be influenced by many factors that don't directly affect ASML Holding'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 ASML Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if ASML Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ASML Holding'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.
ASML Holding '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 ASML Holding'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 ASML Holding.
| 12/28/2022 |
| 12/17/2024 |
If you would invest 0.00 in ASML Holding on December 28, 2022 and sell it all today you would earn a total of 0.00 from holding ASML Holding NV or generate 0.0% return on investment in ASML Holding over 720 days. ASML Holding is related to or competes with Applied Materials, KLA Tencor, Axcelis Technologies, Teradyne, Lam Research, Aehr Test, and Photronics. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o... More
ASML Holding 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 ASML Holding'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 ASML Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 21.38 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 3.62 |
ASML Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASML Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASML Holding's standard deviation. In reality, there are many statistical measures that can use ASML Holding historical prices to predict the future ASML Holding's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.18) |
ASML Holding NV Backtested Returns
ASML Holding NV secures Sharpe Ratio (or Efficiency) of -0.0305, which signifies that the company had a -0.0305% return per unit of return volatility over the last 3 months. ASML Holding NV exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ASML Holding's Coefficient Of Variation of (2,075), risk adjusted performance of (0.03), and Mean Deviation of 1.73 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASML Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASML Holding is expected to be smaller as well. At this point, ASML Holding NV has a negative expected return of -0.0893%. Please make sure to confirm ASML Holding's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if ASML Holding NV performance from the past will be repeated at future time.
Auto-correlation | 0.33 |
Below average predictability
ASML Holding NV has below average predictability. Overlapping area represents the amount of predictability between ASML Holding time series from 28th of December 2022 to 23rd of December 2023 and 23rd of December 2023 to 17th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ASML Holding NV price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current ASML Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 13.6 K |
ASML Holding NV lagged returns against current returns
Autocorrelation, which is ASML Holding 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 ASML Holding's stock expected returns. We can calculate the autocorrelation of ASML Holding returns to help us make a trade decision. For example, suppose you find that ASML Holding 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 |
ASML Holding 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 ASML Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASML Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASML Holding stock over time.
Current vs Lagged Prices |
| Timeline |
ASML Holding Lagged Returns
When evaluating ASML Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASML Holding stock have on its future price. ASML Holding 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, ASML Holding autocorrelation shows the relationship between ASML Holding stock current value and its past values and can show if there is a momentum factor associated with investing in ASML Holding NV.
Regressed Prices |
| Timeline |
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ASML Holding 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.