Amtech Systems Stock Market Value
| ASYS Stock | USD 4.94 0.16 3.35% |
| Symbol | Amtech |
Amtech Systems 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 Amtech Systems. If investors know Amtech 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 Amtech Systems 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 (0.70) | Earnings Share 0.08 | Revenue Per Share | Quarterly Revenue Growth (0.02) | Return On Assets |
The market value of Amtech Systems is measured differently than its book value, which is the value of Amtech that is recorded on the company's balance sheet. Investors also form their own opinion of Amtech Systems' value that differs from its market value or its book value, called intrinsic value, which is Amtech Systems' 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 Amtech Systems' market value can be influenced by many factors that don't directly affect Amtech Systems' 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 Amtech Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Amtech Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amtech Systems' 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.
Amtech Systems '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 Amtech Systems' 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 Amtech Systems.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Amtech Systems on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Amtech Systems or generate 0.0% return on investment in Amtech Systems over 90 days. Amtech Systems is related to or competes with Ultra Clean, Veeco Instruments, Cohu, Onto Innovation, Ichor Holdings, Atomera, and Entegris. Amtech Systems, Inc. manufactures and sells capital equipment and related consumables for use in fabricating silicon car... More
Amtech Systems 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 Amtech Systems' 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 Amtech Systems upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 27.27 | |||
| Value At Risk | (4.40) | |||
| Potential Upside | 3.35 |
Amtech Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amtech Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amtech Systems' standard deviation. In reality, there are many statistical measures that can use Amtech Systems historical prices to predict the future Amtech Systems' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 0.2289 | |||
| Treynor Ratio | (0.45) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amtech Systems' 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.
Amtech Systems Backtested Returns
Amtech Systems secures Sharpe Ratio (or Efficiency) of -0.043, which signifies that the company had a -0.043 % return per unit of risk over the last 3 months. Amtech Systems exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amtech Systems' Standard Deviation of 3.49, risk adjusted performance of (0.04), and Mean Deviation of 2.14 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amtech Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Amtech Systems is expected to be smaller as well. At this point, Amtech Systems has a negative expected return of -0.15%. Please make sure to confirm Amtech Systems' treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Amtech Systems performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Amtech Systems has average predictability. Overlapping area represents the amount of predictability between Amtech Systems time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Amtech Systems price movement. The serial correlation of 0.49 indicates that about 49.0% of current Amtech Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Amtech Systems lagged returns against current returns
Autocorrelation, which is Amtech Systems 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 Amtech Systems' stock expected returns. We can calculate the autocorrelation of Amtech Systems returns to help us make a trade decision. For example, suppose you find that Amtech Systems 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 |
Amtech Systems 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 Amtech Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amtech Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amtech Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Amtech Systems Lagged Returns
When evaluating Amtech Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amtech Systems stock have on its future price. Amtech Systems 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, Amtech Systems autocorrelation shows the relationship between Amtech Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Amtech Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Amtech Stock Analysis
When running Amtech Systems' price analysis, check to measure Amtech Systems' 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 Amtech Systems is operating at the current time. Most of Amtech Systems' value examination focuses on studying past and present price action to predict the probability of Amtech Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amtech Systems' price. Additionally, you may evaluate how the addition of Amtech Systems to your portfolios can decrease your overall portfolio volatility.