Globalfoundries Stock Market Value
| GFS Stock | USD 37.73 1.20 3.28% |
| Symbol | Globalfoundries |
Globalfoundries 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 Globalfoundries. If investors know Globalfoundries 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 Globalfoundries 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 (0.29) | Earnings Share (0.48) | Revenue Per Share | Quarterly Revenue Growth (0.01) | Return On Assets |
The market value of Globalfoundries is measured differently than its book value, which is the value of Globalfoundries that is recorded on the company's balance sheet. Investors also form their own opinion of Globalfoundries' value that differs from its market value or its book value, called intrinsic value, which is Globalfoundries' 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 Globalfoundries' market value can be influenced by many factors that don't directly affect Globalfoundries' 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 Globalfoundries' value and its price as these two are different measures arrived at by different means. Investors typically determine if Globalfoundries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Globalfoundries' 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.
Globalfoundries '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 Globalfoundries' 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 Globalfoundries.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Globalfoundries on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Globalfoundries or generate 0.0% return on investment in Globalfoundries over 90 days. Globalfoundries is related to or competes with NXP Semiconductors, Analog Devices, ON Semiconductor, Lattice Semiconductor, Qorvo, Wolfspeed, and Microchip Technology. GLOBALFOUNDRIES Inc. operates as a semiconductor foundry worldwide More
Globalfoundries 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 Globalfoundries' 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 Globalfoundries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.87 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 5.54 |
Globalfoundries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Globalfoundries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Globalfoundries' standard deviation. In reality, there are many statistical measures that can use Globalfoundries historical prices to predict the future Globalfoundries' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | 0.1092 | |||
| Treynor Ratio | (0.26) |
Globalfoundries Backtested Returns
Globalfoundries holds Efficiency (Sharpe) Ratio of -0.0734, which attests that the entity had a -0.0734 % return per unit of risk over the last 3 months. Globalfoundries exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Globalfoundries' Risk Adjusted Performance of (0.06), standard deviation of 2.75, and Market Risk Adjusted Performance of (0.25) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.92, which attests to possible diversification benefits within a given portfolio. Globalfoundries returns are very sensitive to returns on the market. As the market goes up or down, Globalfoundries is expected to follow. At this point, Globalfoundries has a negative expected return of -0.21%. Please make sure to check out Globalfoundries' skewness, as well as the relationship between the day median price and relative strength index , to decide if Globalfoundries performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Globalfoundries has weak predictability. Overlapping area represents the amount of predictability between Globalfoundries time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Globalfoundries price movement. The serial correlation of 0.22 indicates that over 22.0% of current Globalfoundries price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 6.6 |
Globalfoundries lagged returns against current returns
Autocorrelation, which is Globalfoundries 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 Globalfoundries' stock expected returns. We can calculate the autocorrelation of Globalfoundries returns to help us make a trade decision. For example, suppose you find that Globalfoundries 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 |
Globalfoundries 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 Globalfoundries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Globalfoundries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Globalfoundries stock over time.
Current vs Lagged Prices |
| Timeline |
Globalfoundries Lagged Returns
When evaluating Globalfoundries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Globalfoundries stock have on its future price. Globalfoundries 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, Globalfoundries autocorrelation shows the relationship between Globalfoundries stock current value and its past values and can show if there is a momentum factor associated with investing in Globalfoundries.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Globalfoundries Stock Analysis
When running Globalfoundries' price analysis, check to measure Globalfoundries' 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 Globalfoundries is operating at the current time. Most of Globalfoundries' value examination focuses on studying past and present price action to predict the probability of Globalfoundries' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Globalfoundries' price. Additionally, you may evaluate how the addition of Globalfoundries to your portfolios can decrease your overall portfolio volatility.