Intevac Stock Market Value
| IVAC Stock | USD 4.03 0.01 0.25% |
| Symbol | Intevac |
Intevac Price To Book Ratio
Is Technology Hardware, Storage & Peripherals 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 Intevac. If investors know Intevac 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 Intevac 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 41.156 | Earnings Share (1.53) | Revenue Per Share | Quarterly Revenue Growth (0.12) | Return On Assets |
The market value of Intevac is measured differently than its book value, which is the value of Intevac that is recorded on the company's balance sheet. Investors also form their own opinion of Intevac's value that differs from its market value or its book value, called intrinsic value, which is Intevac'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 Intevac's market value can be influenced by many factors that don't directly affect Intevac'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 Intevac's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intevac is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intevac'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.
Intevac '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 Intevac'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 Intevac.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Intevac on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Intevac or generate 0.0% return on investment in Intevac over 90 days. Intevac is related to or competes with Innovative Solutions, Heidrick Struggles, ICF International, PDF Solutions, and IRIDEX. Intevac, Inc., together with its subsidiaries, designs and develops thin-film processing systems primarily in the United... More
Intevac 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 Intevac'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 Intevac upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.2102 | |||
| Maximum Drawdown | 25.62 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 4.55 |
Intevac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intevac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intevac's standard deviation. In reality, there are many statistical measures that can use Intevac historical prices to predict the future Intevac's volatility.| Risk Adjusted Performance | 0.1583 | |||
| Jensen Alpha | 0.6542 | |||
| Total Risk Alpha | 1.31 | |||
| Sortino Ratio | 0.5741 | |||
| Treynor Ratio | (1.65) |
Intevac Backtested Returns
Intevac appears to be slightly risky, given 3 months investment horizon. Intevac holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intevac, which you can use to evaluate the volatility of the firm. Please utilize Intevac's Downside Deviation of 1.45, risk adjusted performance of 0.1583, and Market Risk Adjusted Performance of (1.64) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intevac holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Intevac are expected to decrease at a much lower rate. During the bear market, Intevac is likely to outperform the market. Please check Intevac's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Intevac's current trending patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Intevac has good predictability. Overlapping area represents the amount of predictability between Intevac time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Intevac price movement. The serial correlation of 0.69 indicates that around 69.0% of current Intevac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Intevac lagged returns against current returns
Autocorrelation, which is Intevac 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 Intevac's stock expected returns. We can calculate the autocorrelation of Intevac returns to help us make a trade decision. For example, suppose you find that Intevac 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 |
Intevac 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 Intevac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intevac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intevac stock over time.
Current vs Lagged Prices |
| Timeline |
Intevac Lagged Returns
When evaluating Intevac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intevac stock have on its future price. Intevac 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, Intevac autocorrelation shows the relationship between Intevac stock current value and its past values and can show if there is a momentum factor associated with investing in Intevac.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Intevac offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Intevac's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Intevac Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Intevac Stock:Check out Intevac Correlation, Intevac Volatility and Intevac Alpha and Beta module to complement your research on Intevac. For information on how to trade Intevac Stock refer to our How to Trade Intevac Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Intevac 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.