SILICON LABORATOR (Germany) Market Value
| LA5 Stock | 120.00 1.00 0.83% |
| Symbol | SILICON |
SILICON LABORATOR '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 SILICON LABORATOR'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 SILICON LABORATOR.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in SILICON LABORATOR on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding SILICON LABORATOR or generate 0.0% return on investment in SILICON LABORATOR over 60 days. SILICON LABORATOR is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
SILICON LABORATOR 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 SILICON LABORATOR'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 SILICON LABORATOR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.087 | |||
| Maximum Drawdown | 10.46 | |||
| Value At Risk | (3.31) | |||
| Potential Upside | 5.88 |
SILICON LABORATOR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SILICON LABORATOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SILICON LABORATOR's standard deviation. In reality, there are many statistical measures that can use SILICON LABORATOR historical prices to predict the future SILICON LABORATOR's volatility.| Risk Adjusted Performance | 0.0845 | |||
| Jensen Alpha | 0.2499 | |||
| Total Risk Alpha | 0.1985 | |||
| Sortino Ratio | 0.0983 | |||
| Treynor Ratio | (0.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SILICON LABORATOR'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.
SILICON LABORATOR Backtested Returns
SILICON LABORATOR appears to be very steady, given 3 months investment horizon. SILICON LABORATOR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SILICON LABORATOR, which you can use to evaluate the volatility of the company. Please review SILICON LABORATOR's risk adjusted performance of 0.0845, and Coefficient Of Variation of 1045.56 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SILICON LABORATOR holds a performance score of 8. The entity has a beta of -0.98, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning SILICON LABORATOR are expected to decrease slowly. On the other hand, during market turmoil, SILICON LABORATOR is expected to outperform it slightly. Please check SILICON LABORATOR's jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether SILICON LABORATOR's existing price patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
SILICON LABORATOR has very weak reverse predictability. Overlapping area represents the amount of predictability between SILICON LABORATOR time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 SILICON LABORATOR price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current SILICON LABORATOR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 40.56 |
SILICON LABORATOR lagged returns against current returns
Autocorrelation, which is SILICON LABORATOR 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 SILICON LABORATOR's stock expected returns. We can calculate the autocorrelation of SILICON LABORATOR returns to help us make a trade decision. For example, suppose you find that SILICON LABORATOR 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 |
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SILICON LABORATOR 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 SILICON LABORATOR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SILICON LABORATOR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SILICON LABORATOR stock over time.
Current vs Lagged Prices |
| Timeline |
SILICON LABORATOR Lagged Returns
When evaluating SILICON LABORATOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SILICON LABORATOR stock have on its future price. SILICON LABORATOR 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, SILICON LABORATOR autocorrelation shows the relationship between SILICON LABORATOR stock current value and its past values and can show if there is a momentum factor associated with investing in SILICON LABORATOR.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SILICON Stock Analysis
When running SILICON LABORATOR's price analysis, check to measure SILICON LABORATOR's 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 SILICON LABORATOR is operating at the current time. Most of SILICON LABORATOR's value examination focuses on studying past and present price action to predict the probability of SILICON LABORATOR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SILICON LABORATOR's price. Additionally, you may evaluate how the addition of SILICON LABORATOR to your portfolios can decrease your overall portfolio volatility.