Macom Technology Solutions Stock Market Value
| MTSI Stock | USD 116.31 2.96 2.48% |
| Symbol | MACOM |
MACOM Technology Sol 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 MACOM Technology. If investors know MACOM 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 MACOM Technology 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 0.141 | Earnings Share (1.43) | Revenue Per Share | Quarterly Revenue Growth 0.388 | Return On Assets |
The market value of MACOM Technology Sol is measured differently than its book value, which is the value of MACOM that is recorded on the company's balance sheet. Investors also form their own opinion of MACOM Technology's value that differs from its market value or its book value, called intrinsic value, which is MACOM Technology'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 MACOM Technology's market value can be influenced by many factors that don't directly affect MACOM Technology'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 MACOM Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if MACOM Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MACOM Technology'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.
MACOM Technology '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 MACOM Technology'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 MACOM Technology.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in MACOM Technology on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding MACOM Technology Solutions or generate 0.0% return on investment in MACOM Technology over 30 days. MACOM Technology is related to or competes with Power Integrations, Diodes Incorporated, Cirrus Logic, Amkor Technology, Silicon Laboratories, FormFactor, and Silicon Motion. MACOM Technology Solutions Holdings, Inc., together with its subsidiaries, designs and manufactures analog semiconductor... More
MACOM Technology 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 MACOM Technology'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 MACOM Technology Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 20.65 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 3.35 |
MACOM Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MACOM Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MACOM Technology's standard deviation. In reality, there are many statistical measures that can use MACOM Technology historical prices to predict the future MACOM Technology's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MACOM Technology'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.
MACOM Technology Sol Backtested Returns
MACOM Technology Sol retains Efficiency (Sharpe Ratio) of -0.0627, which conveys that the company had a -0.0627 % return per unit of risk over the last 3 months. MACOM Technology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MACOM Technology's Coefficient Of Variation of (6,120), mean deviation of 1.93, and Market Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.98, which conveys possible diversification benefits within a given portfolio. MACOM Technology returns are very sensitive to returns on the market. As the market goes up or down, MACOM Technology is expected to follow. At this point, MACOM Technology Sol has a negative expected return of -0.18%. Please make sure to verify MACOM Technology's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if MACOM Technology Sol performance from the past will be repeated in the future.
Auto-correlation | 0.24 |
Weak predictability
MACOM Technology Solutions has weak predictability. Overlapping area represents the amount of predictability between MACOM Technology time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 MACOM Technology Sol price movement. The serial correlation of 0.24 indicates that over 24.0% of current MACOM Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 5.59 |
MACOM Technology Sol lagged returns against current returns
Autocorrelation, which is MACOM Technology 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 MACOM Technology's stock expected returns. We can calculate the autocorrelation of MACOM Technology returns to help us make a trade decision. For example, suppose you find that MACOM Technology 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 |
MACOM Technology 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 MACOM Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MACOM Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MACOM Technology stock over time.
Current vs Lagged Prices |
| Timeline |
MACOM Technology Lagged Returns
When evaluating MACOM Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MACOM Technology stock have on its future price. MACOM Technology 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, MACOM Technology autocorrelation shows the relationship between MACOM Technology stock current value and its past values and can show if there is a momentum factor associated with investing in MACOM Technology Solutions.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MACOM Technology Sol offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MACOM Technology'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 Macom Technology Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Macom Technology Solutions Stock:Check out MACOM Technology Correlation, MACOM Technology Volatility and MACOM Technology Alpha and Beta module to complement your research on MACOM Technology. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
MACOM Technology 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.