NXP Semiconductors (Brazil) Market Value
| N1XP34 Stock | BRL 682.13 22.02 3.13% |
| Symbol | NXP |
NXP Semiconductors '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 NXP Semiconductors' 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 NXP Semiconductors.
| 06/01/2024 |
| 02/26/2025 |
If you would invest 0.00 in NXP Semiconductors on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding NXP Semiconductors NV or generate 0.0% return on investment in NXP Semiconductors over 270 days. NXP Semiconductors is related to or competes with United States, Paycom Software, and Hospital Mater. NXP Semiconductors N.V. offers various semiconductor products More
NXP Semiconductors 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 NXP Semiconductors' 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 NXP Semiconductors NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.81 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 12.85 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.99 |
NXP Semiconductors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NXP Semiconductors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NXP Semiconductors' standard deviation. In reality, there are many statistical measures that can use NXP Semiconductors historical prices to predict the future NXP Semiconductors' volatility.| Risk Adjusted Performance | 0.0411 | |||
| Jensen Alpha | 0.1075 | |||
| Total Risk Alpha | 0.0881 | |||
| Sortino Ratio | 0.0355 | |||
| Treynor Ratio | (0.19) |
NXP Semiconductors Backtested Returns
At this point, NXP Semiconductors is very steady. NXP Semiconductors has Sharpe Ratio of 0.0129, which conveys that the firm had a 0.0129 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for NXP Semiconductors, which you can use to evaluate the volatility of the firm. Please verify NXP Semiconductors' risk adjusted performance of 0.0411, and Mean Deviation of 1.56 to check out if the risk estimate we provide is consistent with the expected return of 0.0319%. NXP Semiconductors has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.56, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NXP Semiconductors are expected to decrease at a much lower rate. During the bear market, NXP Semiconductors is likely to outperform the market. NXP Semiconductors presently secures a risk of 2.48%. Please verify NXP Semiconductors NV treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if NXP Semiconductors NV will be following its current price movements.
Auto-correlation | 0.55 |
Modest predictability
NXP Semiconductors NV has modest predictability. Overlapping area represents the amount of predictability between NXP Semiconductors time series from 1st of June 2024 to 14th of October 2024 and 14th of October 2024 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 NXP Semiconductors price movement. The serial correlation of 0.55 indicates that about 55.0% of current NXP Semiconductors price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 591.6 |
NXP Semiconductors lagged returns against current returns
Autocorrelation, which is NXP Semiconductors 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 NXP Semiconductors' stock expected returns. We can calculate the autocorrelation of NXP Semiconductors returns to help us make a trade decision. For example, suppose you find that NXP Semiconductors 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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NXP Semiconductors 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 NXP Semiconductors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NXP Semiconductors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NXP Semiconductors stock over time.
Current vs Lagged Prices |
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NXP Semiconductors Lagged Returns
When evaluating NXP Semiconductors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NXP Semiconductors stock have on its future price. NXP Semiconductors 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, NXP Semiconductors autocorrelation shows the relationship between NXP Semiconductors stock current value and its past values and can show if there is a momentum factor associated with investing in NXP Semiconductors NV.
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.Additional Information and Resources on Investing in NXP Stock
When determining whether NXP Semiconductors offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NXP Semiconductors' 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 Nxp Semiconductors Nv Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nxp Semiconductors Nv Stock:Check out NXP Semiconductors Correlation, NXP Semiconductors Volatility and NXP Semiconductors Alpha and Beta module to complement your research on NXP Semiconductors. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
NXP Semiconductors 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.