Power Integrations Stock Market Value
| POWI Stock | USD 57.25 1.16 2.07% |
| Symbol | Power |
Power Integrations 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 Power Integrations. If investors know Power 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 Power Integrations 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 (0.36) | Dividend Share 0.81 | Earnings Share 0.56 | Revenue Per Share | Quarterly Revenue Growth 0.176 |
The market value of Power Integrations is measured differently than its book value, which is the value of Power that is recorded on the company's balance sheet. Investors also form their own opinion of Power Integrations' value that differs from its market value or its book value, called intrinsic value, which is Power Integrations' 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 Power Integrations' market value can be influenced by many factors that don't directly affect Power Integrations' 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 Power Integrations' value and its price as these two are different measures arrived at by different means. Investors typically determine if Power Integrations is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Power Integrations' 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.
Power Integrations '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 Power Integrations' 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 Power Integrations.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Power Integrations on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Power Integrations or generate 0.0% return on investment in Power Integrations over 90 days. Power Integrations is related to or competes with Diodes Incorporated, MACOM Technology, Cirrus Logic, Amkor Technology, Silicon Laboratories, MaxLinear, and NLIGHT. Power Integrations, Inc. designs, develops, manufactures, and markets analog and mixed-signal integrated circuits , and ... More
Power Integrations 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 Power Integrations' 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 Power Integrations upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.8 | |||
| Value At Risk | (4.06) | |||
| Potential Upside | 3.78 |
Power Integrations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Power Integrations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Power Integrations' standard deviation. In reality, there are many statistical measures that can use Power Integrations historical prices to predict the future Power Integrations' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.1896 | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Power Integrations' 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.
Power Integrations Backtested Returns
Power Integrations maintains Sharpe Ratio (i.e., Efficiency) of -0.0671, which implies the firm had a -0.0671 % return per unit of risk over the last 3 months. Power Integrations exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Power Integrations' Risk Adjusted Performance of (0.03), coefficient of variation of (2,219), and Variance of 6.2 to confirm the risk estimate we provide. The company holds a Beta of 1.0, which implies possible diversification benefits within a given portfolio. Power Integrations returns are very sensitive to returns on the market. As the market goes up or down, Power Integrations is expected to follow. At this point, Power Integrations has a negative expected return of -0.17%. Please make sure to check Power Integrations' potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if Power Integrations performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Power Integrations has insignificant reverse predictability. Overlapping area represents the amount of predictability between Power Integrations time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Power Integrations price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Power Integrations price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 5.98 |
Power Integrations lagged returns against current returns
Autocorrelation, which is Power Integrations 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 Power Integrations' stock expected returns. We can calculate the autocorrelation of Power Integrations returns to help us make a trade decision. For example, suppose you find that Power Integrations 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 |
Power Integrations 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 Power Integrations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Power Integrations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Power Integrations stock over time.
Current vs Lagged Prices |
| Timeline |
Power Integrations Lagged Returns
When evaluating Power Integrations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Power Integrations stock have on its future price. Power Integrations 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, Power Integrations autocorrelation shows the relationship between Power Integrations stock current value and its past values and can show if there is a momentum factor associated with investing in Power Integrations.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Power Integrations offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Power Integrations' 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 Power Integrations Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Power Integrations Stock:Check out Power Integrations Correlation, Power Integrations Volatility and Power Integrations Alpha and Beta module to complement your research on Power Integrations. For more detail on how to invest in Power Stock please use our How to Invest in Power Integrations guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Power Integrations 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.