Rambus Inc Stock Market Value
| RMBS Stock | USD 57.81 0.69 1.21% |
| Symbol | Rambus |
Rambus Inc 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 Rambus. If investors know Rambus 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 Rambus 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 (0.52) | Earnings Share 1.61 | Revenue Per Share 4.81 | Quarterly Revenue Growth 0.382 | Return On Assets 0.0808 |
The market value of Rambus Inc is measured differently than its book value, which is the value of Rambus that is recorded on the company's balance sheet. Investors also form their own opinion of Rambus' value that differs from its market value or its book value, called intrinsic value, which is Rambus' 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 Rambus' market value can be influenced by many factors that don't directly affect Rambus' 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 Rambus' value and its price as these two are different measures arrived at by different means. Investors typically determine if Rambus is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rambus' 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.
Rambus '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 Rambus' 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 Rambus.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Rambus on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Rambus Inc or generate 0.0% return on investment in Rambus over 30 days. Rambus is related to or competes with NXP Semiconductors, GSI Technology, MaxLinear, and Texas Instruments. Rambus Inc. provides semiconductor products in the United States, Taiwan, South Korea, Japan, Europe, Canada, Singapore,... More
Rambus 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 Rambus' 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 Rambus Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | 0.0922 | |||
| Maximum Drawdown | 18.63 | |||
| Value At Risk | (4.15) | |||
| Potential Upside | 4.3 |
Rambus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rambus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rambus' standard deviation. In reality, there are many statistical measures that can use Rambus historical prices to predict the future Rambus' volatility.| Risk Adjusted Performance | 0.1064 | |||
| Jensen Alpha | 0.1083 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.1138 | |||
| Treynor Ratio | 0.1654 |
Rambus Inc Backtested Returns
Rambus appears to be very steady, given 3 months investment horizon. Rambus Inc maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17% return per unit of risk over the last 3 months. By analyzing Rambus' technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please evaluate Rambus' Semi Deviation of 2.55, risk adjusted performance of 0.1064, and Coefficient Of Variation of 776.6 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rambus holds a performance score of 13. The company holds a Beta of 2.87, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Rambus will likely underperform. Please check Rambus' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Rambus' historical price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Rambus Inc has good predictability. Overlapping area represents the amount of predictability between Rambus time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rambus Inc price movement. The serial correlation of 0.71 indicates that around 71.0% of current Rambus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 4.68 |
Rambus Inc lagged returns against current returns
Autocorrelation, which is Rambus 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 Rambus' stock expected returns. We can calculate the autocorrelation of Rambus returns to help us make a trade decision. For example, suppose you find that Rambus 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 |
Rambus 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 Rambus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rambus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rambus stock over time.
Current vs Lagged Prices |
| Timeline |
Rambus Lagged Returns
When evaluating Rambus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rambus stock have on its future price. Rambus 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, Rambus autocorrelation shows the relationship between Rambus stock current value and its past values and can show if there is a momentum factor associated with investing in Rambus Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Rambus Stock Analysis
When running Rambus' price analysis, check to measure Rambus' 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 Rambus is operating at the current time. Most of Rambus' value examination focuses on studying past and present price action to predict the probability of Rambus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Rambus' price. Additionally, you may evaluate how the addition of Rambus to your portfolios can decrease your overall portfolio volatility.