Silicon Laboratories Stock Market Value
| SLAB Stock | USD 124.25 3.27 2.70% |
| Symbol | Silicon |
Silicon Laboratories 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 Silicon Laboratories. If investors know Silicon 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 Silicon Laboratories 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 (0.47) | Earnings Share (5.93) | Revenue Per Share | Quarterly Revenue Growth 0.914 | Return On Assets |
The market value of Silicon Laboratories is measured differently than its book value, which is the value of Silicon that is recorded on the company's balance sheet. Investors also form their own opinion of Silicon Laboratories' value that differs from its market value or its book value, called intrinsic value, which is Silicon Laboratories' 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 Silicon Laboratories' market value can be influenced by many factors that don't directly affect Silicon Laboratories' 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 Silicon Laboratories' value and its price as these two are different measures arrived at by different means. Investors typically determine if Silicon Laboratories is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silicon Laboratories' 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.
Silicon Laboratories '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 Laboratories' 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 Laboratories.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Silicon Laboratories on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Silicon Laboratories or generate 0.0% return on investment in Silicon Laboratories over 90 days. Silicon Laboratories is related to or competes with Diodes Incorporated, MACOM Technology, FormFactor, Amkor Technology, Power Integrations, Cirrus Logic, and MaxLinear. Silicon Laboratories Inc., a fabless semiconductor company, provides various analog-intensive mixed-signal solutions in ... More
Silicon Laboratories 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 Laboratories' 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 Laboratories upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0841 | |||
| Maximum Drawdown | 16.6 | |||
| Value At Risk | (4.70) | |||
| Potential Upside | 3.94 |
Silicon Laboratories Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silicon Laboratories' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silicon Laboratories' standard deviation. In reality, there are many statistical measures that can use Silicon Laboratories historical prices to predict the future Silicon Laboratories' volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.2664 | |||
| Total Risk Alpha | 0.4802 | |||
| Sortino Ratio | 0.084 | |||
| Treynor Ratio | 0.1004 |
Silicon Laboratories Backtested Returns
Silicon Laboratories owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0191, which indicates the firm had a -0.0191 % return per unit of risk over the last 3 months. Silicon Laboratories exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Silicon Laboratories' Semi Deviation of 2.7, coefficient of variation of 2043.72, and Risk Adjusted Performance of 0.0495 to confirm the risk estimate we provide. The entity has a beta of 1.27, which indicates 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, Silicon Laboratories will likely underperform. At this point, Silicon Laboratories has a negative expected return of -0.0519%. Please make sure to validate Silicon Laboratories' semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Silicon Laboratories performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Silicon Laboratories has weak reverse predictability. Overlapping area represents the amount of predictability between Silicon Laboratories 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 Silicon Laboratories price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Silicon Laboratories price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 72.55 |
Silicon Laboratories lagged returns against current returns
Autocorrelation, which is Silicon Laboratories 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 Laboratories' stock expected returns. We can calculate the autocorrelation of Silicon Laboratories returns to help us make a trade decision. For example, suppose you find that Silicon Laboratories 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 |
Silicon Laboratories 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 Laboratories stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silicon Laboratories stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silicon Laboratories stock over time.
Current vs Lagged Prices |
| Timeline |
Silicon Laboratories Lagged Returns
When evaluating Silicon Laboratories' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silicon Laboratories stock have on its future price. Silicon Laboratories 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 Laboratories autocorrelation shows the relationship between Silicon Laboratories stock current value and its past values and can show if there is a momentum factor associated with investing in Silicon Laboratories.
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.When determining whether Silicon Laboratories offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Silicon Laboratories' 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 Silicon Laboratories Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Silicon Laboratories Stock:Check out Silicon Laboratories Correlation, Silicon Laboratories Volatility and Silicon Laboratories Alpha and Beta module to complement your research on Silicon Laboratories. For information on how to trade Silicon Stock refer to our How to Trade Silicon Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Silicon Laboratories 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.