Silicon Motion (Germany) Performance
| S9M Stock | 49.80 1.20 2.35% |
The entity has a beta of -0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Silicon Motion are expected to decrease at a much lower rate. During the bear market, Silicon Motion is likely to outperform the market. At this point, Silicon Motion Technology has a negative expected return of -0.0847%. Please make sure to validate Silicon Motion's value at risk, rate of daily change, relative strength index, as well as the relationship between the kurtosis and market facilitation index , to decide if Silicon Motion Technology performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Silicon Motion Technology has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Silicon Motion is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 415.5 M | |
| Free Cash Flow | 51 M |
Silicon |
Silicon Motion Relative Risk vs. Return Landscape
If you would invest 5,350 in Silicon Motion Technology on December 27, 2024 and sell it today you would lose (370.00) from holding Silicon Motion Technology or give up 6.92% of portfolio value over 90 days. Silicon Motion Technology is generating negative expected returns and assumes 2.4974% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Silicon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Silicon Motion Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silicon Motion's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Silicon Motion Technology, and traders can use it to determine the average amount a Silicon Motion's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0339
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | S9M |
Estimated Market Risk
| 2.5 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Silicon Motion is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Silicon Motion by adding Silicon Motion to a well-diversified portfolio.
Silicon Motion Fundamentals Growth
Silicon Stock prices reflect investors' perceptions of the future prospects and financial health of Silicon Motion, and Silicon Motion fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Silicon Stock performance.
| Current Valuation | 1.73 B | |||
| Price To Book | 3.11 X | |||
| Price To Sales | 2.19 X | |||
| Revenue | 945.92 M | |||
| EBITDA | 233.25 M | |||
| Cash Flow From Operations | 83.75 M | |||
| Total Asset | 961.25 M | |||
About Silicon Motion Performance
Assessing Silicon Motion's fundamental ratios provides investors with valuable insights into Silicon Motion's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Silicon Motion is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Silicon Motion Technology performance evaluation
Checking the ongoing alerts about Silicon Motion for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Silicon Motion Technology help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Silicon Motion generated a negative expected return over the last 90 days |
- Analyzing Silicon Motion's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Silicon Motion's stock is overvalued or undervalued compared to its peers.
- Examining Silicon Motion's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Silicon Motion's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Silicon Motion's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Silicon Motion's stock. These opinions can provide insight into Silicon Motion's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Silicon Stock Analysis
When running Silicon Motion's price analysis, check to measure Silicon Motion's 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 Silicon Motion is operating at the current time. Most of Silicon Motion's value examination focuses on studying past and present price action to predict the probability of Silicon Motion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silicon Motion's price. Additionally, you may evaluate how the addition of Silicon Motion to your portfolios can decrease your overall portfolio volatility.