Silicon Laboratories Stock Alpha and Beta Analysis
| SLAB Stock | USD 108.78 1.15 1.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silicon Laboratories. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silicon Laboratories over a specified time horizon. Remember, high Silicon Laboratories' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Silicon Laboratories' market risk premium analysis include:
Beta 2.72 | Alpha (0.41) | Risk 2.95 | Sharpe Ratio (0.03) | Expected Return (0.09) |
Silicon Laboratories Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Silicon |
Silicon Laboratories Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silicon Laboratories market risk premium is the additional return an investor will receive from holding Silicon Laboratories long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Silicon Laboratories. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Silicon Laboratories' performance over market.| α | -0.41 | β | 2.72 |
Silicon Laboratories expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Silicon Laboratories' Buy-and-hold return. Our buy-and-hold chart shows how Silicon Laboratories performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silicon Laboratories Market Price Analysis
Market price analysis indicators help investors to evaluate how Silicon Laboratories stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silicon Laboratories shares will generate the highest return on investment. By understating and applying Silicon Laboratories stock market price indicators, traders can identify Silicon Laboratories position entry and exit signals to maximize returns.
Silicon Laboratories Return and Market Media
The median price of Silicon Laboratories for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 112.06 with a coefficient of variation of 4.49. The daily time series for the period is distributed with a sample standard deviation of 4.98, arithmetic mean of 110.9, and mean deviation of 4.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Silicon Laboratories Inc Shares Up 3.18 percent on Sep 13 | 09/13/2024 |
2 | Silicon Labs Q3 Earnings Snapshot | 11/04/2024 |
3 | Vanguard Group Incs Strategic Acquisition in Silicon Laboratories Inc | 11/05/2024 |
4 | Silicon Laboratories Third Quarter 2024 Earnings EPS Beats Expectations | 11/06/2024 |
5 | Silicon Laboratories Faces Financial Risk Amid Credit Agreement Challenges | 11/07/2024 |
6 | Capital Research Global Investors Bolsters Position in Silicon Laboratories Inc | 11/13/2024 |
7 | Pathstone Holdings LLC Has 49.86 Million Position in Silicon Laboratories Inc. | 11/19/2024 |
8 | Silicon Labs keeps steady shares target, buy rating on product development | 11/22/2024 |
About Silicon Laboratories Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Silicon or other stocks. Alpha measures the amount that position in Silicon Laboratories has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2016 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 38.93 | 25.46 | 29.28 | 46.44 | PTB Ratio | 3.28 | 3.39 | 3.9 | 6.51 |
Silicon Laboratories Upcoming Company Events
As portrayed in its financial statements, the presentation of Silicon Laboratories' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Silicon Laboratories' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Silicon Laboratories' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Silicon Laboratories. Please utilize our Beneish M Score to check the likelihood of Silicon Laboratories' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Silicon Laboratories
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Align your risk with return expectations
Check out Silicon Laboratories Backtesting, Silicon Laboratories Valuation, Silicon Laboratories Correlation, Silicon Laboratories Hype Analysis, Silicon Laboratories Volatility, Silicon Laboratories History and analyze Silicon Laboratories Performance. For information on how to trade Silicon Stock refer to our How to Trade Silicon Stock guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
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.