BE Semiconductor (Netherlands) Market Value
| BESI Stock | EUR 126.70 1.50 1.20% |
| Symbol | BESI |
BE Semiconductor '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 BE Semiconductor's 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 BE Semiconductor.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in BE Semiconductor on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding BE Semiconductor Industries or generate 0.0% return on investment in BE Semiconductor over 30 days. BE Semiconductor is related to or competes with Adyen NV, Prosus NV, Koninklijke Philips, Koninklijke Ahold, and ING Groep. BE Semiconductor Industries N.V. develops, manufactures, markets, sells, and services semiconductor assembly equipment f... More
BE Semiconductor 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 BE Semiconductor's 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 BE Semiconductor Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 15.4 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 5.0 |
BE Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BE Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BE Semiconductor's standard deviation. In reality, there are many statistical measures that can use BE Semiconductor historical prices to predict the future BE Semiconductor's volatility.| Risk Adjusted Performance | 0.0879 | |||
| Jensen Alpha | 0.2572 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0623 | |||
| Treynor Ratio | 0.7462 |
BE Semiconductor Ind Backtested Returns
BE Semiconductor appears to be very steady, given 3 months investment horizon. BE Semiconductor Ind retains Efficiency (Sharpe Ratio) of 0.0831, which signifies that the company had a 0.0831% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for BE Semiconductor, which you can use to evaluate the volatility of the firm. Please makes use of BE Semiconductor's Standard Deviation of 2.82, coefficient of variation of 897.44, and Market Risk Adjusted Performance of 0.7562 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BE Semiconductor holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BE Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding BE Semiconductor is expected to be smaller as well. Please check BE Semiconductor's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether BE Semiconductor's current price history will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
BE Semiconductor Industries has modest reverse predictability. Overlapping area represents the amount of predictability between BE Semiconductor time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 BE Semiconductor Ind price movement. The serial correlation of -0.44 indicates that just about 44.0% of current BE Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 41.44 |
BE Semiconductor Ind lagged returns against current returns
Autocorrelation, which is BE Semiconductor 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 BE Semiconductor's stock expected returns. We can calculate the autocorrelation of BE Semiconductor returns to help us make a trade decision. For example, suppose you find that BE Semiconductor 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 |
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BE Semiconductor 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 BE Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BE Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BE Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
BE Semiconductor Lagged Returns
When evaluating BE Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BE Semiconductor stock have on its future price. BE Semiconductor 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, BE Semiconductor autocorrelation shows the relationship between BE Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in BE Semiconductor Industries.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for BESI Stock Analysis
When running BE Semiconductor's price analysis, check to measure BE Semiconductor'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 BE Semiconductor is operating at the current time. Most of BE Semiconductor's value examination focuses on studying past and present price action to predict the probability of BE Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BE Semiconductor's price. Additionally, you may evaluate how the addition of BE Semiconductor to your portfolios can decrease your overall portfolio volatility.