Be Semiconductor Industries Stock Market Value
| BESVF Stock | USD 118.20 2.50 2.07% |
| Symbol | BESVF |
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 pink sheet 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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in BE Semiconductor on October 30, 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 Disco Corp, Asm Pacific, Sumco Corp, Lasertec, Photronics, Axcelis Technologies, and Entegris. 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 pink sheet 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.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 22.91 | |||
| Value At Risk | (3.86) | |||
| Potential Upside | 3.35 |
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 | (0.03) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BE Semiconductor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
BE Semiconductor Ind Backtested Returns
BE Semiconductor Ind retains Efficiency (Sharpe Ratio) of -0.0099, which signifies that the company had a -0.0099% return per unit of price deviation over the last 3 months. BE Semiconductor exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BE Semiconductor's Market Risk Adjusted Performance of (0.29), information ratio of (0.09), and Variance of 10.1 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.61, 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. At this point, BE Semiconductor Ind has a negative expected return of -0.0299%. Please make sure to confirm BE Semiconductor's information ratio, as well as the relationship between the potential upside and day median price , to decide if BE Semiconductor Ind performance from the past will be repeated sooner or later.
Auto-correlation | -0.28 |
Weak reverse predictability
BE Semiconductor Industries has weak reverse predictability. Overlapping area represents the amount of predictability between BE Semiconductor time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 -0.28 indicates that nearly 28.0% of current BE Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2.53 |
BE Semiconductor Ind lagged returns against current returns
Autocorrelation, which is BE Semiconductor pink sheet'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 pink sheet 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 pink sheet 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BE Semiconductor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BE Semiconductor pink sheet over time.
Current vs Lagged Prices |
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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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in BESVF Pink Sheet
BE Semiconductor financial ratios help investors to determine whether BESVF Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BESVF with respect to the benefits of owning BE Semiconductor security.