Mks Instruments Stock Market Value
| MKSI Stock | USD 113.15 0.79 0.70% |
| Symbol | MKS |
MKS Instruments 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 MKS Instruments. If investors know MKS 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 MKS Instruments 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 0.586 | Dividend Share 0.88 | Earnings Share 0.46 | Revenue Per Share 52.817 | Quarterly Revenue Growth (0.04) |
The market value of MKS Instruments is measured differently than its book value, which is the value of MKS that is recorded on the company's balance sheet. Investors also form their own opinion of MKS Instruments' value that differs from its market value or its book value, called intrinsic value, which is MKS Instruments' 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 MKS Instruments' market value can be influenced by many factors that don't directly affect MKS Instruments' 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 MKS Instruments' value and its price as these two are different measures arrived at by different means. Investors typically determine if MKS Instruments is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MKS Instruments' 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.
MKS Instruments '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 MKS Instruments' 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 MKS Instruments.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in MKS Instruments on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding MKS Instruments or generate 0.0% return on investment in MKS Instruments over 30 days. MKS Instruments is related to or competes with Vontier Corp, Teledyne Technologies, ESCO Technologies, Sensata Technologies, Coherent, Mesa Laboratories, and Vishay Precision. MKS Instruments, Inc. provides instruments, systems, subsystems, and process control solutions that measure, monitor, de... More
MKS Instruments 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 MKS Instruments' 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 MKS Instruments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.54 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 4.95 |
MKS Instruments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MKS Instruments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MKS Instruments' standard deviation. In reality, there are many statistical measures that can use MKS Instruments historical prices to predict the future MKS Instruments' volatility.| Risk Adjusted Performance | 0.005 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MKS Instruments' 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.
MKS Instruments Backtested Returns
MKS Instruments has Sharpe Ratio of -0.0089, which conveys that the firm had a -0.0089% return per unit of standard deviation over the last 3 months. MKS Instruments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MKS Instruments' Market Risk Adjusted Performance of (0.32), mean deviation of 2.2, and Risk Adjusted Performance of 0.005 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0617, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MKS Instruments' returns are expected to increase less than the market. However, during the bear market, the loss of holding MKS Instruments is expected to be smaller as well. At this point, MKS Instruments has a negative expected return of -0.0287%. Please make sure to verify MKS Instruments' maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if MKS Instruments performance from the past will be repeated at future time.
Auto-correlation | 0.82 |
Very good predictability
MKS Instruments has very good predictability. Overlapping area represents the amount of predictability between MKS Instruments time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 MKS Instruments price movement. The serial correlation of 0.82 indicates that around 82.0% of current MKS Instruments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 10.07 |
MKS Instruments lagged returns against current returns
Autocorrelation, which is MKS Instruments 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 MKS Instruments' stock expected returns. We can calculate the autocorrelation of MKS Instruments returns to help us make a trade decision. For example, suppose you find that MKS Instruments 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 |
MKS Instruments 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 MKS Instruments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MKS Instruments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MKS Instruments stock over time.
Current vs Lagged Prices |
| Timeline |
MKS Instruments Lagged Returns
When evaluating MKS Instruments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MKS Instruments stock have on its future price. MKS Instruments 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, MKS Instruments autocorrelation shows the relationship between MKS Instruments stock current value and its past values and can show if there is a momentum factor associated with investing in MKS Instruments.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MKS Instruments offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MKS Instruments' 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 Mks Instruments Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mks Instruments Stock:Check out MKS Instruments Correlation, MKS Instruments Volatility and MKS Instruments Alpha and Beta module to complement your research on MKS Instruments. For more detail on how to invest in MKS Stock please use our How to Invest in MKS Instruments guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
MKS Instruments 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.