Silicom Stock Market Value
| SILC Stock | USD 13.31 1.49 10.07% |
| Symbol | Silicom |
Silicom Price To Book Ratio
Is Communications 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 Silicom. If investors know Silicom 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 Silicom 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 (0.80) | Earnings Share (6.45) | Revenue Per Share 10.059 | Quarterly Revenue Growth (0.51) | Return On Assets (0.06) |
The market value of Silicom is measured differently than its book value, which is the value of Silicom that is recorded on the company's balance sheet. Investors also form their own opinion of Silicom's value that differs from its market value or its book value, called intrinsic value, which is Silicom's 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 Silicom's market value can be influenced by many factors that don't directly affect Silicom's 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 Silicom's value and its price as these two are different measures arrived at by different means. Investors typically determine if Silicom is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silicom's 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.
Silicom '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 Silicom'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 Silicom.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Silicom on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Silicom or generate 0.0% return on investment in Silicom over 570 days. Silicom is related to or competes with Ituran Location, Sapiens International, Allot Communications, Radcom, and Nova. Silicom Ltd., together with its subsidiaries, designs, manufactures, markets, and supports networking and data infrastru... More
Silicom 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 Silicom'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 Silicom upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.1 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 3.93 |
Silicom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silicom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silicom's standard deviation. In reality, there are many statistical measures that can use Silicom historical prices to predict the future Silicom's volatility.| Risk Adjusted Performance | 0.0274 | |||
| Jensen Alpha | 0.0106 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1403 |
Silicom Backtested Returns
At this point, Silicom is not too volatile. Silicom owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0181, which indicates the firm had a 0.0181% return per unit of risk over the last 3 months. We have found thirty technical indicators for Silicom, which you can use to evaluate the volatility of the company. Please validate Silicom's Semi Deviation of 2.5, risk adjusted performance of 0.0274, and Coefficient Of Variation of 3761.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0486%. Silicom has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Silicom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Silicom is expected to be smaller as well. Silicom right now has a risk of 2.68%. Please validate Silicom treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Silicom will be following its existing price patterns.
Auto-correlation | 0.69 |
Good predictability
Silicom has good predictability. Overlapping area represents the amount of predictability between Silicom time series from 9th of May 2023 to 18th of February 2024 and 18th of February 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 Silicom price movement. The serial correlation of 0.69 indicates that around 69.0% of current Silicom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Silicom lagged returns against current returns
Autocorrelation, which is Silicom 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 Silicom's stock expected returns. We can calculate the autocorrelation of Silicom returns to help us make a trade decision. For example, suppose you find that Silicom 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 |
Silicom 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 Silicom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silicom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silicom stock over time.
Current vs Lagged Prices |
| Timeline |
Silicom Lagged Returns
When evaluating Silicom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silicom stock have on its future price. Silicom 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, Silicom autocorrelation shows the relationship between Silicom stock current value and its past values and can show if there is a momentum factor associated with investing in Silicom.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Silicom offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Silicom's 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 Silicom Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Silicom Stock:Check out Silicom Correlation, Silicom Volatility and Silicom Alpha and Beta module to complement your research on Silicom. For information on how to trade Silicom Stock refer to our How to Trade Silicom Stock guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Silicom 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.