Silicon Laboratories Stock Market Value
SLAB Stock | USD 122.37 1.35 1.12% |
Symbol | Silicon |
Silicon Laboratories Price To Book Ratio
Is Silicon Laboratories' industry 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 Silicon Laboratories. If investors know Silicon 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 Silicon Laboratories 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 (0.47) | Earnings Share (3.30) | Revenue Per Share 20.189 | Quarterly Revenue Growth (0.57) | Return On Assets (0.03) |
The market value of Silicon Laboratories is measured differently than its book value, which is the value of Silicon that is recorded on the company's balance sheet. Investors also form their own opinion of Silicon Laboratories' value that differs from its market value or its book value, called intrinsic value, which is Silicon Laboratories' 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 Silicon Laboratories' market value can be influenced by many factors that don't directly affect Silicon Laboratories' 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 Silicon Laboratories' value and its price as these two are different measures arrived at by different means. Investors typically determine if Silicon Laboratories is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silicon Laboratories' 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.
Silicon Laboratories '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 Silicon Laboratories' 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 Silicon Laboratories.
06/14/2022 |
| 05/04/2024 |
If you would invest 0.00 in Silicon Laboratories on June 14, 2022 and sell it all today you would earn a total of 0.00 from holding Silicon Laboratories or generate 0.0% return on investment in Silicon Laboratories over 690 days. Silicon Laboratories is related to or competes with Diodes Incorporated, MACOM Technology, FormFactor, Amkor Technology, Power Integrations, Cirrus Logic, and MaxLinear. Silicon Laboratories Inc., a fabless semiconductor company, provides various analog-intensive mixed-signal solutions in ... More
Silicon Laboratories 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 Silicon Laboratories' 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 Silicon Laboratories upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 2.76 | |||
Information Ratio | (0.01) | |||
Maximum Drawdown | 21.92 | |||
Value At Risk | (4.36) | |||
Potential Upside | 5.16 |
Silicon Laboratories Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silicon Laboratories' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silicon Laboratories' standard deviation. In reality, there are many statistical measures that can use Silicon Laboratories historical prices to predict the future Silicon Laboratories' volatility.Risk Adjusted Performance | 0.0116 | |||
Jensen Alpha | (0.11) | |||
Total Risk Alpha | (0.22) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.0029 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Silicon Laboratories' 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.
Silicon Laboratories Backtested Returns
We consider Silicon Laboratories very steady. Silicon Laboratories owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0249, which indicates the firm had a 0.0249% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Silicon Laboratories, which you can use to evaluate the volatility of the company. Please validate Silicon Laboratories' Coefficient Of Variation of 17824.0, risk adjusted performance of 0.0116, and Semi Deviation of 2.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.0809%. Silicon Laboratories has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 2.67, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Silicon Laboratories will likely underperform. Silicon Laboratories right now has a risk of 3.26%. Please validate Silicon Laboratories semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Silicon Laboratories will be following its existing price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Silicon Laboratories has very weak predictability. Overlapping area represents the amount of predictability between Silicon Laboratories time series from 14th of June 2022 to 25th of May 2023 and 25th of May 2023 to 4th of May 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 Silicon Laboratories price movement. The serial correlation of 0.19 indicates that over 19.0% of current Silicon Laboratories price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.19 | |
Spearman Rank Test | -0.16 | |
Residual Average | 0.0 | |
Price Variance | 322.0 |
Silicon Laboratories lagged returns against current returns
Autocorrelation, which is Silicon Laboratories 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 Silicon Laboratories' stock expected returns. We can calculate the autocorrelation of Silicon Laboratories returns to help us make a trade decision. For example, suppose you find that Silicon Laboratories 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 |
Silicon Laboratories 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 Silicon Laboratories stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silicon Laboratories stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silicon Laboratories stock over time.
Current vs Lagged Prices |
Timeline |
Silicon Laboratories Lagged Returns
When evaluating Silicon Laboratories' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silicon Laboratories stock have on its future price. Silicon Laboratories 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, Silicon Laboratories autocorrelation shows the relationship between Silicon Laboratories stock current value and its past values and can show if there is a momentum factor associated with investing in Silicon Laboratories.
Regressed Prices |
Timeline |
Silicon Laboratories Investors Sentiment
The influence of Silicon Laboratories' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Silicon. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Silicon Laboratories' public news can be used to forecast risks associated with an investment in Silicon. The trend in average sentiment can be used to explain how an investor holding Silicon can time the market purely based on public headlines and social activities around Silicon Laboratories. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Silicon Laboratories' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Silicon Laboratories' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Silicon Laboratories' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Silicon Laboratories.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Silicon Laboratories in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Silicon Laboratories' short interest history, or implied volatility extrapolated from Silicon Laboratories options trading.
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Check out Silicon Laboratories Correlation, Silicon Laboratories Volatility and Silicon Laboratories Alpha and Beta module to complement your research on Silicon Laboratories. For information on how to trade Silicon Stock refer to our How to Trade Silicon Stock guide.Note that the Silicon Laboratories information on this page should be used as a complementary analysis to other Silicon Laboratories' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Silicon Stock analysis
When running Silicon Laboratories' price analysis, check to measure Silicon Laboratories' 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 Silicon Laboratories is operating at the current time. Most of Silicon Laboratories' value examination focuses on studying past and present price action to predict the probability of Silicon Laboratories' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silicon Laboratories' price. Additionally, you may evaluate how the addition of Silicon Laboratories to your portfolios can decrease your overall portfolio volatility.
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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.