Applied Opt Stock Market Value
| AAOI Stock | USD 28.66 1.97 7.38% |
| Symbol | Applied |
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 Applied Opt. If investors know Applied 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 Applied Opt listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (4.08) | Revenue Per Share 6.94 | Quarterly Revenue Growth 1.455 | Return On Assets (0.07) | Return On Equity |
The market value of Applied Opt is measured differently than its book value, which is the value of Applied that is recorded on the company's balance sheet. Investors also form their own opinion of Applied Opt's value that differs from its market value or its book value, called intrinsic value, which is Applied Opt'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 Applied Opt's market value can be influenced by many factors that don't directly affect Applied Opt'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 Applied Opt's value and its price as these two are different measures arrived at by different means. Investors typically determine if Applied Opt is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Applied Opt'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.
Applied Opt '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 Applied Opt'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 Applied Opt.
| 04/06/2025 |
| 07/05/2025 |
If you would invest 0.00 in Applied Opt on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Applied Opt or generate 0.0% return on investment in Applied Opt over 90 days. Applied Opt is related to or competes with IPG Photonics, Eldorado Gold, Avient Corp, Western Copper, Copa Holdings, and Morgan Advanced. Applied Optoelectronics, Inc. designs, manufactures, and sells various fiber-optic networking products worldwide More
Applied Opt 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 Applied Opt'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 Applied Opt upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.89 | |||
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 45.13 | |||
| Value At Risk | (9.97) | |||
| Potential Upside | 17.82 |
Applied Opt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Opt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Opt's standard deviation. In reality, there are many statistical measures that can use Applied Opt historical prices to predict the future Applied Opt's volatility.| Risk Adjusted Performance | 0.2563 | |||
| Jensen Alpha | 0.9142 | |||
| Total Risk Alpha | 0.7532 | |||
| Sortino Ratio | 0.1714 | |||
| Treynor Ratio | 0.3537 |
Applied Opt Backtested Returns
Applied Opt is somewhat reliable given 3 months investment horizon. Applied Opt secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.82% are justified by taking the suggested risk. Use Applied Opt Mean Deviation of 6.08, risk adjusted performance of 0.2563, and Downside Deviation of 6.89 to evaluate company specific risk that cannot be diversified away. Applied Opt holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.63, which signifies 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, Applied Opt will likely underperform. Use Applied Opt sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on Applied Opt.
Auto-correlation | 0.87 |
Very good predictability
Applied Opt has very good predictability. Overlapping area represents the amount of predictability between Applied Opt time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Applied Opt price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Applied Opt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 20.23 |
Applied Opt lagged returns against current returns
Autocorrelation, which is Applied Opt 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 Applied Opt's stock expected returns. We can calculate the autocorrelation of Applied Opt returns to help us make a trade decision. For example, suppose you find that Applied Opt 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 |
Applied Opt 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 Applied Opt stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Applied Opt stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Applied Opt stock over time.
Current vs Lagged Prices |
| Timeline |
Applied Opt Lagged Returns
When evaluating Applied Opt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Applied Opt stock have on its future price. Applied Opt 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, Applied Opt autocorrelation shows the relationship between Applied Opt stock current value and its past values and can show if there is a momentum factor associated with investing in Applied Opt.
Regressed Prices |
| Timeline |
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Check out Applied Opt Correlation, Applied Opt Volatility and Applied Opt Alpha and Beta module to complement your research on Applied Opt. For more detail on how to invest in Applied Stock please use our How to Invest in Applied Opt guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Applied Opt 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.