Bel Fuse A Stock Market Value
| BELFA Stock | USD 104.87 0.03 0.03% |
| Symbol | Bel |
Bel Fuse A Price To Book Ratio
Is Electronic Equipment, Instruments & Components 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 Bel Fuse. If investors know Bel 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 Bel Fuse 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 (0.31) | Dividend Share 0.24 | Earnings Share 4.94 | Revenue Per Share 43.996 | Quarterly Revenue Growth (0.21) |
The market value of Bel Fuse A is measured differently than its book value, which is the value of Bel that is recorded on the company's balance sheet. Investors also form their own opinion of Bel Fuse's value that differs from its market value or its book value, called intrinsic value, which is Bel Fuse'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 Bel Fuse's market value can be influenced by many factors that don't directly affect Bel Fuse'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 Bel Fuse's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bel Fuse is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bel Fuse'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.
Bel Fuse '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 Bel Fuse'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 Bel Fuse.
| 08/21/2024 |
| 10/20/2024 |
If you would invest 0.00 in Bel Fuse on August 21, 2024 and sell it all today you would earn a total of 0.00 from holding Bel Fuse A or generate 0.0% return on investment in Bel Fuse over 60 days. Bel Fuse is related to or competes with Richardson Electronics, LSI Industries, Benchmark Electronics, Plexus Corp, Sanmina, Methode Electronics, and CTS. Bel Fuse Inc. designs, manufactures, markets, and sells products that are used in the networking, telecommunication, hig... More
Bel Fuse 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 Bel Fuse'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 Bel Fuse A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.15 | |||
| Information Ratio | 0.1174 | |||
| Maximum Drawdown | 15.72 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 4.13 |
Bel Fuse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bel Fuse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bel Fuse's standard deviation. In reality, there are many statistical measures that can use Bel Fuse historical prices to predict the future Bel Fuse's volatility.| Risk Adjusted Performance | 0.1274 | |||
| Jensen Alpha | 0.2434 | |||
| Total Risk Alpha | 0.1053 | |||
| Sortino Ratio | 0.1513 | |||
| Treynor Ratio | 0.2134 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bel Fuse'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.
Bel Fuse A Backtested Returns
Bel Fuse appears to be very steady, given 3 months investment horizon. Bel Fuse A secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Bel Fuse A, which you can use to evaluate the volatility of the firm. Please makes use of Bel Fuse's Mean Deviation of 1.8, downside deviation of 2.15, and Risk Adjusted Performance of 0.1274 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bel Fuse holds a performance score of 11. The firm shows a Beta (market volatility) of 1.93, 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, Bel Fuse will likely underperform. Please check Bel Fuse's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Bel Fuse's price patterns will revert.
Auto-correlation | 0.68 |
Good predictability
Bel Fuse A has good predictability. Overlapping area represents the amount of predictability between Bel Fuse time series from 21st of August 2024 to 20th of September 2024 and 20th of September 2024 to 20th of October 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 Bel Fuse A price movement. The serial correlation of 0.68 indicates that around 68.0% of current Bel Fuse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 4.03 |
Bel Fuse A lagged returns against current returns
Autocorrelation, which is Bel Fuse 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 Bel Fuse's stock expected returns. We can calculate the autocorrelation of Bel Fuse returns to help us make a trade decision. For example, suppose you find that Bel Fuse 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 |
Bel Fuse 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 Bel Fuse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bel Fuse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bel Fuse stock over time.
Current vs Lagged Prices |
| Timeline |
Bel Fuse Lagged Returns
When evaluating Bel Fuse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bel Fuse stock have on its future price. Bel Fuse 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, Bel Fuse autocorrelation shows the relationship between Bel Fuse stock current value and its past values and can show if there is a momentum factor associated with investing in Bel Fuse A.
Regressed Prices |
| Timeline |
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Check out Bel Fuse Correlation, Bel Fuse Volatility and Bel Fuse Alpha and Beta module to complement your research on Bel Fuse. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Bel Fuse 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.