Be Semiconductor Industries Stock Market Value
| BESVF Stock | USD 142.70 3.52 2.53% |
| Symbol | BESVF |
BE Semiconductor '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 BE Semiconductor's pink sheet 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 BE Semiconductor.
| 05/02/2025 |
| 07/31/2025 |
If you would invest 0.00 in BE Semiconductor on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding BE Semiconductor Industries or generate 0.0% return on investment in BE Semiconductor over 90 days. BE Semiconductor is related to or competes with Disco Corp, Asm Pacific, Sumco Corp, Lasertec, Photronics, Axcelis Technologies, and Entegris. BE Semiconductor Industries N.V. develops, manufactures, markets, sells, and services semiconductor assembly equipment f... More
BE Semiconductor 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 BE Semiconductor's pink sheet 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 BE Semiconductor Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.49 | |||
| Information Ratio | 0.0762 | |||
| Maximum Drawdown | 27.99 | |||
| Value At Risk | (3.96) | |||
| Potential Upside | 6.69 |
BE Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BE Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BE Semiconductor's standard deviation. In reality, there are many statistical measures that can use BE Semiconductor historical prices to predict the future BE Semiconductor's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.5609 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | 0.0655 | |||
| Treynor Ratio | (0.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BE Semiconductor'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.
BE Semiconductor Ind Backtested Returns
BE Semiconductor appears to be very steady, given 3 months investment horizon. BE Semiconductor Ind retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the company had a 0.14 % return per unit of price deviation over the last 3 months. By evaluating BE Semiconductor's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please makes use of BE Semiconductor's Coefficient Of Variation of 852.34, standard deviation of 3.86, and Market Risk Adjusted Performance of (0.55) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BE Semiconductor holds a performance score of 11. The firm owns a Beta (Systematic Risk) of -0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning BE Semiconductor are expected to decrease at a much lower rate. During the bear market, BE Semiconductor is likely to outperform the market. Please check BE Semiconductor's treynor ratio, and the relationship between the coefficient of variation and semi variance , to make a quick decision on whether BE Semiconductor's current price history will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
BE Semiconductor Industries has insignificant reverse predictability. Overlapping area represents the amount of predictability between BE Semiconductor time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 BE Semiconductor Ind price movement. The serial correlation of -0.18 indicates that over 18.0% of current BE Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 23.84 |
BE Semiconductor Ind lagged returns against current returns
Autocorrelation, which is BE Semiconductor pink sheet'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 BE Semiconductor's pink sheet expected returns. We can calculate the autocorrelation of BE Semiconductor returns to help us make a trade decision. For example, suppose you find that BE Semiconductor has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
BE Semiconductor 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 BE Semiconductor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BE Semiconductor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BE Semiconductor pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BE Semiconductor Lagged Returns
When evaluating BE Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BE Semiconductor pink sheet have on its future price. BE Semiconductor 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, BE Semiconductor autocorrelation shows the relationship between BE Semiconductor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in BE Semiconductor Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in BESVF Pink Sheet
BE Semiconductor financial ratios help investors to determine whether BESVF Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BESVF with respect to the benefits of owning BE Semiconductor security.