Microchip Technology (Brazil) Market Value
| M1CH34 Stock | BRL 182.52 5.39 2.87% |
| Symbol | Microchip |
Microchip Technology '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 Microchip Technology'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 Microchip Technology.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in Microchip Technology on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding Microchip Technology Incorporated or generate 0.0% return on investment in Microchip Technology over 90 days. Microchip Technology is related to or competes with TAL Education, Charter Communications, Zoom Video, Seagate Technology, and United Rentals. Microchip Technology Incorporated develops, manufactures, and sells semiconductor products for various embedded control ... More
Microchip Technology 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 Microchip Technology'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 Microchip Technology Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | 0.1297 | |||
| Maximum Drawdown | 16.54 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 5.34 |
Microchip Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Microchip Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Microchip Technology's standard deviation. In reality, there are many statistical measures that can use Microchip Technology historical prices to predict the future Microchip Technology's volatility.| Risk Adjusted Performance | 0.1437 | |||
| Jensen Alpha | 0.3057 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.1383 | |||
| Treynor Ratio | 0.3349 |
Microchip Technology Backtested Returns
Microchip Technology appears to be very steady, given 3 months investment horizon. Microchip Technology has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Microchip Technology, which you can use to evaluate the volatility of the firm. Please exercise Microchip Technology's Risk Adjusted Performance of 0.1437, mean deviation of 1.6, and Downside Deviation of 2.51 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Microchip Technology holds a performance score of 9. The company secures a Beta (Market Risk) of 1.37, which conveys 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, Microchip Technology will likely underperform. Please check Microchip Technology's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Microchip Technology's current price movements will revert.
Auto-correlation | -0.57 |
Good reverse predictability
Microchip Technology Incorporated has good reverse predictability. Overlapping area represents the amount of predictability between Microchip Technology time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th of August 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 Microchip Technology price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Microchip Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 67.46 |
Microchip Technology lagged returns against current returns
Autocorrelation, which is Microchip Technology 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 Microchip Technology's stock expected returns. We can calculate the autocorrelation of Microchip Technology returns to help us make a trade decision. For example, suppose you find that Microchip Technology 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 |
Microchip Technology 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 Microchip Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Microchip Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Microchip Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Microchip Technology Lagged Returns
When evaluating Microchip Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Microchip Technology stock have on its future price. Microchip Technology 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, Microchip Technology autocorrelation shows the relationship between Microchip Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Microchip Technology Incorporated.
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.Additional Information and Resources on Investing in Microchip Stock
When determining whether Microchip Technology is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Microchip Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Microchip Technology Incorporated Stock. Highlighted below are key reports to facilitate an investment decision about Microchip Technology Incorporated Stock:Check out Microchip Technology Correlation, Microchip Technology Volatility and Microchip Technology Alpha and Beta module to complement your research on Microchip Technology. For information on how to trade Microchip Stock refer to our How to Trade Microchip Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Microchip Technology 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.