Semtech (Germany) Market Value
| SM2 Stock | EUR 45.03 2.06 4.79% |
| Symbol | Semtech |
Semtech '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 Semtech'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 Semtech.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in Semtech on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Semtech or generate 0.0% return on investment in Semtech over 90 days. Semtech is related to or competes with NVIDIA, NVIDIA, Taiwan Semiconductor, Broadcom, Advanced Micro, Advanced Micro, and Intel. Semtech Corporation designs, develops, manufactures, and markets analog and mixed-signal semiconductor products and adva... More
Semtech 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 Semtech'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 Semtech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.15 | |||
| Information Ratio | 0.0929 | |||
| Maximum Drawdown | 22.79 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 5.77 |
Semtech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Semtech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Semtech's standard deviation. In reality, there are many statistical measures that can use Semtech historical prices to predict the future Semtech's volatility.| Risk Adjusted Performance | 0.0954 | |||
| Jensen Alpha | 0.4517 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0989 | |||
| Treynor Ratio | (0.72) |
Semtech Backtested Returns
Semtech appears to be very steady, given 3 months investment horizon. Semtech owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Semtech, which you can use to evaluate the volatility of the company. Please review Semtech's Risk Adjusted Performance of 0.0954, coefficient of variation of 813.97, and Semi Deviation of 2.83 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Semtech holds a performance score of 10. The entity has a beta of -0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Semtech are expected to decrease at a much lower rate. During the bear market, Semtech is likely to outperform the market. Please check Semtech's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Semtech's existing price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
Semtech has below average predictability. Overlapping area represents the amount of predictability between Semtech time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th 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 Semtech price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Semtech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 9.02 |
Semtech lagged returns against current returns
Autocorrelation, which is Semtech 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 Semtech's stock expected returns. We can calculate the autocorrelation of Semtech returns to help us make a trade decision. For example, suppose you find that Semtech 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 |
Semtech 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 Semtech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Semtech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Semtech stock over time.
Current vs Lagged Prices |
| Timeline |
Semtech Lagged Returns
When evaluating Semtech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Semtech stock have on its future price. Semtech 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, Semtech autocorrelation shows the relationship between Semtech stock current value and its past values and can show if there is a momentum factor associated with investing in Semtech.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Semtech Stock
When determining whether Semtech offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Semtech's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Semtech Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Semtech Stock:Check out Semtech Correlation, Semtech Volatility and Semtech Alpha and Beta module to complement your research on Semtech. For more detail on how to invest in Semtech Stock please use our How to Invest in Semtech guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Semtech 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.