Stmicroelectronics Stock Market Value

STM
 Stock
  

USD 38.88  1.97  5.34%   

Stmicroelectronics' market value is the price at which a share of Stmicroelectronics stock trades on a public exchange. It measures the collective expectations of Stmicroelectronics NV ADR investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Stmicroelectronics NV ADR and determine expected loss or profit from investing in Stmicroelectronics over a given investment horizon. Additionally, take a look at Stmicroelectronics Correlation, Stmicroelectronics Volatility and Stmicroelectronics Alpha and Beta module to complement your research on Stmicroelectronics.
Symbol


Is Stmicroelectronics' industry 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 Stmicroelectronics. If investors know Stmicroelectronics 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 Stmicroelectronics 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 YOY
1.27
Market Capitalization
35 B
Quarterly Revenue Growth YOY
0.35
Return On Assets
0.15
Return On Equity
0.35
The market value of Stmicroelectronics NV ADR is measured differently than its book value, which is the value of Stmicroelectronics that is recorded on the company's balance sheet. Investors also form their own opinion of Stmicroelectronics' value that differs from its market value or its book value, called intrinsic value, which is Stmicroelectronics' 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 Stmicroelectronics' market value can be influenced by many factors that don't directly affect Stmicroelectronics' 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 Stmicroelectronics' value and its price as these two are different measures arrived at by different means. Investors typically determine Stmicroelectronics value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Stmicroelectronics' 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.

Stmicroelectronics '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 Stmicroelectronics' 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 Stmicroelectronics.
0.00
10/31/2022
No Change 0.00  0.0 
In 31 days
11/30/2022
0.00
If you would invest  0.00  in Stmicroelectronics on October 31, 2022 and sell it all today you would earn a total of 0.00 from holding Stmicroelectronics NV ADR or generate 0.0% return on investment in Stmicroelectronics over 30 days. Stmicroelectronics is related to or competes with Analog Devices, Intel Corp, Qualcomm, Micron Technology, Adv Micro, Xpo Logistics, and Nvidia Corp. STMicroelectronics N.V., together with its subsidiaries, designs, develops, manufactures, and sells semiconductor produc... More

Stmicroelectronics 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 Stmicroelectronics' 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 Stmicroelectronics NV ADR upside and downside potential and time the market with a certain degree of confidence.

Stmicroelectronics Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Stmicroelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stmicroelectronics' standard deviation. In reality, there are many statistical measures that can use Stmicroelectronics historical prices to predict the future Stmicroelectronics' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Stmicroelectronics' 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. Please use the tools below to analyze the current value of Stmicroelectronics in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
35.5138.8342.15
Details
Intrinsic
Valuation
LowReal ValueHigh
18.8822.2042.77
Details
Naive
Forecast
LowNext ValueHigh
34.2337.5540.88
Details
5 Analysts
Consensus
LowTarget PriceHigh
9.0014.0018.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Stmicroelectronics. Your research has to be compared to or analyzed against Stmicroelectronics' peers to derive any actionable benefits. When done correctly, Stmicroelectronics' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Stmicroelectronics NV ADR.

Stmicroelectronics NV ADR Backtested Returns

Stmicroelectronics appears to be not too volatile, given 3 months investment horizon. Stmicroelectronics NV ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0707, which indicates the firm had 0.0707% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Stmicroelectronics NV ADR, which you can use to evaluate the future volatility of the company. Please review Stmicroelectronics' Risk Adjusted Performance of 0.0634, coefficient of variation of 2372.79, and Semi Deviation of 2.93 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Stmicroelectronics holds a performance score of 5. The entity has a beta of 1.7124, which indicates a somewhat significant risk relative to the market. Let's try to break down what Stmicroelectronics's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Stmicroelectronics will likely underperform. Although it is important to respect Stmicroelectronics NV ADR current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Stmicroelectronics NV ADR technical indicators, you can presently evaluate if the expected return of 0.23% will be sustainable into the future. Please operates Stmicroelectronics value at risk, as well as the relationship between the kurtosis and price action indicator to make a quick decision on whether Stmicroelectronics NV ADR existing price patterns will revert.

Auto-correlation

    
  -0.37  

Poor reverse predictability

Stmicroelectronics NV ADR has poor reverse predictability. Overlapping area represents the amount of predictability between Stmicroelectronics time series from 31st of October 2022 to 15th of November 2022 and 15th of November 2022 to 30th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stmicroelectronics NV ADR price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Stmicroelectronics price fluctuation can be explain by its past prices.
Correlation Coefficient-0.37
Spearman Rank Test0.16
Residual Average0.0
Price Variance0.4

Stmicroelectronics NV ADR lagged returns against current returns

Autocorrelation, which is Stmicroelectronics 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 Stmicroelectronics' stock expected returns. We can calculate the autocorrelation of Stmicroelectronics returns to help us make a trade decision. For example, suppose you find that Stmicroelectronics stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Stmicroelectronics 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 Stmicroelectronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stmicroelectronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stmicroelectronics stock over time.
   Current vs Lagged Prices   
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       Timeline  

Stmicroelectronics Lagged Returns

When evaluating Stmicroelectronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stmicroelectronics stock have on its future price. Stmicroelectronics 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, Stmicroelectronics autocorrelation shows the relationship between Stmicroelectronics stock current value and its past values and can show if there is a momentum factor associated with investing in Stmicroelectronics NV ADR.
   Regressed Prices   
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       Timeline  

Stmicroelectronics Investors Sentiment

The influence of Stmicroelectronics' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Stmicroelectronics. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Stmicroelectronics' public news can be used to forecast risks associated with investment in Stmicroelectronics. The trend in average sentiment can be used to explain how an investor holding Stmicroelectronics can time the market purely based on public headlines and social activities around Stmicroelectronics NV ADR. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Stmicroelectronics' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Stmicroelectronics' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Stmicroelectronics' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Stmicroelectronics.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Stmicroelectronics in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Stmicroelectronics' short interest history, or implied volatility extrapolated from Stmicroelectronics options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Stmicroelectronics Correlation, Stmicroelectronics Volatility and Stmicroelectronics Alpha and Beta module to complement your research on Stmicroelectronics. You can also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for analysis

When running Stmicroelectronics NV ADR price analysis, check to measure Stmicroelectronics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stmicroelectronics is operating at the current time. Most of Stmicroelectronics' value examination focuses on studying past and present price action to predict the probability of Stmicroelectronics' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Stmicroelectronics' price. Additionally, you may evaluate how the addition of Stmicroelectronics to your portfolios can decrease your overall portfolio volatility.
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Stmicroelectronics 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.
A focus of Stmicroelectronics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Stmicroelectronics trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...