Asml Holdings Stock Market Value

ASML
 Stock
  

USD 449.83  26.05  5.47%   

Asml Holdings' market value is the price at which a share of Asml Holdings stock trades on a public exchange. It measures the collective expectations of Asml Holdings NY investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Asml Holdings NY and determine expected loss or profit from investing in Asml Holdings over a given investment horizon. Please continue to Asml Holdings Hype Analysis, Asml Holdings Correlation, Asml Holdings Valuation, Asml Holdings Volatility, as well as analyze Asml Holdings Alpha and Beta and Asml Holdings Performance.
Symbol
Backtest


Is Asml Holdings' 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 Asml Holdings. If investors know Asml Holdings 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 Asml Holdings 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
-0.46
Market Capitalization
201.4 B
Quarterly Revenue Growth YOY
-0.19
Return On Assets
0.13
Return On Equity
0.47
The market value of Asml Holdings NY is measured differently than its book value, which is the value of Asml Holdings that is recorded on the company's balance sheet. Investors also form their own opinion of Asml Holdings' value that differs from its market value or its book value, called intrinsic value, which is Asml Holdings' 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 Asml Holdings' market value can be influenced by many factors that don't directly affect Asml Holdings' 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 Asml Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Asml Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Asml Holdings' 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.

Asml Holdings '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 Asml Holdings' 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 Asml Holdings.
0.00
07/12/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
07/02/2022
0.00
If you would invest  0.00  in Asml Holdings on July 12, 2020 and sell it all today you would earn a total of 0.00 from holding Asml Holdings NY or generate 0.0% return on investment in Asml Holdings over 720 days. Asml Holdings is related to or competes with Caterpillar, Coca Cola, Verizon Communications, Exxon, Alcoa Corp, Walmart, and Disney. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o...More

Asml Holdings 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 Asml Holdings' 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 Asml Holdings NY upside and downside potential and time the market with a certain degree of confidence.

Asml Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Asml Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asml Holdings' standard deviation. In reality, there are many statistical measures that can use Asml Holdings historical prices to predict the future Asml Holdings' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Asml Holdings' 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 Asml Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
435.43438.69494.81
Details
Intrinsic
Valuation
LowReal ValueHigh
404.85550.90554.16
Details
Naive
Forecast
LowNext ValueHigh
472.66475.92479.18
Details
8 Analysts
Consensus
LowTarget PriceHigh
850.00921.60975.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Asml Holdings. Your research has to be compared to or analyzed against Asml Holdings' peers to derive any actionable benefits. When done correctly, Asml Holdings' 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 Asml Holdings NY.

Asml Holdings NY Backtested Returns

Asml Holdings NY secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had -0.18% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Asml Holdings NY exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Asml Holdings NY mean deviation of 2.58, and Risk Adjusted Performance of (0.27) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.8891, which signifies a somewhat significant risk relative to the market. Let's try to break down what Asml Holdings'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, Asml Holdings will likely underperform. Even though it is essential to pay attention to Asml Holdings NY historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Asml Holdings NY exposes twenty-one different technical indicators, which can help you to evaluate its performance. Asml Holdings NY has an expected return of -0.59%. Please be advised to confirm Asml Holdings NY downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Asml Holdings NY performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.86  

Excellent reverse predictability

Asml Holdings NY has excellent reverse predictability. Overlapping area represents the amount of predictability between Asml Holdings time series from 12th of July 2020 to 7th of July 2021 and 7th of July 2021 to 2nd of July 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 Asml Holdings NY price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Asml Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.86
Spearman Rank Test-0.74
Residual Average0.0
Price Variance11512.9

Asml Holdings NY lagged returns against current returns

Autocorrelation, which is Asml Holdings 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 Asml Holdings' stock expected returns. We can calculate the autocorrelation of Asml Holdings returns to help us make a trade decision. For example, suppose you find that Asml Holdings 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 

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

Asml Holdings Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Asml Holdings without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Asml Holdings

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Asml Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Asml Holdings will appreciate offsetting losses from the drop in the long position's value.

Asml Holdings Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Asml Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Asml Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Asml Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Asml Holdings NY to buy it.
The correlation of Asml Holdings is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Asml Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Asml Holdings NY moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Asml Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Asml Holdings Hype Analysis, Asml Holdings Correlation, Asml Holdings Valuation, Asml Holdings Volatility, as well as analyze Asml Holdings Alpha and Beta and Asml Holdings Performance. Note that the Asml Holdings NY information on this page should be used as a complementary analysis to other Asml Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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When running Asml Holdings NY price analysis, check to measure Asml Holdings' 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 Asml Holdings is operating at the current time. Most of Asml Holdings' value examination focuses on studying past and present price action to predict the probability of Asml Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Asml Holdings' price. Additionally, you may evaluate how the addition of Asml Holdings to your portfolios can decrease your overall portfolio volatility.
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Asml Holdings 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 Asml Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Asml Holdings 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...