Nxp Semiconductors Stock Market Value

NXPI
 Stock
  

USD 185.85  1.72  0.92%   

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


Is Nxp Semiconductors' 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 Nxp Semiconductors. If investors know Nxp Semiconductors 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 Nxp Semiconductors listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Nxp Semiconductors is measured differently than its book value, which is the value of Nxp Semiconductors that is recorded on the company's balance sheet. Investors also form their own opinion of Nxp Semiconductors' value that differs from its market value or its book value, called intrinsic value, which is Nxp Semiconductors' 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 Nxp Semiconductors' market value can be influenced by many factors that don't directly affect Nxp Semiconductors' 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 Nxp Semiconductors' value and its price as these two are different measures arrived at by different means. Investors typically determine Nxp Semiconductors value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nxp Semiconductors' 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.

Nxp Semiconductors '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 Nxp Semiconductors' 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 Nxp Semiconductors.
0.00
08/26/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
08/16/2022
0.00
If you would invest  0.00  in Nxp Semiconductors on August 26, 2020 and sell it all today you would earn a total of 0.00 from holding Nxp Semiconductors or generate 0.0% return on investment in Nxp Semiconductors over 720 days. Nxp Semiconductors is related to or competes with Benchmark Electronics, American Express, ATT, Pfizer, Disney, Caterpillar, and Boeing. NXP Semiconductors N.V. offers various semiconductor productsMore

Nxp Semiconductors 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 Nxp Semiconductors' 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 Nxp Semiconductors upside and downside potential and time the market with a certain degree of confidence.

Nxp Semiconductors Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nxp Semiconductors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nxp Semiconductors' standard deviation. In reality, there are many statistical measures that can use Nxp Semiconductors historical prices to predict the future Nxp Semiconductors' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Nxp Semiconductors' 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 Nxp Semiconductors in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
184.39186.98189.57
Details
Intrinsic
Valuation
LowReal ValueHigh
176.84179.43206.15
Details
20 Analysts
Consensus
LowTarget PriceHigh
140.00199.75225.00
Details
Earnings
Estimates (10)
LowProjected EPSHigh
4.624.714.77
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nxp Semiconductors. Your research has to be compared to or analyzed against Nxp Semiconductors' peers to derive any actionable benefits. When done correctly, Nxp Semiconductors' 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 Nxp Semiconductors.

Nxp Semiconductors Backtested Returns

We consider Nxp Semiconductors very steady. Nxp Semiconductors has Sharpe Ratio of 0.0577, which conveys that the firm had 0.0577% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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-eight technical indicators for Nxp Semiconductors, which you can use to evaluate the future volatility of the firm. Please verify Nxp Semiconductors Risk Adjusted Performance of 0.0896, downside deviation of 2.78, and Mean Deviation of 2.17 to check out if the risk estimate we provide is consistent with the expected return of 0.15%.
Nxp Semiconductors has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.5182, which conveys a somewhat significant risk relative to the market. Let's try to break down what Nxp Semiconductors'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, Nxp Semiconductors will likely underperform. Although it is important to respect Nxp Semiconductors price patterns, it is better to be realistic regarding the information on the equity's historical price patterns. The philosophy towards estimating 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 analyzing Nxp Semiconductors technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Nxp Semiconductors right now secures a risk of 2.59%. Please verify Nxp Semiconductors value at risk, as well as the relationship between the skewness and day median price to decide if Nxp Semiconductors will be following its current price movements.

Auto-correlation

    
  -0.64  

Very good reverse predictability

Nxp Semiconductors has very good reverse predictability. Overlapping area represents the amount of predictability between Nxp Semiconductors time series from 26th of August 2020 to 21st of August 2021 and 21st of August 2021 to 16th of August 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 Nxp Semiconductors price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Nxp Semiconductors price fluctuation can be explain by its past prices.
Correlation Coefficient-0.64
Spearman Rank Test-0.7
Residual Average0.0
Price Variance439.85

Nxp Semiconductors lagged returns against current returns

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

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

Nxp Semiconductors Lagged Returns

When evaluating Nxp Semiconductors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nxp Semiconductors stock have on its future price. Nxp Semiconductors 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, Nxp Semiconductors autocorrelation shows the relationship between Nxp Semiconductors stock current value and its past values and can show if there is a momentum factor associated with investing in Nxp Semiconductors.
   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 Nxp Semiconductors 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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Additionally, see Nxp Semiconductors Hype Analysis, Nxp Semiconductors Correlation, Nxp Semiconductors Valuation, Nxp Semiconductors Volatility, as well as analyze Nxp Semiconductors Alpha and Beta and Nxp Semiconductors Performance. Note that the Nxp Semiconductors information on this page should be used as a complementary analysis to other Nxp Semiconductors' 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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

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