On Semiconductor Stock Market Value

ON
 Stock
  

USD 66.20  3.12  4.95%   

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


Is On Semiconductor's 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 On Semiconductor. If investors know On Semiconductor 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 On Semiconductor 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
1.43
Market Capitalization
27.4 B
Quarterly Revenue Growth YOY
0.25
Return On Assets
0.14
Return On Equity
0.37
The market value of On Semiconductor is measured differently than its book value, which is the value of On Semiconductor that is recorded on the company's balance sheet. Investors also form their own opinion of On Semiconductor's value that differs from its market value or its book value, called intrinsic value, which is On Semiconductor's 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 On Semiconductor's market value can be influenced by many factors that don't directly affect On Semiconductor's 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 On Semiconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine On Semiconductor value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, On Semiconductor's 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.

On Semiconductor '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 On Semiconductor'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 On Semiconductor.
0.00
05/13/2022
No Change 0.00  0.0 
In 2 months and 31 days
08/11/2022
0.00
If you would invest  0.00  in On Semiconductor on May 13, 2022 and sell it all today you would earn a total of 0.00 from holding On Semiconductor or generate 0.0% return on investment in On Semiconductor over 90 days. On Semiconductor is related to or competes with Texas Instruments, Taiwan Semiconductor, Intel Corp, and Apple. ON Semiconductor Corporation provides intelligent sensing and power solutions worldwideMore

On Semiconductor 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 On Semiconductor'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 On Semiconductor upside and downside potential and time the market with a certain degree of confidence.

On Semiconductor Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for On Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as On Semiconductor's standard deviation. In reality, there are many statistical measures that can use On Semiconductor historical prices to predict the future On Semiconductor's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of On Semiconductor's 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 On Semiconductor in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
61.9965.7669.53
Details
Intrinsic
Valuation
LowReal ValueHigh
58.1361.9072.82
Details
Naive
Forecast
LowNext ValueHigh
56.8260.5964.36
Details
21 Analysts
Consensus
LowTarget PriceHigh
43.0062.2482.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as On Semiconductor. Your research has to be compared to or analyzed against On Semiconductor's peers to derive any actionable benefits. When done correctly, On Semiconductor's 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 On Semiconductor.

On Semiconductor Backtested Returns

On Semiconductor appears to be very steady, given 3 months investment horizon. On Semiconductor retains Efficiency (Sharpe Ratio) of 0.0905, which implies the firm had 0.0905% of return per unit of price deviation over the last 3 months. Our approach into forecasting 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 On Semiconductor, which you can use to evaluate the future volatility of the company. Please evaluate On Semiconductor's market risk adjusted performance of 0.182, and Standard Deviation of 3.9 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, On Semiconductor holds a performance score of 6. The company owns a Beta (Systematic Risk) of 1.9888, which implies a somewhat significant risk relative to the market. Let's try to break down what On Semiconductor'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, On Semiconductor will likely underperform. Although it is vital to follow On Semiconductor existing price patterns, it is good to be conservative about what you can do with the information regarding equity price patterns. The approach into forecasting 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 On Semiconductor technical indicators, you can today evaluate if the expected return of 0.34% will be sustainable into the future. Please employ On Semiconductor maximum drawdown, and the relationship between the information ratio and expected short fall to make a quick decision on whether On Semiconductor current price history will revert.

Auto-correlation

    
  -0.31  

Poor reverse predictability

On Semiconductor has poor reverse predictability. Overlapping area represents the amount of predictability between On Semiconductor time series from 13th of May 2022 to 27th of June 2022 and 27th of June 2022 to 11th 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 On Semiconductor price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current On Semiconductor price fluctuation can be explain by its past prices.
Correlation Coefficient-0.31
Spearman Rank Test-0.22
Residual Average0.0
Price Variance43.71

On Semiconductor lagged returns against current returns

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

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

On Semiconductor Lagged Returns

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

On Semiconductor Investors Sentiment

The influence of On Semiconductor's 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 On Semiconductor. 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 On Semiconductor's public news can be used to forecast risks associated with investment in On Semiconductor. The trend in average sentiment can be used to explain how an investor holding On Semiconductor can time the market purely based on public headlines and social activities around On Semiconductor. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
On Semiconductor's 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 On Semiconductor's 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 On Semiconductor's news discussions. The higher the estimate score, the more favorable is the investor's outlook on On Semiconductor.

On Semiconductor Implied Volatility

    
  48.49  
On Semiconductor's implied volatility exposes the market's sentiment of On Semiconductor stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if On Semiconductor's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that On Semiconductor stock will not fluctuate a lot when On Semiconductor's options are near their expiration.
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 On Semiconductor 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, On Semiconductor's short interest history, or implied volatility extrapolated from On Semiconductor options trading.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as On Semiconductor using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check On Semiconductor Hype Analysis, On Semiconductor Correlation, On Semiconductor Valuation, On Semiconductor Volatility, as well as analyze On Semiconductor Alpha and Beta and On Semiconductor Performance. Note that the On Semiconductor information on this page should be used as a complementary analysis to other On Semiconductor's 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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for On Semiconductor Stock analysis

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