Qualcomm Stock Market Value

QCOM
 Stock
  

USD 120.88  2.57  2.08%   

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


Is Qualcomm'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 Qualcomm. If investors know Qualcomm 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 Qualcomm 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
0.038
Market Capitalization
138.4 B
Quarterly Revenue Growth YOY
0.22
Return On Assets
0.22
Return On Equity
0.93
The market value of Qualcomm is measured differently than its book value, which is the value of Qualcomm that is recorded on the company's balance sheet. Investors also form their own opinion of Qualcomm's value that differs from its market value or its book value, called intrinsic value, which is Qualcomm'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 Qualcomm's market value can be influenced by many factors that don't directly affect Qualcomm'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 Qualcomm's value and its price as these two are different measures arrived at by different means. Investors typically determine Qualcomm value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Qualcomm'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.

Qualcomm '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 Qualcomm'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 Qualcomm.
0.00
09/04/2021
No Change 0.00  0.0 
In 1 year 2 months and 27 days
11/28/2022
0.00
If you would invest  0.00  in Qualcomm on September 4, 2021 and sell it all today you would earn a total of 0.00 from holding Qualcomm or generate 0.0% return on investment in Qualcomm over 450 days. Qualcomm is related to or competes with Ciena Corp, Commscope Holding, Cisco Systems, Diebold Nixdorf, Juniper Networks, Motorola Solutions, and NCR Corp. QUALCOMM Incorporated engages in the development and commercialization of foundational technologies for the wireless ind... More

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

Qualcomm Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Qualcomm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qualcomm's standard deviation. In reality, there are many statistical measures that can use Qualcomm historical prices to predict the future Qualcomm's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Qualcomm'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 Qualcomm in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
120.43123.27126.11
Details
Intrinsic
Valuation
LowReal ValueHigh
111.11156.17159.01
Details
Naive
Forecast
LowNext ValueHigh
123.35126.19129.04
Details
19 Analysts
Consensus
LowTarget PriceHigh
150.00196.28225.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Qualcomm. Your research has to be compared to or analyzed against Qualcomm's peers to derive any actionable benefits. When done correctly, Qualcomm'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 Qualcomm.

Qualcomm Backtested Returns

Qualcomm maintains Sharpe Ratio (i.e., Efficiency) of -0.0304, which implies the firm had -0.0304% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting 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. Qualcomm exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Qualcomm risk adjusted performance of (0.07), and Coefficient Of Variation of (1,874) to confirm the risk estimate we provide.
The company holds a Beta of 1.5369, which implies a somewhat significant risk relative to the market. Let's try to break down what Qualcomm'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, Qualcomm will likely underperform. Even though it is essential to pay attention to Qualcomm current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting 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. Qualcomm exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Qualcomm has an expected return of -0.0863%. Please be advised to check Qualcomm value at risk, and the relationship between the jensen alpha and skewness to decide if Qualcomm performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.18  

Very weak predictability

Qualcomm has very weak predictability. Overlapping area represents the amount of predictability between Qualcomm time series from 4th of September 2021 to 17th of April 2022 and 17th of April 2022 to 28th 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 Qualcomm price movement. The serial correlation of 0.18 indicates that over 18.0% of current Qualcomm price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test-0.28
Residual Average0.0
Price Variance141.7

Qualcomm lagged returns against current returns

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

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

Qualcomm Lagged Returns

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

Qualcomm Investors Sentiment

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

Qualcomm Implied Volatility

    
  38.41  
Qualcomm's implied volatility exposes the market's sentiment of Qualcomm stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Qualcomm'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 Qualcomm stock will not fluctuate a lot when Qualcomm'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 Qualcomm 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, Qualcomm's short interest history, or implied volatility extrapolated from Qualcomm options trading.

Currently Active Assets on Macroaxis

Please see Qualcomm Correlation, Qualcomm Volatility and Qualcomm Alpha and Beta module to complement your research on Qualcomm. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for analysis

When running Qualcomm price analysis, check to measure Qualcomm'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 Qualcomm is operating at the current time. Most of Qualcomm's value examination focuses on studying past and present price action to predict the probability of Qualcomm's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Qualcomm's price. Additionally, you may evaluate how the addition of Qualcomm to your portfolios can decrease your overall portfolio volatility.
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Qualcomm 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 Qualcomm technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Qualcomm 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...