On Semiconductor Stock Alpha and Beta Analysis
| ON Stock | USD 65.53 3.85 6.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ON Semiconductor. It also helps investors analyze the systematic and unsystematic risks associated with investing in ON Semiconductor over a specified time horizon. Remember, high ON Semiconductor's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to ON Semiconductor's market risk premium analysis include:
Beta 1.64 | Alpha (0.39) | Risk 2.86 | Sharpe Ratio (0.04) | Expected Return (0.11) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
ON Semiconductor |
ON Semiconductor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ON Semiconductor market risk premium is the additional return an investor will receive from holding ON Semiconductor long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ON Semiconductor. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ON Semiconductor's performance over market.| α | -0.39 | β | 1.64 |
ON Semiconductor expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of ON Semiconductor's Buy-and-hold return. Our buy-and-hold chart shows how ON Semiconductor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ON Semiconductor Market Price Analysis
Market price analysis indicators help investors to evaluate how ON Semiconductor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ON Semiconductor shares will generate the highest return on investment. By understating and applying ON Semiconductor stock market price indicators, traders can identify ON Semiconductor position entry and exit signals to maximize returns.
ON Semiconductor Return and Market Media
The median price of ON Semiconductor for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 75.19 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 5.45, arithmetic mean of 74.23, and mean deviation of 4.32. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ON Semiconductor Corporation is Attracting Investor Attention Here is What You Should Know | 02/27/2024 |
2 | ON Semiconductor Corp s Winning Formula Financial Metrics and Competitive Strengths | 03/12/2024 |
3 | Heres Why ON Semiconductor Corporation Fell in the Quarter | 03/25/2024 |
4 | ON Semiconductor Corp. Rises Yet Lags Behind Market Some Facts Worth Knowing | 04/05/2024 |
5 | Disposition of 9472 shares by Thad Trent of ON Semiconductor at 76.32 subject to Rule 16b-3 | 04/10/2024 |
6 | ON Semiconductor Corp. Exceeds Market Returns Some Facts to Consider | 04/11/2024 |
7 | Should You Hold ON Semiconductor Corporation | 04/12/2024 |
8 | Returns on Capital Paint A Bright Future For ON Semiconductor | 04/15/2024 |
9 | Disposition of 10688 shares by El-khoury Hassane of ON Semiconductor at 80.92 subject to Rule 16b-3 | 04/17/2024 |
10 | ON Semiconductor Corp. Is Considered a Good Investment by Brokers Is That True | 04/18/2024 |
11 | Futures Reverse All Losses, Oil Slides After Iran Plays Down Israeli Attacks, Signals No Retaliation | 04/19/2024 |
12 | ON Semiconductor stock target cut 15 by Wells Fargo | 04/23/2024 |
About ON Semiconductor Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ON Semiconductor or other stocks. Alpha measures the amount that position in ON Semiconductor has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | Dividend Yield | 0.0428 | 0.0407 | Price To Sales Ratio | 4.36 | 4.58 |
ON Semiconductor Upcoming Company Events
As portrayed in its financial statements, the presentation of ON Semiconductor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ON Semiconductor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ON Semiconductor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ON Semiconductor. Please utilize our Beneish M Score to check the likelihood of ON Semiconductor's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with ON Semiconductor
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out ON Semiconductor Backtesting, ON Semiconductor Valuation, ON Semiconductor Correlation, ON Semiconductor Hype Analysis, ON Semiconductor Volatility, ON Semiconductor History and analyze ON Semiconductor Performance. To learn how to invest in ON Semiconductor Stock, please use our How to Invest in ON Semiconductor guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Complementary Tools for ON Semiconductor Stock analysis
When running ON Semiconductor's 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 the 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.