ASML Holding Stock Market Value

ASML Stock  USD 667.39  16.51  2.41%   
ASML Holding's market value is the price at which a share of ASML Holding stock trades on a public exchange. It measures the collective expectations of ASML Holding NV investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ASML Holding NV and determine expected loss or profit from investing in ASML Holding over a given investment horizon. Please continue to ASML Holding Correlation, ASML Holding Volatility and ASML Holding Alpha and Beta module to complement your research on ASML Holding.
Symbol


Is ASML Holding'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 ASML Holding. If investors know ASML Holding 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 Holding 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
0.007
Market Capitalization
270.9 B
Quarterly Revenue Growth
0.102
Return On Assets
0.1288
Return On Equity
0.5737
The market value of ASML Holding NV is measured differently than its book value, which is the value of ASML Holding that is recorded on the company's balance sheet. Investors also form their own opinion of ASML Holding's value that differs from its market value or its book value, called intrinsic value, which is ASML Holding'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 ASML Holding's market value can be influenced by many factors that don't directly affect ASML Holding'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 ASML Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine ASML Holding value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ASML Holding'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.

ASML Holding '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 Holding'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 ASML Holding.
0.00
12/28/2022
No Change 0.00  0.0 
In 31 days
01/27/2023
0.00
If you would invest  0.00  in ASML Holding on December 28, 2022 and sell it all today you would earn a total of 0.00 from holding ASML Holding NV or generate 0.0% return on investment in ASML Holding over 30 days. ASML Holding is related to or competes with Taiwan Semiconductor, Analog Devices, Knowles Cor, Lattice Semiconductor, Microchip Technology, Digi International, and Telefonaktiebolaget. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o... More

ASML Holding 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 Holding'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 ASML Holding NV upside and downside potential and time the market with a certain degree of confidence.

ASML Holding Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ASML Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASML Holding's standard deviation. In reality, there are many statistical measures that can use ASML Holding historical prices to predict the future ASML Holding's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ASML Holding'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 ASML Holding in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
668.40671.62674.84
Details
Intrinsic
Valuation
LowReal ValueHigh
603.81824.24827.46
Details
Naive
Forecast
LowNext ValueHigh
644.89648.11651.33
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 Holding. Your research has to be compared to or analyzed against ASML Holding's peers to derive any actionable benefits. When done correctly, ASML Holding'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 ASML Holding NV.

ASML Holding NV Backtested Returns

ASML Holding appears to be very steady, given 3 months investment horizon. ASML Holding NV secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had 0.2% of return per unit of return volatility over the last 3 months. Our viewpoint regarding foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By analyzing ASML Holding NV technical indicators you can now evaluate if the expected return of 0.63% is justified by implied risk. Please makes use of ASML Holding's Mean Deviation of 2.37, semi deviation of 2.03, and Risk Adjusted Performance of 0.2353 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, ASML Holding holds a performance score of 14. The firm shows a Beta (market volatility) of 2.3719, which signifies a somewhat significant risk relative to the market. Let's try to break down what ASML Holding'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 Holding will likely underperform. Although it is vital to follow ASML Holding NV historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The way of foreseeing 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. We have found twenty-eight technical indicators for ASML Holding NV, which you can use to evaluate the performance of the firm. Please makes use of ASML Holding NV downside variance, and the relationship between the sortino ratio and accumulation distribution to make a quick decision on whether ASML Holding price patterns will revert.

Auto-correlation

    
  0.70  

Good predictability

ASML Holding NV has good predictability. Overlapping area represents the amount of predictability between ASML Holding time series from 28th of December 2022 to 12th of January 2023 and 12th of January 2023 to 27th of January 2023. 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 Holding NV price movement. The serial correlation of 0.7 indicates that around 70.0% of current ASML Holding price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.7
Residual Average0.0
Price Variance230.47

ASML Holding NV lagged returns against current returns

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

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

ASML Holding Lagged Returns

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

ASML Holding Investors Sentiment

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

ASML Holding Implied Volatility

    
  44.0  
ASML Holding's implied volatility exposes the market's sentiment of ASML Holding NV stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if ASML Holding'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 ASML Holding stock will not fluctuate a lot when ASML Holding'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 ASML Holding 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, ASML Holding's short interest history, or implied volatility extrapolated from ASML Holding options trading.

Pair Trading with ASML Holding

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 Holding 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 Holding will appreciate offsetting losses from the drop in the long position's value.

Moving together with ASML Holding

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+0.78CSCOCisco Systems Aggressive PushPairCorr
+0.67IBMInternational Business Sell-off TrendPairCorr
The ability to find closely correlated positions to ASML Holding 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 Holding 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 Holding - 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 Holding NV to buy it.
The correlation of ASML Holding 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 Holding moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ASML Holding NV 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 Holding 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 Holding Correlation, ASML Holding Volatility and ASML Holding Alpha and Beta module to complement your research on ASML Holding. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Complementary Tools for analysis

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