Asml Holding Nv Stock Market Value

ASML Stock  USD 954.82  7.02  0.73%   
ASML Holding's market value is the price at which a share of ASML Holding trades on a public exchange. It measures the collective expectations of ASML Holding NV investors about its performance. ASML Holding is selling for 954.82 as of the 16th of April 2024. This is a -0.73 percent down since the beginning of the trading day. The stock's lowest day price was 951.1.
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. Check out ASML Holding Correlation, ASML Holding Volatility and ASML Holding Alpha and Beta module to complement your research on ASML Holding.

ASML Holding NV Price To Book Ratio

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 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
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Quarterly Revenue Growth
The market value of ASML Holding NV is measured differently than its book value, which is the value of ASML 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 if ASML Holding is a good investment 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.
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In 30 days
If you would invest  0.00  in ASML Holding on March 17, 2024 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 Sunrun, and Sunnova Energy. 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, anticipate that 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.
39 Analysts
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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 toward 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 0.21, which signifies that the company had a 0.21% return per unit of return volatility over the last 3 months. By analyzing ASML Holding's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of ASML Holding's Semi Deviation of 1.63, mean deviation of 1.74, and Risk Adjusted Performance of 0.1332 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 16. The firm shows a Beta (market volatility) of 1.91, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ASML Holding will likely underperform. Please check ASML Holding's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether ASML Holding's price patterns will revert.



Good reverse predictability

ASML Holding NV has good reverse predictability. Overlapping area represents the amount of predictability between ASML Holding time series from 17th of March 2024 to 1st of April 2024 and 1st of April 2024 to 16th of April 2024. 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 -0.54 indicates that about 54.0% of current ASML Holding price fluctuation can be explain by its past prices.
Correlation Coefficient-0.54
Spearman Rank Test-0.73
Residual Average0.0
Price Variance159.55

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 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 price movement to match the lagging time series.
   Current and Lagged Values   

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   

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   

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 Stock

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Moving against ASML Stock

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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 instruments. 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
When determining whether ASML Holding NV is a strong investment it is important to analyze ASML Holding's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ASML Holding's future performance. For an informed investment choice regarding ASML Stock, refer to the following important reports:
Check out ASML Holding Correlation, ASML Holding Volatility and ASML Holding Alpha and Beta module to complement your research on ASML Holding.
You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.

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When running ASML Holding's 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 the 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...