Asml Hld Stock Market Value

ASML -  USA Stock  

USD 765.71  5.85  0.77%

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


The market value of Asml Hld NY is measured differently than its book value, which is the value of Asml Hld that is recorded on the company's balance sheet. Investors also form their own opinion of Asml Hld's value that differs from its market value or its book value, called intrinsic value, which is Asml Hld'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 Hld's market value can be influenced by many factors that don't directly affect Asml Hld NY underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Asml Hld's value and its price as these two are different measures arrived at by different means. Investors typically determine Asml Hld value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Asml Hld'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 Hld '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 Hld'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 Hld.
0.00
10/02/2020
No Change 0.00  0.0 
In 9 months and 28 days
07/29/2021
0.00
If you would invest  0.00  in Asml Hld on October 2, 2020 and sell it all today you would earn a total of 0.00 from holding Asml Hld NY or generate 0.0% return on investment in Asml Hld over 300 days. Asml Hld is related to or competes with Daqo New, Emagin Corp, Entegris, GREYSTONE LOGISTICS, Ichor Holdings, Ipg Photonics, and K L. ASML Holding N.V. develops, produces, markets, sells, and services advanced semiconductor equipment systems consisting o...

Asml Hld 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 Hld'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 Hld NY upside and downside potential and time the market with a certain degree of confidence.

Asml Hld Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Asml Hld's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asml Hld's standard deviation. In reality, there are many statistical measures that can use Asml Hld historical prices to predict the future Asml Hld'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 Hld'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 Hld in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
762.57764.59766.61
Details
Intrinsic
Valuation
LowReal ValueHigh
667.38669.40839.14
Details
Naive
Forecast
LowNext ValueHigh
488.38490.40492.42
Details
6 Analysts
Consensus
LowTarget PriceHigh
650.00750.00820.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Asml Hld. Your research has to be compared to or analyzed against Asml Hld's peers to derive any actionable benefits. When done correctly, Asml Hld'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 Hld NY.

Asml Hld NY Backtested Returns

Asml Hld appears to be very steady, given 3 months investment horizon. Asml Hld NY secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing 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-eight technical indicators for Asml Hld NY, which you can use to evaluate the future volatility of the firm. Please makes use of Asml Hld's risk adjusted performance of (0.07), and Mean Deviation of 3.3 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Asml Hld holds a performance score of 9. The firm shows a Beta (market volatility) of 1.2513, which signifies a somewhat significant risk relative to the market. Let's try to break down what Asml Hld'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 Hld will likely underperform. Although it is vital to follow Asml Hld NY historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards 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. By analyzing Asml Hld NY technical indicators, you can presently evaluate if the expected return of 0.27% will be sustainable into the future. Please makes use of Asml Hld NY downside variance, and the relationship between the sortino ratio and accumulation distribution to make a quick decision on whether Asml Hld price patterns will revert.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.84   

Very good predictability

Asml Hld NY has very good predictability. Overlapping area represents the amount of predictability between Asml Hld time series from 2nd of October 2020 to 1st of March 2021 and 1st of March 2021 to 29th of July 2021. 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 Hld NY price movement. The serial correlation of 0.84 indicates that around 84.0% of current Asml Hld price fluctuation can be explain by its past prices.
Correlation Coefficient0.84
Spearman Rank Test0.9
Residual Average0.0
Price Variance2964.14

Asml Hld NY lagged returns against current returns

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

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

Asml Hld Lagged Returns

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

Asml Hld Investors Sentiment

The influence of Asml Hld'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 Hld. 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.

Current Sentiment - ASML

Asml Hld NY Investor Sentiment

Most of Macroaxis users are presently bullish on Asml Hld NY. What is your sentiment towards investing in Asml Hld NY? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Pair Trading with Asml Hld

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

Asml Hld Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Asml Hld and Daqo New Energy. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Please continue to Asml Hld Hype Analysis, Asml Hld Correlation, Asml Hld Valuation, Asml Hld Volatility, as well as analyze Asml Hld Alpha and Beta and Asml Hld Performance. Note that the Asml Hld NY information on this page should be used as a complementary analysis to other Asml Hld'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 Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Complementary Tools for Asml Hld Stock analysis

When running Asml Hld NY price analysis, check to measure Asml Hld'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 Hld is operating at the current time. Most of Asml Hld's value examination focuses on studying past and present price action to predict the probability of Asml Hld's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Asml Hld's price. Additionally, you may evaluate how the addition of Asml Hld to your portfolios can decrease your overall portfolio volatility.
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Equity Search
Search for activelly traded equities including funds and ETFs from over 30 global markets
Go
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Asml Hld 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 Hld technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Asml Hld 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...