ASMLF OTC Stock Market Value

ASMLF -  USA Stock  

USD 806.25  6.83  0.85%

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 NV investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Asml Hld NV 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


Is Asml Hld'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 Hld. If investors know ASMLF 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 Hld listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Asml Hld NV is measured differently than its book value, which is the value of ASMLF 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'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 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 otc 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
09/26/2021
No Change 0.00  0.0 
In 30 days
10/26/2021
0.00
If you would invest  0.00  in Asml Hld on September 26, 2021 and sell it all today you would earn a total of 0.00 from holding Asml Hld NV or generate 0.0% return on investment in Asml Hld over 30 days. Asml Hld is related to or competes with Asml Holdings, Applied Materials, Lam Research, Tokyo Electron, K L, and ASM INTERNATIONAL. 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 otc 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 NV 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
719.48803.96806.41
Details
Intrinsic
Valuation
LowReal ValueHigh
797.65800.10802.55
Details
Naive
Forecast
LowNext ValueHigh
879.24881.69884.14
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
694.26808.22922.18
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 NV.

Asml Hld NV Backtested Returns

We consider Asml Hld very steady. Asml Hld NV secures Sharpe Ratio (or Efficiency) of 0.0498, which signifies that the company had 0.0498% 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-one technical indicators for Asml Hld NV, which you can use to evaluate the future volatility of the firm. Please confirm Asml Hld NV Downside Deviation of 2.66, risk adjusted performance of 0.0458, and Mean Deviation of 1.9 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%.
Asml Hld has performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.929, which signifies possible diversification benefits within a given portfolio. Let's try to break down what ASMLF's beta means in this case. Asml Hld returns are very sensitive to returns on the market. As the market goes up or down, Asml Hld is expected to follow. Although it is extremely important to respect Asml Hld NV historical returns, it is better to be realistic regarding the information on 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 NV technical indicators, you can presently evaluate if the expected return of 0.12% will be sustainable into the future. Asml Hld NV right now shows a risk of 2.47%. Please confirm Asml Hld NV information ratio, as well as the relationship between the value at risk and expected short fall to decide if Asml Hld NV will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.73)   

Almost perfect reverse predictability

Asml Hld NV has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Asml Hld time series from 26th of September 2021 to 11th of October 2021 and 11th of October 2021 to 26th of October 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 NV price movement. The serial correlation of -0.73 indicates that around 73.0% of current Asml Hld price fluctuation can be explain by its past prices. Given that Asml Hld NV has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Asml Hld for similar time interval.
Correlation Coefficient-0.73
Spearman Rank Test-0.37
Residual Average0.0
Price Variance824.35

Asml Hld NV lagged returns against current returns

Autocorrelation, which is Asml Hld otc 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 otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asml Hld otc 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 otc 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 otc 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in Asml Hld NV.
 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 ASMLF. 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 - ASMLF

Asml Hld NV Investor Sentiment

Most of Macroaxis users are presently bullish on Asml Hld NV. What is your sentiment towards investing in Asml Hld NV? 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 Asml Holdings NY. 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 NV 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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for ASMLF OTC Stock analysis

When running Asml Hld NV 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.
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
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Asml Hld technical otc 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...