Super Stock Market Value
| SMCI Stock | USD 235.75 4.21 1.82% |
| Symbol | Super |
Super Micro Computer Valuation
Is Super Micro'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 Super Micro. If investors know Super 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 Super Micro 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 0.316 | Earnings Share 10.88 | Revenue Per Share 134.596 | Quarterly Revenue Growth 0.336 | Return On Assets 0.1383 |
The market value of Super Micro Computer is measured differently than its book value, which is the value of Super that is recorded on the company's balance sheet. Investors also form their own opinion of Super Micro's value that differs from its market value or its book value, called intrinsic value, which is Super Micro'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 Super Micro's market value can be influenced by many factors that don't directly affect Super Micro'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 Super Micro's value and its price as these two are different measures arrived at by different means. Investors typically determine if Super Micro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Super Micro'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.
Super Micro '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 Super Micro'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 Super Micro.
| 08/26/2023 |
| 09/25/2023 |
If you would invest 0.00 in Super Micro on August 26, 2023 and sell it all today you would earn a total of 0.00 from holding Super Micro Computer or generate 0.0% return on investment in Super Micro over 30 days. Super Micro is related to or competes with Desktop Metal, Fabrinet, Kimball Electronics, Knowles Cor, Ubiquiti Networks, Deswell Industries, and Viavi Solutions. Super Micro Computer, Inc., together with its subsidiaries, develops and manufactures high-performance server and storag... More
Super Micro 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 Super Micro'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 Super Micro Computer upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.73 | |||
| Information Ratio | 0.0488 | |||
| Maximum Drawdown | 29.69 | |||
| Value At Risk | (5.44) | |||
| Potential Upside | 5.65 |
Super Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Super Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Super Micro's standard deviation. In reality, there are many statistical measures that can use Super Micro historical prices to predict the future Super Micro's volatility.| Risk Adjusted Performance | 0.0373 | |||
| Jensen Alpha | 0.2519 | |||
| Total Risk Alpha | 0.3309 | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 0.0739 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Super Micro'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 Super Micro in the context of predictive analytics.
Super Micro Computer Backtested Returns
We consider Super Micro very steady. Super Micro Computer owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0387, which indicates the firm had 0.0387% of return per unit of risk over the last 3 months. Our standpoint towards measuring 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 Super Micro Computer, which you can use to evaluate the future volatility of the company. Please validate Super Micro Semi Deviation of 5.41, coefficient of variation of 2112.89, and Risk Adjusted Performance of 0.0373 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Super Micro has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 2.7803, which indicates 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, Super Micro will likely underperform. Although it is important to respect Super Micro Computer current price movements, it is better to be realistic regarding the information on the equity's historical returns. Our main philosophy towards measuring 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 inspecting Super Micro Computer technical indicators, you can presently evaluate if the expected return of 0.18% will be sustainable into the future. Super Micro Computer right now has a risk of 4.58%. Please validate Super Micro variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Super Micro will be following its existing price patterns.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Super Micro Computer has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Super Micro time series from 26th of August 2023 to 10th of September 2023 and 10th of September 2023 to 25th of September 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 Super Micro Computer price movement. The serial correlation of -0.71 indicates that around 71.0% of current Super Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 241.23 |
Super Micro Computer lagged returns against current returns
Autocorrelation, which is Super Micro 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 Super Micro's stock expected returns. We can calculate the autocorrelation of Super Micro returns to help us make a trade decision. For example, suppose you find that Super Micro 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 |
Super Micro 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 Super Micro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Super Micro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Super Micro stock over time.
Current vs Lagged Prices |
| Timeline |
Super Micro Lagged Returns
When evaluating Super Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Super Micro stock have on its future price. Super Micro 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, Super Micro autocorrelation shows the relationship between Super Micro stock current value and its past values and can show if there is a momentum factor associated with investing in Super Micro Computer.
Regressed Prices |
| Timeline |
Super Micro Investors Sentiment
The influence of Super Micro'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 Super. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Super Micro's public news can be used to forecast risks associated with an investment in Super. The trend in average sentiment can be used to explain how an investor holding Super can time the market purely based on public headlines and social activities around Super Micro Computer. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Super Micro'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 Super Micro'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 Super Micro's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Super Micro.
Super Micro Implied Volatility | 64.04 |
Super Micro's implied volatility exposes the market's sentiment of Super Micro Computer stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Super Micro'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 Super Micro stock will not fluctuate a lot when Super Micro'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 Super Micro 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, Super Micro's short interest history, or implied volatility extrapolated from Super Micro options trading.
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Check out Super Micro Correlation, Super Micro Volatility and Super Micro Alpha and Beta module to complement your research on Super Micro. Note that the Super Micro Computer information on this page should be used as a complementary analysis to other Super Micro'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 the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Complementary Tools for Super Stock analysis
When running Super Micro's price analysis, check to measure Super Micro'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 Super Micro is operating at the current time. Most of Super Micro's value examination focuses on studying past and present price action to predict the probability of Super Micro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Super Micro's price. Additionally, you may evaluate how the addition of Super Micro to your portfolios can decrease your overall portfolio volatility.
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Super Micro 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.