Renesas Electronics' market value is the price at which a share of Renesas Electronics trades on a public exchange. It measures the collective expectations of Renesas Electronics investors about its performance. Renesas Electronics is trading at 11.08 as of the 11th of July 2025. This is a 1.84% increase since the beginning of the trading day. The stock's lowest day price was 11.08. With this module, you can estimate the performance of a buy and hold strategy of Renesas Electronics and determine expected loss or profit from investing in Renesas Electronics over a given investment horizon. Check out Renesas Electronics Correlation, Renesas Electronics Volatility and Renesas Electronics Alpha and Beta module to complement your research on Renesas Electronics.
Please note, there is a significant difference between Renesas Electronics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Renesas Electronics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Renesas Electronics' 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.
Renesas Electronics '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 Renesas Electronics' 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 Renesas Electronics.
0.00
04/12/2025
No Change 0.00
0.0
In 3 months and 1 day
07/11/2025
0.00
If you would invest 0.00 in Renesas Electronics on April 12, 2025 and sell it all today you would earn a total of 0.00 from holding Renesas Electronics or generate 0.0% return on investment in Renesas Electronics over 90 days. Renesas Electronics is related to or competes with NVIDIA, NVIDIA, Taiwan Semiconductor, Broadcom, Texas Instruments, QUALCOMM Incorporated, and Advanced Micro. Renesas Electronics Corporation, together with its subsidiaries, researches, develops, designs, manufactures, sells, and... More
Renesas Electronics 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 Renesas Electronics' 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 Renesas Electronics upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Renesas Electronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Renesas Electronics' standard deviation. In reality, there are many statistical measures that can use Renesas Electronics historical prices to predict the future Renesas Electronics' volatility.
At this point, Renesas Electronics is somewhat reliable. Renesas Electronics maintains Sharpe Ratio (i.e., Efficiency) of 0.0466, which implies the firm had a 0.0466 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Renesas Electronics, which you can use to evaluate the volatility of the company. Please check Renesas Electronics' Semi Deviation of 3.74, coefficient of variation of 1782.87, and Risk Adjusted Performance of 0.0842 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Renesas Electronics has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.46, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Renesas Electronics are expected to decrease at a much lower rate. During the bear market, Renesas Electronics is likely to outperform the market. Renesas Electronics right now holds a risk of 3.37%. Please check Renesas Electronics total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Renesas Electronics will be following its historical price patterns.
Auto-correlation
0.22
Weak predictability
Renesas Electronics has weak predictability. Overlapping area represents the amount of predictability between Renesas Electronics time series from 12th of April 2025 to 27th of May 2025 and 27th of May 2025 to 11th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Renesas Electronics price movement. The serial correlation of 0.22 indicates that over 22.0% of current Renesas Electronics price fluctuation can be explain by its past prices.
Correlation Coefficient
0.22
Spearman Rank Test
-0.12
Residual Average
0.0
Price Variance
0.21
Renesas Electronics lagged returns against current returns
Autocorrelation, which is Renesas Electronics 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 Renesas Electronics' stock expected returns. We can calculate the autocorrelation of Renesas Electronics returns to help us make a trade decision. For example, suppose you find that Renesas Electronics 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
Timeline
Renesas Electronics 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 Renesas Electronics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Renesas Electronics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Renesas Electronics stock over time.
Current vs Lagged Prices
Timeline
Renesas Electronics Lagged Returns
When evaluating Renesas Electronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Renesas Electronics stock have on its future price. Renesas Electronics 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, Renesas Electronics autocorrelation shows the relationship between Renesas Electronics stock current value and its past values and can show if there is a momentum factor associated with investing in Renesas Electronics.
Renesas Electronics financial ratios help investors to determine whether Renesas Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Renesas with respect to the benefits of owning Renesas Electronics security.