Skyworks Solutions (Brazil) Market Value
| S1SL34 Stock | BRL 205.00 0.00 0.00% |
| Symbol | Skyworks |
Skyworks Solutions '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 Skyworks Solutions' 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 Skyworks Solutions.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Skyworks Solutions on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Skyworks Solutions or generate 0.0% return on investment in Skyworks Solutions over 90 days. Skyworks Solutions is related to or competes with Seagate Technology, Charter Communications, Align Technology, Metalfrio Solutions, Marfrig Global, Microchip Technology, and Iron Mountain. Skyworks Solutions, Inc., together with its subsidiaries, designs, develops, manufactures, and markets proprietary semic... More
Skyworks Solutions 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 Skyworks Solutions' 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 Skyworks Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 12.94 | |||
| Potential Upside | 0.7895 |
Skyworks Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Skyworks Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Skyworks Solutions' standard deviation. In reality, there are many statistical measures that can use Skyworks Solutions historical prices to predict the future Skyworks Solutions' volatility.| Risk Adjusted Performance | 0.1727 | |||
| Jensen Alpha | 0.3483 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (3.27) |
Skyworks Solutions Backtested Returns
Skyworks Solutions appears to be very steady, given 3 months investment horizon. Skyworks Solutions owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Skyworks Solutions, which you can use to evaluate the volatility of the company. Please review Skyworks Solutions' Coefficient Of Variation of 530.94, variance of 3.21, and Risk Adjusted Performance of 0.1727 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Skyworks Solutions holds a performance score of 14. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Skyworks Solutions are expected to decrease at a much lower rate. During the bear market, Skyworks Solutions is likely to outperform the market. Please check Skyworks Solutions' standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to make a quick decision on whether Skyworks Solutions' existing price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Skyworks Solutions has very good reverse predictability. Overlapping area represents the amount of predictability between Skyworks Solutions time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Skyworks Solutions price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Skyworks Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Skyworks Solutions lagged returns against current returns
Autocorrelation, which is Skyworks Solutions 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 Skyworks Solutions' stock expected returns. We can calculate the autocorrelation of Skyworks Solutions returns to help us make a trade decision. For example, suppose you find that Skyworks Solutions 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 |
Skyworks Solutions 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 Skyworks Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Skyworks Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Skyworks Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Skyworks Solutions Lagged Returns
When evaluating Skyworks Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Skyworks Solutions stock have on its future price. Skyworks Solutions 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, Skyworks Solutions autocorrelation shows the relationship between Skyworks Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Skyworks Solutions.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Skyworks Stock
When determining whether Skyworks Solutions is a strong investment it is important to analyze Skyworks Solutions' 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 Skyworks Solutions' future performance. For an informed investment choice regarding Skyworks Stock, refer to the following important reports:Check out Skyworks Solutions Correlation, Skyworks Solutions Volatility and Skyworks Solutions Alpha and Beta module to complement your research on Skyworks Solutions. For information on how to trade Skyworks Stock refer to our How to Trade Skyworks Stock guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Skyworks Solutions 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.