Market Composite

Semiconductors Stocks$201.58

1.25%4:00PM 07/30/2021

The list of companies include ADI-Analog Devices Inc., ALGM-Allegro Microsystems Inc., AMBA-Ambarella Inc, AMD-Advanced Micro Devices Inc., AMKR-AMKOR Technology Inc., AOSL-Alpha & Omega Semiconductor Ltd, ARRY-Array Technologies Inc, AVGO-Broadcom Inc, BOSC-B.O.S. Better Online Solutions, CCMP-CMC Materials Inc, CEVA-Ceva Inc., COHR-Coherent Inc., CRUS-Cirrus Logic, Inc., DIOD-Diodes, Inc., DSPG-DSP Group, Inc., ENPH-Enphase Energy Inc, ENTG-Entegris Inc, FN-Fabrinet, GSIT-GSI Technology Inc, ICHR-Ichor Holdings Ltd, INTC-Intel Corp., INVE-Identiv Inc, IPGP-IPG Photonics Corp, IPHI-Inphi Corp, KLIC-Kulicke & Soffa Industries, Inc., KOPN-Kopin Corp., LASR-nLIGHT Inc, LSCC-Lattice Semiconductor Corp., MCHP-Microchip Technology, Inc., MOSY-Mosys Inc

Latest intraday update before market close @ 19:45:54 PM 07/30/2021

Summary :

Average return is up 1.2%

Median return is up 0.5%

55 out of 75 stocks are up (limited to those with intraday pricing feeds).

Top Movers : MTSI 1.7%, CAN 1.8%, MPWR 1.8%, IMOS 1.9%, DIOD 2.0%, XLNX 2.0%, LSCC 2.5%, WISA 2.6%, SLAB 2.6%, SITM 2.7%, AMD 3.2%, UMC 3.2%, ENPH 3.4%, GSIT 3.5%, ICHR 4.5%, OIIM 9.2%, CEVA 10.1%, POWI 13.2%, SIMO 16.3%,

Aggregated price index

Aggregated price index with volume information

Summary:

Semiconductors stocks up 1.2% on average while median return up 0.7% in a day
Semiconductors stocks up 3.7% on average while median return up 2.8% in a week
Semiconductors stocks down 3.8% on average while median return down 2.9% in a month
When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.

Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.

Related Stocks

Click on + to show price series and click on ticker for stock detail page

Ticker	1 Day Return	1 Week Return	1 Month Return	PE Ratio	PE/G	P/B (mrq)	P/S (ttm)	Earning Growth	MarketCap	Short %	Held By Institutions %	RSI	Price Pattern	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

SIMO	16.6%	21.0%	17.0%	32.86	1.93	3.66	3.72	33%	2.6B		80%	76	\-/-	85	-0.0%	7.4%	17.1%
POWI	14.1%	14.9%	18.2%	62.1	1.25	5.57	8.65	151%	5.9B	4%	99%	74	\/	168	0.0%	24.5%	16.4%
CEVA	9.4%	13.1%	4.9%	-227.86	5.39	3.80	9.73		1.1B	3%	81%	68	/\	85	-0.4%	15.1%	22.6%
OIIM	9.4%	15.8%	7.8%	36.33	1.07	2.21	2.27		219.1M		32%	69	-/-	85	-0.2%	13.0%	18.3%
ICHR	4.6%	6.4%	-4.1%	28.87	0.78	3.16	1.42	331%	1.5B	3%	90%	55	\/-	85	0.0%	9.3%	-1.4%
ENPH	4.1%	6.4%	3.3%	152.93	2.09	30.71	25.85	-54%	25.5B	4%	70%	64	/-	85	0.1%	14.7%	12.2%
UMC	3.3%	11.7%	11.4%		0.74	0.09	0.13	373%	26.2B		4%	69	-/-	85	-0.0%	8.0%	11.6%
AMD	3.1%	15.2%	13.1%	44.45	1.39	15.88	9.00	243%	128.9B	7%	77%	80	/\/	85	0.1%	8.7%	22.2%
SLAB	3.1%	2.3%	-2.8%	280.17	3.92	5.23	6.80	502%	6.7B	5%	97%	57	\/\	85	-0.0%	7.0%	5.2%
LSCC	2.9%	5.0%	1.0%	139.05	3.41	17.68	16.25	130%	7.8B	5%	100%	62	-/	85	0.2%	6.2%	2.9%
SITM	2.9%	6.0%	7.1%		5.77	315.98	17.32		2.6B	4%	64%	65	-/-	168	0.1%	12.5%	18.3%
GSIT	2.4%	0.2%	-2.3%	-6.08	-0.86	1.72	4.71		133.4M	3%	33%	52	\/\	85	-0.3%	15.1%	8.0%
MTSI	2.4%	2.3%	-3.7%	-2539.51	2.01	9.78	6.90		4.2B	6%	74%	58	\/-	85	-0.0%	10.0%	4.3%
DIOD	2.3%	6.2%	2.8%	35.13	1.26	3.34	2.46	96%	3.7B	3%	99%	64	\/\	85	-0.1%	6.9%	9.3%
MPWR	2.1%	8.4%	20.3%	122.07	2.04	15.85	17.36	27%	20.6B	2%	95%	81	-/	168	0.1%	7.0%	19.0%
IMOS	2.0%	5.1%	13.1%			0.06	0.05	35%	1.4B		7%	62	/\/	67	0.3%	4.7%	3.4%
IPGP	1.8%	1.3%	3.5%	61.48	0.92	4.13	8.40	87%	11.7B	4%	65%	58	\/\	85	-0.1%	8.2%	7.3%
SYNA	1.8%	1.2%	-2.4%	36.78	1.63	5.50	3.98	176%	5.3B	24%	106%	55	\/	85	0.2%	6.7%	1.6%
XLNX	1.8%	8.7%	3.6%	57.09	4.43	11.23	10.30	16%	36.8B	5%	83%	67	\/\-	85	0.0%	7.0%	13.7%
UCTT	1.6%	4.1%	0.5%	23.91	0.72	3.63	1.48	166%	2.4B	3%	85%	57	\/-	85	-0.0%	7.3%	4.0%

* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.

* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.

* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.

1M winners are : Winners for past month are $MPWR 20.3%, $POWI 18.2%, $SIMO 17.0%, $MXL 13.5%, $STM 13.4%
1M losers are : Losers for past month are $SPI -18.4%, $MOSY -22.6%, $VLDR -24.7%, $QUIK -26.7%, $VLDRW -34.7%
1W winners are : Winners for past week are $SIMO 21.0%, $CAN 19.4%, $OIIM 15.8%, $AMD 15.2%, $POWI 14.9%
1W losers are : Losers for past week are $SWKS -4.2%, $COHR -5.3%, $QUIK -6.0%, $MX -7.6%, $WISA -9.5%

Pick two stocks to compare:

ADI

DIOD

Correlation Analysis

Index correlation analysis

Correlation for the past month is 41.3%, for the past 3 months is 37.3%

In the past month for a 5 days rolling window, the highest corrrelation is 62.8%, the lowest correlation is 13.2%, the latest correlation is 44.9%

When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.

Among pairwise correlation, the highest correlation is 89.2% between ADI and DIOD

The lowest correlation is -68.0% between DSPG and IPHI