Tower Semiconductor (Israel) Market Value
| TSEM Stock | ILA 37,300 2,150 5.45% |
| Symbol | Tower |
Tower Semiconductor '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 Tower Semiconductor'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 Tower Semiconductor.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Tower Semiconductor on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Tower Semiconductor or generate 0.0% return on investment in Tower Semiconductor over 30 days. Tower Semiconductor is related to or competes with Nova, Camtek, Nice, Qualitau, Unitronics, Sapiens International, and Matrix. Tower Semiconductor Ltd., an independent semiconductor foundry, manufactures and markets analog intensive mixed-signal s... More
Tower Semiconductor 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 Tower Semiconductor'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 Tower Semiconductor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.95 | |||
| Information Ratio | 0.2796 | |||
| Maximum Drawdown | 15.86 | |||
| Value At Risk | (4.19) | |||
| Potential Upside | 6.62 |
Tower Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tower Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tower Semiconductor's standard deviation. In reality, there are many statistical measures that can use Tower Semiconductor historical prices to predict the future Tower Semiconductor's volatility.| Risk Adjusted Performance | 0.2209 | |||
| Jensen Alpha | 0.9593 | |||
| Total Risk Alpha | 0.6859 | |||
| Sortino Ratio | 0.2975 | |||
| Treynor Ratio | (2.03) |
Tower Semiconductor Backtested Returns
Tower Semiconductor appears to be very steady, given 3 months investment horizon. Tower Semiconductor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the firm had a 0.28 % return per unit of risk over the last 3 months. By inspecting Tower Semiconductor's technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please review Tower Semiconductor's Coefficient Of Variation of 332.68, risk adjusted performance of 0.2209, and Semi Deviation of 2.17 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Tower Semiconductor holds a performance score of 22. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Tower Semiconductor are expected to decrease at a much lower rate. During the bear market, Tower Semiconductor is likely to outperform the market. Please check Tower Semiconductor's potential upside, semi variance, and the relationship between the value at risk and downside variance , to make a quick decision on whether Tower Semiconductor's existing price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Tower Semiconductor has average predictability. Overlapping area represents the amount of predictability between Tower Semiconductor time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tower Semiconductor price movement. The serial correlation of 0.46 indicates that about 46.0% of current Tower Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 557.6 K |
Tower Semiconductor lagged returns against current returns
Autocorrelation, which is Tower Semiconductor 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 Tower Semiconductor's stock expected returns. We can calculate the autocorrelation of Tower Semiconductor returns to help us make a trade decision. For example, suppose you find that Tower Semiconductor 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 |
Tower Semiconductor 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 Tower Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tower Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tower Semiconductor stock over time.
Current vs Lagged Prices |
| Timeline |
Tower Semiconductor Lagged Returns
When evaluating Tower Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tower Semiconductor stock have on its future price. Tower Semiconductor 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, Tower Semiconductor autocorrelation shows the relationship between Tower Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Tower Semiconductor.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Tower Stock
When determining whether Tower Semiconductor is a strong investment it is important to analyze Tower Semiconductor's 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 Tower Semiconductor's future performance. For an informed investment choice regarding Tower Stock, refer to the following important reports:Check out Tower Semiconductor Correlation, Tower Semiconductor Volatility and Tower Semiconductor Alpha and Beta module to complement your research on Tower Semiconductor. For information on how to trade Tower Stock refer to our How to Trade Tower Stock guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Tower Semiconductor 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.