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SMH, Broadcom Reflect Broader Strength Among Semiconductor Stocks

The VanEck Vectors Semiconductor ETF (SMH) has outperformed, as have shares of Broadcom Ltd (AVGO)

Feb 10, 2017 at 2:13 PM
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Semiconductor stocks are in focus today following NVIDIA Corporation (NASDAQ:NVDA) earnings. The VanEck Vectors Semiconductor ETF (SMH) is up a modest 0.2% at $75.43 following the upbeat earnings report, but has been extremely strong over the long term. Specifically, shares of the exchange-traded fund (ETF) have shot 65.3% higher year-over-year.

Drilling deeper into the sector, our internal Sector Scorecard confirms this outperformance. Of the 38 semiconductor stocks we follow, the average annual gain is nearly 77%. Moreover, roughly four-fifths of these names are perched atop their 80-day moving average.

One such outperformer is Apple Inc. (NASDAQ:AAPL) supplier Broadcom Ltd (NASDAQ:AVGO). The stock has added just 0.1% this afternoon at $205.50, but notched a record high as recently as Wednesday. Moreover, AVGO shares have rocketed to a 76.7% year-over-year advance.

Interestingly, during the most recent reporting period, the stock saw one of the largest increases in short interest among all equities that trade at least one million shares a day or weekly options. Specifically, these bearish bets on Broadcom jumped 44.2%. Over that time frame, however, the shares gained close to 13%. This ability to trek upward in the face of heavy short selling speaks volumes to the stock's underlying strength.

In the options pits, AVGO call options have been bought to open at roughly double the rate of puts in the past 10 weeks, per the stock's 10-day call/put volume ratio of 1.97 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). What's more, this ratio ranks in the bullishly skewed 91st annual percentile. In other words, while short sellers have been betting on a pullback, options traders have been rolling the dice on higher highs.

At the moment, speculators can place their bets on the cheap, as well. Broadcom Ltd's (NASDAQ:AVGO) Schaeffer's Volatility Index (SVI) of 21% sits 1 percentage point from a 12-month low, suggesting lower-than-usual volatility expectations are being priced into the stock's short-term options.

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