Analog Devices (UK) Market Value
| 0HFN Stock | 243.24 0.43 0.18% |
| Symbol | Analog |
Analog Devices '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 Analog Devices' 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 Analog Devices.
| 04/17/2025 |
| 07/16/2025 |
If you would invest 0.00 in Analog Devices on April 17, 2025 and sell it all today you would earn a total of 0.00 from holding Analog Devices or generate 0.0% return on investment in Analog Devices over 90 days. Analog Devices is related to or competes with Coeur Mining, Jacquet Metal, METALL ZUG, Wheaton Precious, and Rheinmetall. Analog Devices is entity of United Kingdom More
Analog Devices 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 Analog Devices' 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 Analog Devices upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.2028 | |||
| Maximum Drawdown | 12.85 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 4.27 |
Analog Devices Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Analog Devices' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Analog Devices' standard deviation. In reality, there are many statistical measures that can use Analog Devices historical prices to predict the future Analog Devices' volatility.| Risk Adjusted Performance | 0.2739 | |||
| Jensen Alpha | 0.5239 | |||
| Total Risk Alpha | 0.2856 | |||
| Sortino Ratio | 0.257 | |||
| Treynor Ratio | (6.30) |
Analog Devices Backtested Returns
Analog Devices appears to be very steady, given 3 months investment horizon. Analog Devices secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the company had a 0.28 % return per unit of standard deviation over the last 3 months. By analyzing Analog Devices' technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Analog Devices' risk adjusted performance of 0.2739, and Mean Deviation of 1.42 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Analog Devices holds a performance score of 21. The firm shows a Beta (market volatility) of -0.0816, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Analog Devices are expected to decrease at a much lower rate. During the bear market, Analog Devices is likely to outperform the market. Please check Analog Devices' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Analog Devices' price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Analog Devices has good predictability. Overlapping area represents the amount of predictability between Analog Devices time series from 17th of April 2025 to 1st of June 2025 and 1st of June 2025 to 16th 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 Analog Devices price movement. The serial correlation of 0.75 indicates that around 75.0% of current Analog Devices price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 82.0 |
Analog Devices lagged returns against current returns
Autocorrelation, which is Analog Devices 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 Analog Devices' stock expected returns. We can calculate the autocorrelation of Analog Devices returns to help us make a trade decision. For example, suppose you find that Analog Devices 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 |
Analog Devices 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 Analog Devices stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Analog Devices stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Analog Devices stock over time.
Current vs Lagged Prices |
| Timeline |
Analog Devices Lagged Returns
When evaluating Analog Devices' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Analog Devices stock have on its future price. Analog Devices 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, Analog Devices autocorrelation shows the relationship between Analog Devices stock current value and its past values and can show if there is a momentum factor associated with investing in Analog Devices.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Analog Stock Analysis
When running Analog Devices' price analysis, check to measure Analog Devices' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Analog Devices is operating at the current time. Most of Analog Devices' value examination focuses on studying past and present price action to predict the probability of Analog Devices' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Analog Devices' price. Additionally, you may evaluate how the addition of Analog Devices to your portfolios can decrease your overall portfolio volatility.