Analog Devices Stock Alpha and Beta Analysis
| ADI Stock | USD 183.36 4.22 2.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Analog Devices. It also helps investors analyze the systematic and unsystematic risks associated with investing in Analog Devices over a specified time horizon. Remember, high Analog Devices' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Analog Devices' market risk premium analysis include:
Beta 1.6 | Alpha (0.13) | Risk 1.64 | Sharpe Ratio (0.06) | Expected Return (0.09) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Analog |
Analog Devices Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Analog Devices market risk premium is the additional return an investor will receive from holding Analog Devices long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Analog Devices. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Analog Devices' performance over market.| α | -0.13 | β | 1.60 |
Analog Devices expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Analog Devices' Buy-and-hold return. Our buy-and-hold chart shows how Analog Devices performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Analog Devices Market Price Analysis
Market price analysis indicators help investors to evaluate how Analog Devices stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Analog Devices shares will generate the highest return on investment. By understating and applying Analog Devices stock market price indicators, traders can identify Analog Devices position entry and exit signals to maximize returns.
Analog Devices Return and Market Media
The median price of Analog Devices for the period between Sun, Jan 21, 2024 and Sat, Apr 20, 2024 is 193.02 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 4.18, arithmetic mean of 192.67, and mean deviation of 3.37. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Analog Devices, Inc. Stock Goes Ex-Dividend In Just Four Days | 02/28/2024 |
2 | Disposition of 6643 shares by Vincent Roche of Analog Devices subject to Rule 16b-3 | 03/01/2024 |
3 | We Think Shareholders Are Less Likely To Approve A Large Pay Rise For Analog Devices, Inc.s CEO For Now | 03/07/2024 |
4 | Disposition of 314 shares by Henry Peter B. of Analog Devices subject to Rule 16b-3 | 03/08/2024 |
5 | Acquisition by Andonian Andre of 1205 shares of Analog Devices subject to Rule 16b-3 | 03/13/2024 |
| Analog Devices dividend paid on 15th of March 2024 | 03/15/2024 |
6 | Acquisition by Vincent Roche of 2999 shares of Analog Devices subject to Rule 16b-3 | 03/20/2024 |
7 | Analog devices CEO sells shares worth 1.97 million | 04/02/2024 |
8 | Temperature Sensors Global Markets Report 2024 Historical Revenue Data for 2022, Estimated Figures for 2023, Forecasts for 2026-2028 and CAGR Projections throug... | 04/03/2024 |
9 | Investors in Analog Devices have seen respectable returns of 92 percent over the past five years | 04/04/2024 |
10 | Analog Devices, Inc. is largely controlled by institutional shareholders who own 89 percent of the company | 04/05/2024 |
11 | Ahead Of Chip Earnings, Analyst Turns More Bullish On Nvidia And These Semiconductor Stocks On Robust AI Demand | 04/08/2024 |
12 | Is It Too Late To Consider Buying Analog Devices, Inc. | 04/11/2024 |
13 | Disposition of 2022 shares by Gregory Bryant of Analog Devices at 195.2 subject to Rule 16b-3 | 04/12/2024 |
14 | Estimating The Intrinsic Value Of Analog Devices, Inc. | 04/15/2024 |
15 | Disposition of 1264 shares by Anelise Sacks of Analog Devices at 195.2 subject to Rule 16b-3 | 04/17/2024 |
16 | Semiconductor Market size is set to grow by USD 156. billion from 2023-2027, Analog Devices Inc., Broadcom Inc. and Infineon Technologies AG, and more to emerge... | 04/19/2024 |
About Analog Devices Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Analog or other stocks. Alpha measures the amount that position in Analog Devices has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2014 | 2019 | 2023 | 2024 (projected) | Dividend Yield | 0.0191 | 0.0207 | 0.0201 | 0.0178 | Price To Sales Ratio | 6.81 | 6.6 | 7.87 | 8.26 |
Analog Devices Upcoming Company Events
As portrayed in its financial statements, the presentation of Analog Devices' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Analog Devices' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Analog Devices' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Analog Devices. Please utilize our Beneish M Score to check the likelihood of Analog Devices' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 19th of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Analog Devices
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Check out Analog Devices Backtesting, Analog Devices Valuation, Analog Devices Correlation, Analog Devices Hype Analysis, Analog Devices Volatility, Analog Devices History and analyze Analog Devices Performance. For more detail on how to invest in Analog Stock please use our How to Invest in Analog Devices guide.Note that the Analog Devices information on this page should be used as a complementary analysis to other Analog Devices' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Complementary 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.
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