Maxlinear Stock Market Value
| MXL Stock | USD 20.27 0.29 1.41% |
| Symbol | MaxLinear |
MaxLinear Price To Book Ratio
Is MaxLinear's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MaxLinear. If investors know MaxLinear will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MaxLinear listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.71) | Earnings Share (0.91) | Revenue Per Share 8.589 | Quarterly Revenue Growth (0.57) | Return On Assets (0.01) |
The market value of MaxLinear is measured differently than its book value, which is the value of MaxLinear that is recorded on the company's balance sheet. Investors also form their own opinion of MaxLinear's value that differs from its market value or its book value, called intrinsic value, which is MaxLinear's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MaxLinear's market value can be influenced by many factors that don't directly affect MaxLinear's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MaxLinear's value and its price as these two are different measures arrived at by different means. Investors typically determine if MaxLinear is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MaxLinear's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MaxLinear '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 MaxLinear'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 MaxLinear.
| 05/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in MaxLinear on May 30, 2022 and sell it all today you would earn a total of 0.00 from holding MaxLinear or generate 0.0% return on investment in MaxLinear over 690 days. MaxLinear is related to or competes with ON Semiconductor, Entegris, Analog Devices, Arm Holdings, FormFactor, Globalfoundries, and Intchains Group. MaxLinear, Inc. provides radiofrequency , high-performance analog, and mixed-signal communications systems-on-chip solut... More
MaxLinear 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 MaxLinear'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 MaxLinear upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.2 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 4.85 |
MaxLinear Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MaxLinear's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MaxLinear's standard deviation. In reality, there are many statistical measures that can use MaxLinear historical prices to predict the future MaxLinear's volatility.| Risk Adjusted Performance | 0.007 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MaxLinear's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MaxLinear Backtested Returns
MaxLinear has Sharpe Ratio of -0.0449, which conveys that the firm had a -0.0449% return per unit of risk over the last 3 months. MaxLinear exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MaxLinear's Mean Deviation of 2.61, risk adjusted performance of 0.007, and Standard Deviation of 3.37 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.34, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MaxLinear will likely underperform. MaxLinear has an expected return of -0.15%. Please make sure to verify MaxLinear potential upside, rate of daily change, as well as the relationship between the Rate Of Daily Change and period momentum indicator , to decide if MaxLinear performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
MaxLinear has below average predictability. Overlapping area represents the amount of predictability between MaxLinear time series from 30th of May 2022 to 10th of May 2023 and 10th of May 2023 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MaxLinear price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current MaxLinear price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 20.29 |
MaxLinear lagged returns against current returns
Autocorrelation, which is MaxLinear 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 MaxLinear's stock expected returns. We can calculate the autocorrelation of MaxLinear returns to help us make a trade decision. For example, suppose you find that MaxLinear 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 |
MaxLinear 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 MaxLinear stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MaxLinear stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MaxLinear stock over time.
Current vs Lagged Prices |
| Timeline |
MaxLinear Lagged Returns
When evaluating MaxLinear's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MaxLinear stock have on its future price. MaxLinear 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, MaxLinear autocorrelation shows the relationship between MaxLinear stock current value and its past values and can show if there is a momentum factor associated with investing in MaxLinear.
Regressed Prices |
| Timeline |
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Complementary Tools for MaxLinear Stock analysis
When running MaxLinear's price analysis, check to measure MaxLinear's 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 MaxLinear is operating at the current time. Most of MaxLinear's value examination focuses on studying past and present price action to predict the probability of MaxLinear's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MaxLinear's price. Additionally, you may evaluate how the addition of MaxLinear to your portfolios can decrease your overall portfolio volatility.
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