Analog Devices, (Brazil) Market Value
| A1DI34 Stock | BRL 615.49 2.86 0.47% |
| 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,'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 Analog Devices,.
| 06/17/2025 |
| 08/16/2025 |
If you would invest 0.00 in Analog Devices, on June 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 60 days. Analog Devices, is related to or competes with Alaska Air, Micron Technology, DXC Technology, and Unity Software. Analog Devices, Inc. designs, manufactures, tests, and markets integrated circuits , software, and subsystems that lever... 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,'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 Analog Devices, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0666 | |||
| Maximum Drawdown | 17.51 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 2.03 |
Analog Devices, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Analog Devices,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Analog Devices,'s standard deviation. In reality, there are many statistical measures that can use Analog Devices, historical prices to predict the future Analog Devices,'s volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.1916 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.9778 |
Analog Devices, Backtested Returns
Analog Devices, appears to be very steady, given 3 months investment horizon. Analog Devices, secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Analog Devices,, which you can use to evaluate the volatility of the firm. Please makes use of Analog Devices,'s mean deviation of 0.7426, and Risk Adjusted Performance of 0.0873 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 8. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Analog Devices,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Analog Devices, is expected to be smaller as well. Please check Analog Devices,'s market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to make a quick decision on whether Analog Devices,'s price patterns will revert.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Analog Devices, has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Analog Devices, time series from 17th of June 2025 to 17th of July 2025 and 17th of July 2025 to 16th of August 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 -0.71 indicates that around 71.0% of current Analog Devices, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 517.53 |
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,'s 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,'s 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.Other Information on Investing in Analog Stock
Analog Devices, financial ratios help investors to determine whether Analog Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Analog with respect to the benefits of owning Analog Devices, security.