MaxLinear (Germany) Market Value
| JMX Stock | EUR 19.93 0.85 4.45% |
| Symbol | MaxLinear |
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.
| 11/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in MaxLinear on November 7, 2024 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 60 days. MaxLinear is related to or competes with MOLSON COORS, Lifeway Foods, Cleanaway Waste, Highlight Communications, Ribbon Communications, Ebro Foods, and Cairo Communication. MaxLinear, Inc. provides radio-frequency , high-performance analog, and mixed-signal communications systems-on-chip solu... 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.
| Downside Deviation | 4.48 | |||
| Information Ratio | 0.1945 | |||
| Maximum Drawdown | 20.06 | |||
| Value At Risk | (6.50) | |||
| Potential Upside | 8.88 |
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 | 0.17 | |||
| Jensen Alpha | 0.902 | |||
| Total Risk Alpha | 0.8262 | |||
| Sortino Ratio | 0.1972 | |||
| Treynor Ratio | (1.61) |
MaxLinear Backtested Returns
MaxLinear appears to be slightly risky, given 3 months investment horizon. MaxLinear has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. By analyzing MaxLinear's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please exercise MaxLinear's Downside Deviation of 4.48, mean deviation of 3.4, and Risk Adjusted Performance of 0.17 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MaxLinear holds a performance score of 15. The company secures a Beta (Market Risk) of -0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MaxLinear are expected to decrease at a much lower rate. During the bear market, MaxLinear is likely to outperform the market. Please check MaxLinear's semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to make a quick decision on whether MaxLinear's current price movements will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
MaxLinear has weak reverse predictability. Overlapping area represents the amount of predictability between MaxLinear time series from 7th of November 2024 to 7th of December 2024 and 7th of December 2024 to 6th of January 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 MaxLinear price movement. The serial correlation of -0.25 indicates that over 25.0% of current MaxLinear price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
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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Additional Information and Resources on Investing in MaxLinear Stock
When determining whether MaxLinear is a strong investment it is important to analyze MaxLinear's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact MaxLinear's future performance. For an informed investment choice regarding MaxLinear Stock, refer to the following important reports:Check out MaxLinear Correlation, MaxLinear Volatility and MaxLinear Alpha and Beta module to complement your research on MaxLinear. For more detail on how to invest in MaxLinear Stock please use our How to Invest in MaxLinear guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
MaxLinear technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.