Analog Devices Stock Alpha and Beta Analysis
| ADI Stock | USD 206.62 2.46 1.18% |
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 1.28 | Alpha 0.1 | Risk 2.27 | Sharpe Ratio (0.02) | Expected Return (0.05) |
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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 | 0.10 | β | 1.28 |
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 Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 215.37 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 9.18, arithmetic mean of 216.58, and mean deviation of 6.82. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Analog Devices dividend paid on 20th of December 2024 | 12/20/2024 |
1 | Insider Trading | 01/08/2025 |
2 | Semiconductor company sells San Jose office | 02/18/2025 |
3 | Analog Devices Inc Q1 2025 Earnings Call Highlights Navigating Challenges with Strategic ... | 02/20/2025 |
4 | Analog Devices, Inc. Maintains Buy Rating with 287 Target, Driven by AI and Automotive Growth | 02/27/2025 |
5 | Analog Devices, Inc. Shares Bought by Jones Financial Companies Lllp | 03/03/2025 |
6 | DigiKey Spotlights New Products at Embedded World 2025 | 03/04/2025 |
7 | Comparative Study NVIDIA And Industry Competitors In Semiconductors Semiconductor Equipment Industry | 03/05/2025 |
8 | Citi Still Backs Micron, Broadcom-Heres Why AI Investors Should Pay Attention | 03/07/2025 |
9 | Disposition of 2340 shares by Vincent Roche of Analog Devices at 216.26 subject to Rule 16b-3 | 03/10/2025 |
10 | Zurcher Kantonalbank Zurich Cantonalbank Buys 2,663 Shares of Analog Devices, Inc. | 03/12/2025 |
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 | 2024 | 2025 (projected) | Dividend Yield | 0.0193 | 0.016 | 0.0203 | 0.0176 | Price To Sales Ratio | 6.74 | 11.87 | 7.8 | 8.19 |
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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Align your risk with return expectations
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.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Analog Devices 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.