Analog Devices (Germany) Alpha and Beta Analysis
| ANL Stock | EUR 278.50 1.65 0.59% |
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 0.16 | Alpha 0.51 | Risk 1.99 | Sharpe Ratio 0.31 | Expected Return 0.61 |
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 | 0.51 | β | 0.16 |
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 Tue, Nov 18, 2025 and Mon, Feb 16, 2026 is 237.05 with a coefficient of variation of 10.1. The daily time series for the period is distributed with a sample standard deviation of 24.12, arithmetic mean of 238.72, and mean deviation of 19.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Analog Devices stock slips into year-end as chip shares cool Fed minutes and ADI earnings on deck - ts2.tech | 12/29/2025 |
2 | Analog Devices Industrial Segment Gains Momentum Whats Ahead - Zacks Investment Research | 01/06/2026 |
3 | The Returns At Analog Devices Arent Growing - Yahoo Finance | 01/14/2026 |
4 | Is It Too Late To Consider Analog Devices After Strong MultiYear Share Gains - simplywall.st | 01/23/2026 |
5 | Board Changes And Shareholder Proposal Shape Analog Devices Governance And AI Focus - simplywall.st | 02/05/2026 |
6 | Do Wall Street Analysts Like Analog Devices Stock - Barchart.com | 02/09/2026 |
7 | Public Sector Pension Investment Board Boosts Stock Position in Analog Devices, Inc. ADI - MarketBeat | 02/13/2026 |
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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Analog Devices in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Analog Devices' short interest history, or implied volatility extrapolated from Analog Devices options trading.
Build Portfolio with Analog Devices
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Align your risk with return expectations
Check out Analog Devices Analysis, Analog Devices Valuation, Analog Devices Correlation, Analog Devices Hype Analysis, Analog Devices Volatility, Analog Devices Price 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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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.