Maxlinear Stock Market Value
| MXL Stock | USD 15.54 0.20 1.27% |
| Symbol | MaxLinear |
MaxLinear Price To Book Ratio
Is Semiconductors & Semiconductor Equipment space 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 (2.73) | Revenue Per Share 4.749 | Quarterly Revenue Growth (0.40) | Return On Assets (0.10) |
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.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in MaxLinear on October 26, 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 30 days. MaxLinear is related to or competes with IPG Photonics, and Applied Materials. 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.
| Downside Deviation | 4.45 | |||
| Information Ratio | 0.0703 | |||
| Maximum Drawdown | 27.68 | |||
| Value At Risk | (6.75) | |||
| Potential Upside | 8.45 |
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 | 0.0836 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0739 | |||
| Treynor Ratio | 0.1256 |
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 appears to be not too volatile, given 3 months investment horizon. MaxLinear has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. By analyzing MaxLinear's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise MaxLinear's Risk Adjusted Performance of 0.0836, mean deviation of 3.36, and Downside Deviation of 4.45 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 8. The company secures a Beta (Market Risk) of 3.58, 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. Please check MaxLinear's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether MaxLinear's current price movements will revert.
Auto-correlation | 0.81 |
Very good predictability
MaxLinear has very good predictability. Overlapping area represents the amount of predictability between MaxLinear time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 0.81 indicates that around 81.0% of current MaxLinear price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
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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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.