Maxlinear Stock Alpha and Beta Analysis
| MXL Stock | USD 15.55 0.19 1.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MaxLinear. It also helps investors analyze the systematic and unsystematic risks associated with investing in MaxLinear over a specified time horizon. Remember, high MaxLinear's 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 MaxLinear's market risk premium analysis include:
Beta 3.72 | Alpha 0.0433 | Risk 4.69 | Sharpe Ratio 0.11 | Expected Return 0.52 |
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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.
MaxLinear |
MaxLinear Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MaxLinear market risk premium is the additional return an investor will receive from holding MaxLinear 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 MaxLinear. 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 MaxLinear's performance over market.| α | 0.04 | β | 3.72 |
MaxLinear 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 MaxLinear's Buy-and-hold return. Our buy-and-hold chart shows how MaxLinear performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MaxLinear Market Price Analysis
Market price analysis indicators help investors to evaluate how MaxLinear stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MaxLinear shares will generate the highest return on investment. By understating and applying MaxLinear stock market price indicators, traders can identify MaxLinear position entry and exit signals to maximize returns.
MaxLinear Return and Market Media
The median price of MaxLinear for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 14.22 with a coefficient of variation of 6.66. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 14.12, and mean deviation of 0.74. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | MaxLinear, Inc. Investigated by Shareholder Rights Advocates - Investors Should Contact Levi Korsinsky Regarding Potential Securities Law Violations - MXL | 09/11/2024 |
2 | Rochester Electronics se asocia con MaxLinear para el soporte continuo del ciclo de vida | 09/24/2024 |
3 | MaxLinear Unveils MaxAI A Game-Changer for Wi-Fi Experience and Support Cost Reduction | 10/07/2024 |
4 | MXL ALERT Levi Korsinsky Reminds Investors of an Investigation Involving Possible Securities Fraud Violations by MaxLinear, Inc. | 10/15/2024 |
5 | State Street Corps Strategic Acquisition of MaxLinear Inc Shares | 10/18/2024 |
6 | MaxLinear Inc Q3 2024 Earnings Revenue Beats at 81.1M, EPS Misses with 0.90 Loss | 10/23/2024 |
7 | MaxLinear Inc Q3 2024 Earnings Call Highlights Navigating Challenges with Strategic ... | 10/24/2024 |
8 | MaxLinear Issues Earnings Results, Misses Estimates By 0.04 EPS | 10/25/2024 |
9 | Invesco Ltd.s Strategic Acquisition of MaxLinear Inc Shares | 11/06/2024 |
10 | Acquisition by Steven Litchfield of 1560 shares of MaxLinear subject to Rule 16b-3 | 11/07/2024 |
11 | Disposition of 5900 shares by William Torgerson of MaxLinear at 15.4 subject to Rule 16b-3 | 11/08/2024 |
12 | MaxLinears VP sells shares valued at 93,941 | 11/13/2024 |
About MaxLinear 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 MaxLinear or other stocks. Alpha measures the amount that position in MaxLinear 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 7.49 | 6.86 | 14.27 | 7.76 | Days Of Inventory On Hand | 121.22 | 124.55 | 118.55 | 79.89 |
MaxLinear Upcoming Company Events
As portrayed in its financial statements, the presentation of MaxLinear's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MaxLinear's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MaxLinear's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MaxLinear. Please utilize our Beneish M Score to check the likelihood of MaxLinear's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MaxLinear
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out MaxLinear Backtesting, MaxLinear Valuation, MaxLinear Correlation, MaxLinear Hype Analysis, MaxLinear Volatility, MaxLinear History and analyze MaxLinear Performance. For more information on how to buy MaxLinear Stock please use our How to buy in MaxLinear Stock guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.