Analog Devices Backtesting

We consider Analog Devices not too risky. Analog Devices secures Sharpe Ratio (or Efficiency) of 0.0259 which signifies that Analog Devices had 0.0259% of return per unit of standard deviation over the last 2 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Analog Devices which you can use to evaluate future volatility of the firm. Please confirm Analog Devices Mean Deviation of 1.43 and Risk Adjusted Performance of 0.0989 to double-check if risk estimate we provide are consistent with the epected return of 0.0507%. Analog Devices has performance score of 1 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1105 which signifies that as returns on market increase, Analog Devices returns are expected to increase less than the market. However during bear market, the loss on holding Analog Devices will be expected to be smaller as well.. Although it is extremely important to respect Analog Devices historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Analog Devices technical indicators you can presently evaluate if the expected return of 0.0507% will be sustainable into the future. Analog Devices right now shows a risk of 1.9584%. Please confirm Analog Devices Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if Analog Devices will be following its price patterns.