MaxLinear Stock Volatility
| MXL Stock | USD 16.56 -0.54 -3.16% |
MaxLinear continues to exhibit a minimal volatility profile over the designated horizon. It exhibits a Sharpe Ratio (Efficiency) of -0.0233, indicating negative risk-adjusted returns over the last 3 months. We identified 22 technical indicators influencing current risk dynamics.
Sharpe Ratio = -0.0233
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| Negative Returns | MXL |
MaxLinear (MXL) recorded a Market Risk Adjusted Performance of 0.01%, a Risk of 3.49, and a Risk Adjusted Performance of 0.01%. Based on monthly moving average MaxLinear is not performing at its full potential. However, if added to a well-diversified portfolio the total return can be enhanced and market risk can be reduced.
Key indicators related to MaxLinear's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
MaxLinear Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of MaxLinear daily returns, and it is calculated using variance and standard deviation.
MaxLinear | Build portfolio with MaxLinear Stock |
Volatility Strategy
MaxLinear price volatility may influence cost basis positioning and portfolio weighting over time. Price retracements and recoveries can alter allocation balance. Current statistical measures show total volatility near 3.49% with a beta coefficient of 2.22, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0233, evaluates return per unit of total risk. An alpha value of 0.21 reflects performance relative to systematic market exposure. Expected return estimates near -0.0812% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to MaxLinear's market risk premium analysis include:
Beta 2.22 | Alpha 0.21 | Risk 3.49 | Sharpe Ratio -0.02 | Expected Return -0.08 |
Moving together with MaxLinear Stock
Moving against MaxLinear Stock
Sensitivity To Market
MaxLinear beta coefficient measures the volatility of MaxLinear stock relative to the systematic risk of the overall market benchmark. Mathematically, beta represents the slope of the regression line comparing MaxLinear returns against market returns. A beta of 2.22 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 3.49%.MaxLinear has shown noticeable price swings over the selected period. Downside deviation is about 0.0% and standard deviation is about 3.39%, which summarize how widely returns have moved. Options markets imply a forward-looking volatility estimate near 80.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze MaxLinear Demand TrendCheck current 90 days MaxLinear correlation with market (Dow Jones Industrial)Downside Risk
MaxLinear standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 3.49 |
It is essential to understand the difference between upside risk (as represented by MaxLinear's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MaxLinear's daily returns or price. MaxLinear (MXL) recorded a Maximum Drawdown of 17.91.
Using MaxLinear Put Option to Manage Risk Based on 2026-06-18 Contracts
MaxLinear (MXL) recorded an Option Implied Volatility of 0.80 and an Option Max Pain Price of 16. Put options written on MaxLinear grant holders of the option the right to sell a specified amount of MaxLinear at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of MaxLinear Stock cannot fall below.
MaxLinear's PUT expiring on 2026-06-18
Profit |
| MaxLinear Price At Expiration |
Current MaxLinear Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | MXL260618P00008000 | -0.084477 | 0.01288 | 20 | 2026-06-18 | 0.0 - 0.65 | 0.0 | View |
Put | MXL260618P00009000 | -0.073218 | 0.016219 | 10 | 2026-06-18 | 0.05 - 0.65 | 0.0 | View |
Put | MXL260618P00010000 | -0.086293 | 0.021137 | 53 | 2026-06-18 | 0.05 - 0.7 | 0.0 | View |
Put | MXL260618P00011000 | -0.109205 | 0.027866 | 3 | 2026-06-18 | 0.15 - 0.7 | 0.0 | View |
Put | MXL260618P00012000 | -0.151478 | 0.035774 | 109 | 2026-06-18 | 0.2 - 1.05 | 0.0 | View |
Put | MXL260618P00013000 | -0.200751 | 0.043879 | 5 | 2026-06-18 | 0.4 - 1.35 | 0.0 | View |
Put | MXL260618P00014000 | -0.250112 | 0.054627 | 3 | 2026-06-18 | 0.8 - 1.3 | 0.0 | View |
Put | MXL260618P00015000 | -0.31822 | 0.05878 | 4 | 2026-06-18 | 1.05 - 2.05 | 0.0 | View |
Put | MXL260618P00016000 | -0.384412 | 0.064856 | 10 | 2026-06-18 | 1.5 - 2.45 | 0.0 | View |
Put | MXL260618P00017000 | -0.450285 | 0.066717 | 3 | 2026-06-18 | 2.0 - 3.1 | 0.0 | View |
Put | MXL260618P00018000 | -0.515411 | 0.067861 | 75 | 2026-06-18 | 2.6 - 3.7 | 0.0 | View |
Stock Volatility Analysis
Volatility refers to the frequency at which MaxLinear stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MaxLinear's price changes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. MaxLinear Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Considering the 90-day investment horizon MaxLinear has a beta of 2.2162 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, MaxLinear will likely underperform.MaxLinear is exposed to both systematic and unsystematic risk. Systematic risk reflects broader stock market movements, while company or sector-specific developments represent nonmarket drivers. Diversification may reduce specific risk, but market exposure remains. Beta and standard deviation help quantify volatility. MaxLinear (MXL) recorded a Mean Deviation of 2.63, an Option Implied Volatility of 0.80, and a Standard Deviation of 3.39.
Predicted Return Density |
| Returns |
What Drives MaxLinear's Price Volatility?
Several factors can influence MaxLinear's market volatility:Industry Dynamics
Sector-level events can directly affect MaxLinear's price stability. Regulatory changes, supply disruptions, or shifts in demand within MaxLinear's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like MaxLinear.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for MaxLinear's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward MaxLinear. During periods of economic expansion, MaxLinear's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.MaxLinear's Company-Specific Factors
Volatility can also stem from events unique to MaxLinear. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in MaxLinear's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on MaxLinear's share price.Stock Risk Measures
Considering the 90-day investment horizon the coefficient of variation of MaxLinear is -4300.59. The daily returns are distributed with a variance of 12.18 and standard deviation of 3.49. The mean deviation of MaxLinear is currently at 2.72. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.21 | |
β | Beta against Dow Jones | 2.22 | |
σ | Overall volatility | 3.49 | |
Ir | Information ratio | 0.03 |
Stock Return Volatility
MaxLinear historical daily return volatility represents how much of MaxLinear stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company reported 3.4901% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between MaxLinear Stock performing well and MaxLinear Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MaxLinear's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| UCTT | 4.03 | 1.59 | 0.28 | 0.57 | 4.24 | 8.53 | 28.84 | |||
| PLAB | 3.13 | 0.32 | 0.04 | 0.02 | 3.95 | 7.74 | 25.96 | |||
| INDI | 3.01 | -0.44 | 0.00 | -0.32 | 0.00 | 5.83 | 27.64 | |||
| COHU | 2.33 | 0.56 | 0.16 | 0.20 | 2.63 | 5.47 | 14.32 | |||
| HIMX | 2.25 | 0.02 | 0.07 | -0.12 | 2.48 | 4.90 | 15.94 | |||
| LASR | 3.88 | 1.29 | 0.23 | 0.36 | 4.51 | 6.80 | 27.29 | |||
| FSLY | 4.78 | 1.54 | 0.53 | -0.99 | 2.74 | 10.72 | 79.57 | |||
| AMPL | 2.70 | -0.47 | 0.00 | -0.49 | 0.00 | 5.08 | 21.44 | |||
| AOSL | 1.87 | 0.18 | 0.08 | 0.08 | 2.22 | 5.90 | 14.63 | |||
| ALIT | 3.63 | -1.27 | 0.00 | -0.80 | 0.00 | 5.88 | 44.05 |
Risk Metrics, Assumptions & Methodology
Volatility for MaxLinear measures return dispersion and uncertainty over time. Higher dispersion implies wider price swings across observed periods. MaxLinear has a market cap of 1.45 B, P/E of 20.23, ROE of -28.24%.
Unless otherwise specified, data for MaxLinear is compiled from periodic company reporting and market reference feeds and standardized for comparability. Where analyst coverage exists, consensus estimates are factored in. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardMaxLinear Investment Opportunity
Recent data suggests that MaxLinear is meaningfully more volatile than Dow Jones Industrial, by roughly a 4.26x factor. Across the current 90-day horizon, that places the security below 31% of the broader equity and portfolio universe on a pure volatility basis.You can use MaxLinear to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is most useful when combined with broader risk controls and position-sizing discipline. an unexpected downward movement. The market is reacting to new fundamentals. Check odds of MaxLinear to be traded at $15.9 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between MXL and DJI stands at 0.72, or Poor diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
MaxLinear Additional Risk Indicators
Secondary risk indicators for MaxLinear can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0074 | |||
| Market Risk Adjusted Performance | 0.0051 | |||
| Mean Deviation | 2.63 | |||
| Coefficient Of Variation | -386,285 | |||
| Standard Deviation | 3.39 | |||
| Variance | 11.46 | |||
| Information Ratio | 0.0258 |
MaxLinear Suggested Diversification Pairs
Using MaxLinear in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against MaxLinear as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. MaxLinear's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, MaxLinear's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to MaxLinear.