Autodesk Stock Alpha and Beta Analysis
| ADSK Stock | USD 291.90 1.26 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Autodesk. It also helps investors analyze the systematic and unsystematic risks associated with investing in Autodesk over a specified time horizon. Remember, high Autodesk'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 Autodesk's market risk premium analysis include:
Beta 1.25 | Alpha 0.0516 | Risk 1.7 | Sharpe Ratio 0.12 | Expected Return 0.21 |
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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.
Autodesk |
Autodesk Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Autodesk market risk premium is the additional return an investor will receive from holding Autodesk 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 Autodesk. 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 Autodesk's performance over market.| α | 0.05 | β | 1.25 |
Autodesk 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 Autodesk's Buy-and-hold return. Our buy-and-hold chart shows how Autodesk performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Autodesk Market Price Analysis
Market price analysis indicators help investors to evaluate how Autodesk stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Autodesk shares will generate the highest return on investment. By understating and applying Autodesk stock market price indicators, traders can identify Autodesk position entry and exit signals to maximize returns.
Autodesk Return and Market Media
The median price of Autodesk for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 285.31 with a coefficient of variation of 6.74. The daily time series for the period is distributed with a sample standard deviation of 19.03, arithmetic mean of 282.19, and mean deviation of 16.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Autodesk Inc Shares Up 3.18 percent on Nov 6 | 11/06/2024 |
2 | Intellinetics, Inc. Reports Q3 Loss, Misses Revenue Estimates | 11/13/2024 |
3 | Swiss National Bank Has 176.23 Million Stake in Autodesk, Inc. | 11/18/2024 |
4 | Lithos Carbon Awarded IRCAI and AWSs Compute for Climate Fellowship | 11/21/2024 |
5 | Goldman Sachs Autodesk, Inc. Is A Top AI Growth Investor Stock | 11/22/2024 |
6 | Autodesk Q3 2025 Earnings Preview | 11/25/2024 |
7 | Autodesk Non-GAAP EPS of 2.17 beats by 0.05, revenue of 1.57B beats by 10M | 11/26/2024 |
8 | Why Autodesk Stock Is Dropping Today | 11/27/2024 |
9 | Autodesk, Inc. Just Released Its Third-Quarter Earnings Heres What Analysts Think | 11/29/2024 |
About Autodesk 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 Autodesk or other stocks. Alpha measures the amount that position in Autodesk 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.
| 2023 | 2024 (projected) | Dividend Yield | 4.21E-4 | 4.0E-4 | Price To Sales Ratio | 9.98 | 10.48 |
Autodesk Upcoming Company Events
As portrayed in its financial statements, the presentation of Autodesk's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Autodesk's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Autodesk's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Autodesk. Please utilize our Beneish M Score to check the likelihood of Autodesk's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Check out Autodesk Backtesting, Autodesk Valuation, Autodesk Correlation, Autodesk Hype Analysis, Autodesk Volatility, Autodesk History and analyze Autodesk Performance. For more information on how to buy Autodesk Stock please use our How to buy in Autodesk Stock guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Autodesk 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.