Autodesk Stock Alpha and Beta Analysis
| ADSK Stock | USD 214.92 13.32 5.84% |
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 1.53 | Alpha (0.25) | Risk 1.69 | Sharpe Ratio (0.13) | Expected Return (0.22) |
Enterprise Value |
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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 | -0.25 | β | 1.53 |
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 Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 255.25 with a coefficient of variation of 3.77. The daily time series for the period is distributed with a sample standard deviation of 9.54, arithmetic mean of 252.92, and mean deviation of 7.03. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Autodesk Insiders Sell US21m Of Stock, Possibly Signalling Caution | 03/22/2024 |
2 | Disposition of 14914 shares by Andrew Anagnost of Autodesk at 261.57 subject to Rule 16b-3 | 03/26/2024 |
3 | Disposition of 1020 shares by Andrew Anagnost of Autodesk at 261.54 subject to Rule 16b-3 | 03/27/2024 |
4 | Autodesk executive sells shares worth over 18,000 | 04/02/2024 |
5 | Esris ArcGIS Basemaps Integrated into Autodesk Civil 3D and AutoCAD | 04/04/2024 |
6 | Sidekick Honored For Best AI Product Service and Best AI Work Productivity App in the 28th Annual Webby Awards | 04/08/2024 |
7 | ARKANCE and Its Subsidiary U.S. CAD, Acquire CADD Microsystems, and Extend Leadership and Coverage as a National Player in the USA | 04/09/2024 |
8 | How a rebel hire at Autodesk ascended to the companys top job | 04/10/2024 |
9 | ADSK LOSS ALERT ROSEN, NATIONAL TRIAL COUNSEL, Encourages Autodesk, Inc. Investors to Inquire About Securities Class Action Investigation ADSK | 04/11/2024 |
10 | Autodesk, Inc. Falls After Delaying Annual Report, Contacting SEC Hagens Berman | 04/12/2024 |
11 | ROSEN, A LEADING INVESTOR RIGHTS LAW FIRM, Encourages Autodesk, Inc. Investors to Inquire About Securities Class Action Investigation ADSK | 04/15/2024 |
12 | Whats Going On With Autodesk Stock After Hours | 04/16/2024 |
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.
| 2020 | 2023 | 2024 (projected) | Dividend Yield | 0.0182 | 0.0164 | 0.0113 | Price To Sales Ratio | 16.57 | 9.88 | 10.37 |
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 |
Build Portfolio with Autodesk
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 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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for Autodesk Stock analysis
When running Autodesk's price analysis, check to measure Autodesk's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Autodesk is operating at the current time. Most of Autodesk's value examination focuses on studying past and present price action to predict the probability of Autodesk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Autodesk's price. Additionally, you may evaluate how the addition of Autodesk to your portfolios can decrease your overall portfolio volatility.
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