Ansys Inc Stock Alpha and Beta Analysis
| ANSS Stock | USD 324.88 4.99 1.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ANSYS Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in ANSYS over a specified time horizon. Remember, high ANSYS'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 ANSYS's market risk premium analysis include:
Beta 0.17 | Alpha (0.05) | Risk 1.29 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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.
ANSYS |
ANSYS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ANSYS market risk premium is the additional return an investor will receive from holding ANSYS 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 ANSYS. 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 ANSYS's performance over market.| α | -0.05 | β | 0.17 |
ANSYS 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 ANSYS's Buy-and-hold return. Our buy-and-hold chart shows how ANSYS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ANSYS Market Price Analysis
Market price analysis indicators help investors to evaluate how ANSYS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ANSYS shares will generate the highest return on investment. By understating and applying ANSYS stock market price indicators, traders can identify ANSYS position entry and exit signals to maximize returns.
ANSYS Return and Market Media
The median price of ANSYS for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 335.77 with a coefficient of variation of 2.15. The daily time series for the period is distributed with a sample standard deviation of 7.21, arithmetic mean of 336.05, and mean deviation of 6.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Alps Advisors Inc. Sells 1,368 Shares of ANSYS, Inc. | 03/08/2024 |
2 | Korea OKs Ansys noncontrolling stake purchase in Humanetics | 03/19/2024 |
3 | Acquisition by Ajei Gopal of 68542 shares of ANSYS subject to Rule 16b-3 | 03/22/2024 |
4 | The Exploration Company Leverages Ansys to Promote Sustainability in Space | 04/04/2024 |
5 | Ansys director Glenda Dorchak sells shares worth over 50k | 04/09/2024 |
6 | Ansys Teams Up With BAE Systems to Boost MBSE Adoption | 04/11/2024 |
7 | Ansys Launches Innovative AI-Driven AnsysGPT Platform | 04/12/2024 |
8 | Roble, Belko Company, Inc Top Holdings and 13F Report | 04/15/2024 |
9 | Disposition of 200 shares by Glenda Dorchak of ANSYS at 345.68 subject to Rule 16b-3 | 04/17/2024 |
10 | Ansys and TSMC Enable a Multiphysics Platform for Optics and Photonics, Addressing Needs of AI, HPC Silicon Systems | 04/24/2024 |
About ANSYS 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 ANSYS or other stocks. Alpha measures the amount that position in ANSYS Inc 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) | Days Sales Outstanding | 123.64 | 134.35 | 183.35 | 192.52 | PTB Ratio | 7.79 | 4.32 | 5.85 | 3.46 |
ANSYS Upcoming Company Events
As portrayed in its financial statements, the presentation of ANSYS's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ANSYS's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ANSYS's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ANSYS. Please utilize our Beneish M Score to check the likelihood of ANSYS's management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of February 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 ANSYS
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 ANSYS Backtesting, ANSYS Valuation, ANSYS Correlation, ANSYS Hype Analysis, ANSYS Volatility, ANSYS History and analyze ANSYS Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for ANSYS Stock analysis
When running ANSYS's price analysis, check to measure ANSYS'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 ANSYS is operating at the current time. Most of ANSYS's value examination focuses on studying past and present price action to predict the probability of ANSYS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ANSYS's price. Additionally, you may evaluate how the addition of ANSYS to your portfolios can decrease your overall portfolio volatility.
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