Autodesk Stock Alpha and Beta Analysis
| ADSK Stock | USD 254.43 7.50 3.04% |
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 0.85 | Alpha (0.20) | Risk 1.61 | Sharpe Ratio (0.18) | Expected Return (0.29) |
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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 | -0.2 | β | 0.85 |
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 Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 297.49 with a coefficient of variation of 5.52. The daily time series for the period is distributed with a sample standard deviation of 16.14, arithmetic mean of 292.53, and mean deviation of 12.01. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Stephen Hope of 2344 shares of Autodesk subject to Rule 16b-3 | 12/20/2024 |
2 | Disposition of 763 shares by Rebecca Pearce of Autodesk at 294.06 subject to Rule 16b-3 | 01/03/2025 |
3 | RainFocus Celebrates Event Innovators at INSIGHT 2025 | 02/19/2025 |
4 | Autodesk Reports Earnings Tomorrow What To Expect | 02/26/2025 |
5 | More tech layoffs hit Bay Area, as HP, Autodesk announce job cuts | 02/28/2025 |
6 | Orca Security Usage Skyrockets, Fueled by More Than 320 percent Increase in Developers Protected by Platform | 03/03/2025 |
7 | Autodesk, Inc. Reports Strong Q4 Results and Announces Restructuring for AI-Driven Growth | 03/04/2025 |
8 | Autodesk, Inc. Shares Sold by Schechter Investment Advisors LLC | 03/05/2025 |
9 | Steward Partners Investment Advisory LLC Purchases 553 Shares of Autodesk, Inc. | 03/07/2025 |
10 | Autodesk Inc Stock Price Down 3.05 percent on Mar 10 | 03/10/2025 |
11 | Autodesk, Inc. A Bull Case Theory | 03/11/2025 |
12 | Autodesk Inc. Among Tech News Updates Investors Should Not Miss | 03/12/2025 |
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.
| 2024 | 2025 (projected) | Dividend Yield | 4.21E-4 | 4.0E-4 | Price To Sales Ratio | 10.92 | 11.46 |
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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.