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)
Please note that although Autodesk alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Autodesk did 0.20  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Autodesk stock's relative risk over its benchmark. Autodesk has a beta of 0.85  . As returns on the market increase, Autodesk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Autodesk is expected to be smaller as well. At this time, Autodesk's Book Value Per Share is quite stable compared to the past year. Price Book Value Ratio is expected to rise to 26.82 this year, although Enterprise Value Multiple will most likely fall to 22.64.

Enterprise Value

71.29 Billion

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.
  
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.

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   β0.85

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 Yield4.21E-44.0E-4
Price To Sales Ratio10.9211.46

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
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When determining whether Autodesk is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Autodesk Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Autodesk Stock. Highlighted below are key reports to facilitate an investment decision about Autodesk Stock:
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.
A focus of Autodesk technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Autodesk trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...