Autonation Stock Alpha and Beta Analysis
| AN Stock | USD 160.21 3.54 2.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AutoNation. It also helps investors analyze the systematic and unsystematic risks associated with investing in AutoNation over a specified time horizon. Remember, high AutoNation'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 AutoNation's market risk premium analysis include:
Beta 1.38 | Alpha 0.0103 | Risk 1.68 | Sharpe Ratio (0.09) | Expected Return (0.15) |
AutoNation Quarterly Cash And Equivalents |
|
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.
AutoNation |
AutoNation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AutoNation market risk premium is the additional return an investor will receive from holding AutoNation 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 AutoNation. 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 AutoNation's performance over market.| α | 0.01 | β | 1.38 |
AutoNation 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 AutoNation's Buy-and-hold return. Our buy-and-hold chart shows how AutoNation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AutoNation Market Price Analysis
Market price analysis indicators help investors to evaluate how AutoNation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AutoNation shares will generate the highest return on investment. By understating and applying AutoNation stock market price indicators, traders can identify AutoNation position entry and exit signals to maximize returns.
AutoNation Return and Market Media
The median price of AutoNation for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 177.9 with a coefficient of variation of 5.11. The daily time series for the period is distributed with a sample standard deviation of 9.15, arithmetic mean of 179.11, and mean deviation of 7.9. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Lisa Esparza of 2500 shares of AutoNation subject to Rule 16b-3 | 12/27/2024 |
2 | Disposition of 350 shares by Robert Grusky of AutoNation at 182.1788 subject to Rule 16b-3 | 01/06/2025 |
3 | Haig Partners Celebrates a Record-Breaking Year, Shares 2025 Auto Retail Outlook | 01/07/2025 |
4 | Disposition of 1361 shares by C Edmunds of AutoNation subject to Rule 16b-3 | 01/31/2025 |
5 | AutoNation Expected to Announce Quarterly Earnings on Tuesday | 02/04/2025 |
6 | AutoNation Inc Q4 2024 Earnings Call Highlights Strong Sales Growth Amidst Profitability ... | 02/12/2025 |
7 | ESL PARTNERS, L.P. Adjusts Stake in AutoNation Inc. | 02/20/2025 |
8 | Concurrent Investment Advisors LLC Buys 105 Shares of AutoNation, Inc. | 02/24/2025 |
9 | Acquisition by Gianluca Camplone of 5263 shares of AutoNation subject to Rule 16b-3 | 02/26/2025 |
10 | Illinois Municipal Retirement Fund Sells 2,509 Shares of AutoNation, Inc. | 02/28/2025 |
11 | AutoNation USA Celebrates Texas Grand Openings | 03/03/2025 |
12 | Acquisition by Jeff Parent of 3649 shares of AutoNation subject to Rule 16b-3 | 03/06/2025 |
13 | Disposition of 6269 shares by Gianluca Camplone of AutoNation at 183.49 subject to Rule 16b-3 | 03/07/2025 |
14 | OFI Invest Asset Management Makes New 2.10 Million Investment in AutoNation, Inc. | 03/10/2025 |
15 | AutoNation Inc Trading Down 4.58 percent on Mar 13 | 03/13/2025 |
About AutoNation 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 AutoNation or other stocks. Alpha measures the amount that position in AutoNation 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) | PTB Ratio | 2.76 | 2.62 | Dividend Yield | 0.001015 | 9.02E-4 |
AutoNation Upcoming Company Events
As portrayed in its financial statements, the presentation of AutoNation's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AutoNation's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AutoNation's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AutoNation. Please utilize our Beneish M Score to check the likelihood of AutoNation's management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th 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 AutoNation
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 AutoNation Backtesting, AutoNation Valuation, AutoNation Correlation, AutoNation Hype Analysis, AutoNation Volatility, AutoNation History and analyze AutoNation Performance. To learn how to invest in AutoNation Stock, please use our How to Invest in AutoNation guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
AutoNation 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.