Aerovironment Stock Alpha and Beta Analysis

AVAV
 Stock
  

USD 92.34  0.26  0.28%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aerovironment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aerovironment over a specified time horizon. Remember, high Aerovironment'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.
Please continue to Aerovironment Backtesting, Aerovironment Valuation, Aerovironment Correlation, Aerovironment Hype Analysis, Aerovironment Volatility, Aerovironment History and analyze Aerovironment Performance.
  
Please note that although Aerovironment 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 index.) So in this particular case, Aerovironment did 0.12  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 Aerovironment stock's relative risk over its benchmark. Aerovironment has a beta of 1.44  . Let's try to break down what Aerovironment's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aerovironment will likely underperform.
Aerovironment Enterprise Value over EBITDA is fairly stable at the moment as compared to the past year. Aerovironment reported Enterprise Value over EBITDA of 36.50 in 2021. Tangible Assets Book Value per Share is likely to climb to 21.38 in 2022, whereas Enterprise Value over EBIT is likely to drop (240.16)  in 2022.
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.

Enterprise Value

1.74 Billion

Aerovironment Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aerovironment market risk premium is the additional return an investor will receive from holding Aerovironment 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 Aerovironment. 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 Aerovironment's performance over market.
α-0.12   β1.44
90 days against DJI

Aerovironment 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 Aerovironment's Buy-and-hold return. Our buy-and-hold chart shows how Aerovironment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Aerovironment Market Price Analysis

Market price analysis indicators help investors to evaluate how Aerovironment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aerovironment shares will generate the highest return on investment. By understating and applying Aerovironment stock market price indicators, traders can identify Aerovironment position entry and exit signals to maximize returns.

Aerovironment Return and Market Media

The median price of Aerovironment for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 88.65 with a coefficient of variation of 7.3. The daily time series for the period is distributed with a sample standard deviation of 6.4, arithmetic mean of 87.71, and mean deviation of 5.25. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
EPS Reported09/07/2022
2
AeroVironment, Asana rise American Eagle, McCormick fall - T...09/08/2022
3
Sale by Shackley Brian Charles of 500 shares of Aerovironmen...09/13/2022
4
Exercise or conversion by Charles Burbage of 25000 shares of...09/19/2022
5
AeroVironment Secures 20.86 Million in Puma 3 AE Unmanned Ai...09/20/2022
6
AeroVironment shareholders notch a 17 percent CAGR over 3 ye...10/05/2022
7
AeroVironment, Inc. to Present at the Baird Global Industria...11/01/2022
8
Canaccord Genuity Adjusts AeroVironments Price Target to 105...11/18/2022

About Aerovironment 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 Aerovironment or other stocks. Alpha measures the amount that position in Aerovironment 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 (projected)
Long Term Debt to Equity0.290.32
Interest Coverage63.0862.71

Aerovironment Upcoming Company Events

As portrayed in its financial statements, the presentation of Aerovironment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aerovironment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aerovironment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aerovironment. Please utilize our Beneish M Score to check the likelihood of Aerovironment's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2022
Next Financial Report5th of July 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End5th of July 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

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Please continue to Aerovironment Backtesting, Aerovironment Valuation, Aerovironment Correlation, Aerovironment Hype Analysis, Aerovironment Volatility, Aerovironment History and analyze Aerovironment Performance. Note that the Aerovironment information on this page should be used as a complementary analysis to other Aerovironment's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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When running Aerovironment price analysis, check to measure Aerovironment'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 Aerovironment is operating at the current time. Most of Aerovironment's value examination focuses on studying past and present price action to predict the probability of Aerovironment's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Aerovironment's price. Additionally, you may evaluate how the addition of Aerovironment to your portfolios can decrease your overall portfolio volatility.
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Aerovironment 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 Aerovironment technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Aerovironment 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...