Autodesk Stock Performance

ADSK
 Stock
  

USD 201.11  5.82  2.81%   

Autodesk has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.5316, which signifies a somewhat significant risk relative to the market. Let's try to break down what Autodesk'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, Autodesk will likely underperform. Although it is important to respect Autodesk historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Autodesk technical indicators, you can presently evaluate if the expected return of 0.0721% will be sustainable into the future. Autodesk right now shows a risk of 3.19%. Please confirm Autodesk semi variance, and the relationship between the maximum drawdown and accumulation distribution to decide if Autodesk will be following its price patterns.
  
Autodesk Performance
1 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Autodesk are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, Autodesk is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders. ...more

Structure and Payout Changes

Last Split Factor
2:1
Ex Dividend Date
2005-03-22
Last Split Date
2004-12-21

Autodesk Price Channel

Begin Period Cash Flow1772200000.00
Total Cashflows From Investing Activities-1594600000.00

Autodesk Relative Risk vs. Return Landscape

If you would invest  19,818  in Autodesk on September 3, 2022 and sell it today you would earn a total of  293.00  from holding Autodesk or generate 1.48% return on investment over 90 days. Autodesk is currently generating 0.0721% in daily expected returns and assumes 3.1861% risk (volatility on return distribution) over the 90 days horizon. In different words, 27% of stocks are less volatile than Autodesk, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Autodesk is expected to generate 1.8 times less return on investment than the market. In addition to that, the company is 2.12 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.09 per unit of volatility.

Autodesk Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Autodesk's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Autodesk, and traders can use it to determine the average amount a Autodesk's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0226

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
ADSKHigh
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 3.19
  actual daily
 
 27 %
of total potential
 
2727
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Autodesk is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Autodesk by adding it to a well-diversified portfolio.

About Autodesk Performance

To evaluate Autodesk Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Autodesk generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Autodesk Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Autodesk market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Autodesk's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-11.9 M-12.2 M
Return on Investment 20.32  21.92 
Return on Average Assets 6.26  6.75 
Return on Average Equity 54.78  59.10 
Return on Invested Capital 0.33  0.35 
Return on Sales 0.14  0.15 

Things to note about Autodesk

Checking the ongoing alerts about Autodesk for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Autodesk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Autodesk Alerts

Equity Alerts and Improvement Suggestions

Autodesk has very high historical volatility over the last 90 days
The company currently holds 2.28 B in liabilities with Debt to Equity (D/E) ratio of 3.35, implying the company greatly relies on financing operations through barrowing. Autodesk has a current ratio of 0.72, indicating that it has a negative working capital and may not be able to pay financial obligations when due. Debt can assist Autodesk until it has trouble settling it off, either with new capital or with free cash flow. So, Autodesk's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Autodesk sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Autodesk to invest in growth at high rates of return. When we think about Autodesk's use of debt, we should always consider it together with cash and equity.
Over 95.0% of Autodesk shares are held by institutions such as insurance companies
Latest headline from news.google.com: 3 Stocks Primed to Break Out in 2023 - The Motley Fool
Please continue to Trending Equities. You can also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for analysis

When running Autodesk price analysis, check to measure Autodesk'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 Autodesk is operating at the current time. Most of Autodesk's value examination focuses on studying past and present price action to predict the probability of Autodesk's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Autodesk's price. Additionally, you may evaluate how the addition of Autodesk to your portfolios can decrease your overall portfolio volatility.
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Is Autodesk's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Autodesk. If investors know Autodesk will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Autodesk listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.49
Market Capitalization
43.6 B
Quarterly Revenue Growth YOY
0.14
Return On Assets
0.0713
Return On Equity
0.57
The market value of Autodesk is measured differently than its book value, which is the value of Autodesk that is recorded on the company's balance sheet. Investors also form their own opinion of Autodesk's value that differs from its market value or its book value, called intrinsic value, which is Autodesk's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Autodesk's market value can be influenced by many factors that don't directly affect Autodesk's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Autodesk's value and its price as these two are different measures arrived at by different means. Investors typically determine Autodesk value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Autodesk's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.