Autodesk (Mexico) Market Value
| ADSK Stock | MXN 4,990 21.46 0.43% |
| Symbol | Autodesk |
Autodesk 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Autodesk's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Autodesk.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Autodesk on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Autodesk or generate 0.0% return on investment in Autodesk over 30 days. Autodesk is related to or competes with Southwest Airlines, Trade Desk, Cognizant Technology, Take Two, Home Depot, Burlington Stores, and DXC Technology. Autodesk, Inc. provides 3D design, engineering, and entertainment software and services worldwide More
Autodesk Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Autodesk's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Autodesk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 0.2795 |
Autodesk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autodesk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autodesk's standard deviation. In reality, there are many statistical measures that can use Autodesk historical prices to predict the future Autodesk's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 1.41 |
Autodesk Backtested Returns
Autodesk secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Autodesk exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Autodesk's Standard Deviation of 1.25, mean deviation of 0.6231, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Autodesk are expected to decrease at a much lower rate. During the bear market, Autodesk is likely to outperform the market. At this point, Autodesk has a negative expected return of -0.23%. Please make sure to confirm Autodesk's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Autodesk performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Autodesk has average predictability. Overlapping area represents the amount of predictability between Autodesk time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Autodesk price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Autodesk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 30.2 K |
Autodesk lagged returns against current returns
Autocorrelation, which is Autodesk stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Autodesk's stock expected returns. We can calculate the autocorrelation of Autodesk returns to help us make a trade decision. For example, suppose you find that Autodesk has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Autodesk regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Autodesk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autodesk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autodesk stock over time.
Current vs Lagged Prices |
| Timeline |
Autodesk Lagged Returns
When evaluating Autodesk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autodesk stock have on its future price. Autodesk autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Autodesk autocorrelation shows the relationship between Autodesk stock current value and its past values and can show if there is a momentum factor associated with investing in Autodesk.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Autodesk Stock Analysis
When running Autodesk's 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 the 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.