Aldeyra Stock Performance

ALDX Stock  USD 5.19  0.03  0.57%   
Aldeyra has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aldeyra's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aldeyra is expected to be smaller as well. Aldeyra right now shows a risk of 6.07%. Please confirm Aldeyra standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Aldeyra will be following its price patterns.

Risk-Adjusted Performance

Weak

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Aldeyra are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak fundamental indicators, Aldeyra may actually be approaching a critical reversion point that can send shares even higher in February 2026. ...more

Actual Historical Performance (%)

One Day Return
(0.57)
Five Day Return
14.82
Year To Date Return
11.13
Ten Year Return
(3.71)
All Time Return
(27.92)
1
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11/17/2025
2
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3
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11/28/2025
4
Aldeyra Therapeutics Announces PDUFA Extension of the New Drug Application of Reproxalap for the Treatment of Dry Eye Disease
12/16/2025
5
Aldeyra Therapeutics Share Price Crosses Above 50-Day Moving Average Time to Sell
12/24/2025
6
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12/31/2025
7
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01/08/2026
8
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01/20/2026
Begin Period Cash Flow142.8 M
Total Cashflows From Investing Activities-44.9 M

Aldeyra Relative Risk vs. Return Landscape

If you would invest  514.00  in Aldeyra on October 28, 2025 and sell it today you would earn a total of  5.00  from holding Aldeyra or generate 0.97% return on investment over 90 days. Aldeyra is currently generating 0.1827% in daily expected returns and assumes 6.0703% risk (volatility on return distribution) over the 90 days horizon. In different words, 54% of stocks are less volatile than Aldeyra, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Expected Return   
       Risk  
Given the investment horizon of 90 days Aldeyra is expected to generate 8.23 times more return on investment than the market. However, the company is 8.23 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

Aldeyra Target Price Odds to finish over Current Price

The tendency of Aldeyra Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 5.19 90 days 5.19 
about 24.98
Based on a normal probability distribution, the odds of Aldeyra to move above the current price in 90 days from now is about 24.98 (This Aldeyra probability density function shows the probability of Aldeyra Stock to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days Aldeyra has a beta of 0.21. This suggests as returns on the market go up, Aldeyra average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aldeyra will be expected to be much smaller as well. Additionally Aldeyra has an alpha of 0.0643, implying that it can generate a 0.0643 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Aldeyra Price Density   
       Price  

Predictive Modules for Aldeyra

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aldeyra. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aldeyra's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.265.2311.30
Details
Intrinsic
Valuation
LowRealHigh
0.306.0612.13
Details
Naive
Forecast
LowNextHigh
0.125.9011.97
Details
7 Analysts
Consensus
LowTargetHigh
8.809.6710.73
Details

Aldeyra Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Aldeyra is not an exception. The market had few large corrections towards the Aldeyra's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Aldeyra, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aldeyra within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.06
β
Beta against Dow Jones0.21
σ
Overall volatility
0.40
Ir
Information ratio 0

Aldeyra Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Aldeyra for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aldeyra can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Aldeyra had very high historical volatility over the last 90 days
Net Loss for the year was (55.85 M) with profit before overhead, payroll, taxes, and interest of 0.
Aldeyra currently holds about 163.83 M in cash with (43.21 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.8.
Aldeyra has a frail financial position based on the latest SEC disclosures
Roughly 67.0% of the company shares are held by institutions such as insurance companies
Latest headline from finance.yahoo.com: ATA Creativity Global Among 3 Promising Penny Stocks

Aldeyra Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Aldeyra Stock often depends not only on the future outlook of the current and potential Aldeyra's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Aldeyra's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding59.5 M
Cash And Short Term Investments101.2 M

Aldeyra Fundamentals Growth

Aldeyra Stock prices reflect investors' perceptions of the future prospects and financial health of Aldeyra, and Aldeyra fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Aldeyra Stock performance.

About Aldeyra Performance

Evaluating Aldeyra's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Aldeyra has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Aldeyra has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for Next Year
Return On Tangible Assets(0.48)(0.50)
Return On Capital Employed(0.80)(0.84)
Return On Assets(0.48)(0.50)
Return On Equity(0.71)(0.74)

Things to note about Aldeyra performance evaluation

Checking the ongoing alerts about Aldeyra for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Aldeyra help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Aldeyra had very high historical volatility over the last 90 days
Net Loss for the year was (55.85 M) with profit before overhead, payroll, taxes, and interest of 0.
Aldeyra currently holds about 163.83 M in cash with (43.21 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 2.8.
Aldeyra has a frail financial position based on the latest SEC disclosures
Roughly 67.0% of the company shares are held by institutions such as insurance companies
Latest headline from finance.yahoo.com: ATA Creativity Global Among 3 Promising Penny Stocks
Evaluating Aldeyra's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Aldeyra's stock performance include:
  • Analyzing Aldeyra's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Aldeyra's stock is overvalued or undervalued compared to its peers.
  • Examining Aldeyra's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Aldeyra's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Aldeyra's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Aldeyra's stock. These opinions can provide insight into Aldeyra's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Aldeyra's stock performance is not an exact science, and many factors can impact Aldeyra's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Additional Tools for Aldeyra Stock Analysis

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