Audioeye Stock Alpha and Beta Analysis
| AEYE Stock | USD 25.24 0.23 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AudioEye. It also helps investors analyze the systematic and unsystematic risks associated with investing in AudioEye over a specified time horizon. Remember, high AudioEye'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 AudioEye's market risk premium analysis include:
Beta 4.13 | Alpha 0.0127 | Risk 5.71 | Sharpe Ratio 0.0306 | Expected Return 0.17 |
Enterprise Value |
|
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.
AudioEye |
AudioEye Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AudioEye market risk premium is the additional return an investor will receive from holding AudioEye 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 AudioEye. 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 AudioEye's performance over market.| α | 0.01 | β | 4.13 |
AudioEye 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 AudioEye's Buy-and-hold return. Our buy-and-hold chart shows how AudioEye performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AudioEye Market Price Analysis
Market price analysis indicators help investors to evaluate how AudioEye stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AudioEye shares will generate the highest return on investment. By understating and applying AudioEye stock market price indicators, traders can identify AudioEye position entry and exit signals to maximize returns.
AudioEye Return and Market Media
The median price of AudioEye for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 23.29 with a coefficient of variation of 10.73. The daily time series for the period is distributed with a sample standard deviation of 2.53, arithmetic mean of 23.54, and mean deviation of 1.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 304 shares by Carr Bettis of AudioEye at 24.21 subject to Rule 16b-3 | 08/30/2024 |
2 | AudioEye Inc Stock Price Up 3.03 percent on Sep 12 | 09/12/2024 |
3 | Wall Street SWOT AudioEye stock rides accessibility wave amid regulatory tailwinds - Investing.com | 09/27/2024 |
4 | Is Audioeye Outperforming Other Computer and Technology Stocks This Year | 11/04/2024 |
5 | AudioEye Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/06/2024 |
6 | Recent Price Trend in AudioEye is Your Friend, Heres Why | 11/07/2024 |
7 | AudioEye Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic ... | 11/08/2024 |
8 | AudioEye Issues Q4 2024 Earnings Guidance | 11/11/2024 |
9 | Disposition of 2189 shares by David Moradi of AudioEye at 28.3966 subject to Rule 16b-3 | 11/13/2024 |
10 | Disposition of 211 shares by David Moradi of AudioEye at 27.2584 subject to Rule 16b-3 | 11/14/2024 |
11 | AudioEye, Inc. CFO Kelly Georgevich Sells 500 Shares | 11/15/2024 |
12 | Acquisition by Fleming Katherine E. of 667 shares of AudioEye subject to Rule 16b-3 | 11/20/2024 |
About AudioEye 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 AudioEye or other stocks. Alpha measures the amount that position in AudioEye 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.22 | 0.2 | Price To Sales Ratio | 2.04 | 1.93 |
AudioEye Upcoming Company Events
As portrayed in its financial statements, the presentation of AudioEye's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AudioEye's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AudioEye's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AudioEye. Please utilize our Beneish M Score to check the likelihood of AudioEye's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 AudioEye
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 AudioEye Backtesting, AudioEye Valuation, AudioEye Correlation, AudioEye Hype Analysis, AudioEye Volatility, AudioEye History and analyze AudioEye Performance. For information on how to trade AudioEye Stock refer to our How to Trade AudioEye Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
AudioEye 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.