Autonation Stock Alpha and Beta Analysis
| AN Stock | USD 172.46 2.41 1.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AutoNation. It also helps investors analyze the systematic and unsystematic risks associated with investing in AutoNation over a specified time horizon. Remember, high AutoNation'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 AutoNation's market risk premium analysis include:
Beta 1.79 | Alpha (0.22) | Risk 1.91 | Sharpe Ratio (0.02) | Expected Return (0.04) |
AutoNation Quarterly Cash And Equivalents |
|
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.
AutoNation |
AutoNation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AutoNation market risk premium is the additional return an investor will receive from holding AutoNation 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 AutoNation. 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 AutoNation's performance over market.| α | -0.22 | β | 1.79 |
AutoNation 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 AutoNation's Buy-and-hold return. Our buy-and-hold chart shows how AutoNation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AutoNation Market Price Analysis
Market price analysis indicators help investors to evaluate how AutoNation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AutoNation shares will generate the highest return on investment. By understating and applying AutoNation stock market price indicators, traders can identify AutoNation position entry and exit signals to maximize returns.
AutoNation Return and Market Media
The median price of AutoNation for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 167.06 with a coefficient of variation of 4.21. The daily time series for the period is distributed with a sample standard deviation of 7.08, arithmetic mean of 168.14, and mean deviation of 5.76. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Auto dealerships enjoy diverse revenue streams and competitive moats | 09/12/2024 |
2 | Eddie Lamperts ESL Partners trims its stake in AutoNation | 09/27/2024 |
3 | Disposition of 2808674 shares by Cascade Investment, L.l.c. of AutoNation subject to Rule 16b-3 | 10/01/2024 |
4 | Hillenbrand Elects Joseph Lower to the Board of Directors and Establishes Vice Chairperson Roles | 10/21/2024 |
5 | AutoNation earnings missed by 0.42, revenue fell short of estimates | 10/25/2024 |
6 | AutoNation Stock Falls 3.7 percent Since Q3 Earnings Miss Estimates | 10/30/2024 |
7 | AutoNation Surprises Former Professional Ballerina and Two-Time Breast Cancer Survivor with 25,000 Donation During The Drew Barrymore Show | 10/31/2024 |
8 | Disposition of 114 shares by Jeff Parent of AutoNation at 156.25 subject to Rule 16b-3 | 11/01/2024 |
9 | Former Stack Overflow Executive Teresa Dietrich Joins Invoca as Chief Technology Officer to Accelerate AI Strategy | 11/07/2024 |
10 | Haig Partners Releases Q3 2024 Haig Report Insights Reveal a Resilient Auto Retail Sector and an Evolving Buy-Sell Market | 11/21/2024 |
11 | Seaport bullish on Sonic Auto stock, cites structurally higher profitability post-pandemic | 11/22/2024 |
About AutoNation 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 AutoNation or other stocks. Alpha measures the amount that position in AutoNation 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 | 0.001015 | 9.02E-4 | Price To Sales Ratio | 0.25 | 0.24 |
AutoNation Upcoming Company Events
As portrayed in its financial statements, the presentation of AutoNation's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AutoNation's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AutoNation's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AutoNation. Please utilize our Beneish M Score to check the likelihood of AutoNation's management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of February 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 AutoNation
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 AutoNation Backtesting, AutoNation Valuation, AutoNation Correlation, AutoNation Hype Analysis, AutoNation Volatility, AutoNation History and analyze AutoNation Performance. To learn how to invest in AutoNation Stock, please use our How to Invest in AutoNation guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
AutoNation 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.