Aurora Innovation Stock Alpha and Beta Analysis
| AUR Stock | USD 6.49 0.55 9.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aurora Innovation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aurora Innovation over a specified time horizon. Remember, high Aurora Innovation'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 Aurora Innovation's market risk premium analysis include:
Beta 3.75 | Alpha 0.67 | Risk 6.94 | Sharpe Ratio 0.13 | Expected Return 0.91 |
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.
Aurora |
Aurora Innovation Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aurora Innovation market risk premium is the additional return an investor will receive from holding Aurora Innovation 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 Aurora Innovation. 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 Aurora Innovation's performance over market.| α | 0.67 | β | 3.75 |
Aurora Innovation 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 Aurora Innovation's Buy-and-hold return. Our buy-and-hold chart shows how Aurora Innovation performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aurora Innovation Market Price Analysis
Market price analysis indicators help investors to evaluate how Aurora Innovation stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aurora Innovation shares will generate the highest return on investment. By understating and applying Aurora Innovation stock market price indicators, traders can identify Aurora Innovation position entry and exit signals to maximize returns.
Aurora Innovation Return and Market Media
The median price of Aurora Innovation for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 5.48 with a coefficient of variation of 14.78. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 5.39, and mean deviation of 0.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 180274 shares by Sterling Anderson of Aurora Innovation subject to Rule 16b-3 | 10/25/2024 |
2 | Este Lauder, Robinhood, eBay And Other Big Stocks Moving Lower In Thursdays Pre-Market Session | 10/31/2024 |
3 | Companies Like Aurora Innovation Are In A Position To Invest In Growth | 11/01/2024 |
4 | Disposition of 115000 shares by Hoffman Reid of Aurora Innovation at 5.1741 subject to Rule 16b-3 | 11/05/2024 |
5 | Insider Selling Aurora Innovation, Inc. Director Sells 1,393,874 Shares of Stock | 11/06/2024 |
6 | Disposition of 30000 shares by Hoffman Reid of Aurora Innovation at 5.5348 subject to Rule 16b-3 | 11/07/2024 |
7 | Aurora innovation director Hoffman Reid sells 27.46m in shares | 11/08/2024 |
8 | Disposition of 42840 shares by Hoffman Reid of Aurora Innovation at 5.4854 subject to Rule 16b-3 | 11/11/2024 |
9 | Disposition of 84029 shares by Hoffman Reid of Aurora Innovation at 5.3673 subject to Rule 16b-3 | 11/12/2024 |
10 | Disposition of 75756 shares by Hoffman Reid of Aurora Innovation at 5.3728 subject to Rule 16b-3 | 11/14/2024 |
11 | Disposition of 22352 shares by Hoffman Reid of Aurora Innovation at 5.0421 subject to Rule 16b-3 | 11/15/2024 |
12 | Disposition of 26892 shares by Hoffman Reid of Aurora Innovation at 5.4834 subject to Rule 16b-3 | 11/18/2024 |
About Aurora Innovation 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 Aurora or other stocks. Alpha measures the amount that position in Aurora Innovation 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Net Debt To EBITDA | 2.04 | 0.18 | 0.51 | 0.48 | Intangibles To Total Assets | 0.47 | 0.31 | 0.28 | 0.21 |
Aurora Innovation Upcoming Company Events
As portrayed in its financial statements, the presentation of Aurora Innovation's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aurora Innovation's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aurora Innovation's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aurora Innovation. Please utilize our Beneish M Score to check the likelihood of Aurora Innovation's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Aurora Innovation
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
Additional Tools for Aurora Stock Analysis
When running Aurora Innovation's price analysis, check to measure Aurora Innovation'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 Aurora Innovation is operating at the current time. Most of Aurora Innovation's value examination focuses on studying past and present price action to predict the probability of Aurora Innovation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aurora Innovation's price. Additionally, you may evaluate how the addition of Aurora Innovation to your portfolios can decrease your overall portfolio volatility.