Aerovironment Stock Alpha and Beta Analysis
| AVAV Stock | USD 195.91 1.65 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AeroVironment. It also helps investors analyze the systematic and unsystematic risks associated with investing in AeroVironment over a specified time horizon. Remember, high AeroVironment'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 AeroVironment's market risk premium analysis include:
Beta 0.93 | Alpha 0.0271 | Risk 3.33 | Sharpe Ratio 0.062 | Expected Return 0.21 |
AeroVironment Quarterly Cash And Equivalents |
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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.
AeroVironment |
AeroVironment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AeroVironment market risk premium is the additional return an investor will receive from holding AeroVironment 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 AeroVironment. 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 AeroVironment's performance over market.| α | 0.03 | β | 0.93 |
AeroVironment 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 AeroVironment's Buy-and-hold return. Our buy-and-hold chart shows how AeroVironment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AeroVironment Market Price Analysis
Market price analysis indicators help investors to evaluate how AeroVironment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AeroVironment shares will generate the highest return on investment. By understating and applying AeroVironment stock market price indicators, traders can identify AeroVironment position entry and exit signals to maximize returns.
AeroVironment Return and Market Media
The median price of AeroVironment for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 204.0 with a coefficient of variation of 7.59. The daily time series for the period is distributed with a sample standard deviation of 15.37, arithmetic mean of 202.48, and mean deviation of 13.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | This U.S. Company Is Cashing In On Ukraines War With Killer Drones That Fit In A Backpack | 10/03/2024 |
2 | Acquisition by Kevin McDonnell of 3375 shares of AeroVironment subject to Rule 16b-3 | 10/11/2024 |
3 | AV Unveils P550 Autonomous Group 2 eVTOL UAS, Ushers in a New Era of Battlefield Adaptability and Mission Flexibility for Maneuver Forces | 10/14/2024 |
4 | Acquisition by Page Stephen F of 7900 shares of AeroVironment subject to Rule 16b-3 | 11/01/2024 |
5 | Why AeroVironment Stock Dropped 5 percent Today | 11/12/2024 |
6 | Pentagon buys two new types of drones under Replicator initiative | 11/13/2024 |
7 | AeroVironment, Inc. to Announce Second Quarter Fiscal Year 2025 Earnings and Host Conference Call | 11/15/2024 |
8 | AeroVironment to acquire BlueHalo, known for drone swarm tech, for 4B | 11/19/2024 |
9 | AeroVironment Rating Increased to Buy at Jefferies Financial Group | 11/20/2024 |
10 | AeroVironment, Inc. Shares Sold by Nwam LLC | 11/22/2024 |
About AeroVironment 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 AeroVironment or other stocks. Alpha measures the amount that position in AeroVironment 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) | Days Sales Outstanding | 134.96 | 130.52 | 137.39 | 78.14 | PTB Ratio | 3.26 | 4.62 | 5.28 | 6.49 |
AeroVironment Upcoming Company Events
As portrayed in its financial statements, the presentation of AeroVironment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AeroVironment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AeroVironment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AeroVironment. Please utilize our Beneish M Score to check the likelihood of AeroVironment's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 25th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 25th of June 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 30th of April 2023 Last Financial Announcement | View |
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Additional Tools for AeroVironment Stock Analysis
When running AeroVironment's price analysis, check to measure AeroVironment'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 AeroVironment is operating at the current time. Most of AeroVironment's value examination focuses on studying past and present price action to predict the probability of AeroVironment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AeroVironment's price. Additionally, you may evaluate how the addition of AeroVironment to your portfolios can decrease your overall portfolio volatility.