Aeye Inc Stock Alpha and Beta Analysis
| LIDR Stock | USD 0.92 0.03 3.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aeye Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aeye over a specified time horizon. Remember, high Aeye'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 Aeye's market risk premium analysis include:
Beta 1.21 | Alpha (0.56) | Risk 3.83 | Sharpe Ratio (0.13) | Expected Return (0.49) |
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.
Aeye |
Aeye Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aeye market risk premium is the additional return an investor will receive from holding Aeye 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 Aeye. 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 Aeye's performance over market.| α | -0.56 | β | 1.21 |
Aeye 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 Aeye's Buy-and-hold return. Our buy-and-hold chart shows how Aeye performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aeye Market Price Analysis
Market price analysis indicators help investors to evaluate how Aeye stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aeye shares will generate the highest return on investment. By understating and applying Aeye stock market price indicators, traders can identify Aeye position entry and exit signals to maximize returns.
Aeye Return and Market Media
The median price of Aeye for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 1.15 with a coefficient of variation of 8.55. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 1.16, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | AEye terminates office lease amid cost cuts - Investing.com | 09/03/2024 |
2 | Disposition of 494 shares by Andrew Hughes of Aeye at 1.1 subject to Rule 16b-3 | 09/13/2024 |
3 | Is Audioeye Stock Outpacing Its Computer and Technology Peers This Year - Yahoo Finance | 09/18/2024 |
4 | AEyes Apollo Excels in Field Testing Demonstrating Unmatched Performance at 1 Kilometer | 10/03/2024 |
5 | Disposition of 494 shares by Andrew Hughes of Aeye at 1.16 subject to Rule 16b-3 | 10/15/2024 |
6 | AEye Reports Third Quarter 2024 Results | 11/12/2024 |
7 | AEye, Inc. Q3 2024 Earnings Call Transcript | 11/13/2024 |
About Aeye 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 Aeye or other stocks. Alpha measures the amount that position in Aeye Inc 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) | Payables Turnover | 1.43 | 2.71 | 4.45 | 4.67 | Days Of Inventory On Hand | 409.96 | 190.32 | 15.77 | 14.98 |
Aeye Upcoming Company Events
As portrayed in its financial statements, the presentation of Aeye's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aeye's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aeye's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aeye. Please utilize our Beneish M Score to check the likelihood of Aeye's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Aeye
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 Aeye Stock Analysis
When running Aeye's price analysis, check to measure Aeye'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 Aeye is operating at the current time. Most of Aeye's value examination focuses on studying past and present price action to predict the probability of Aeye's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aeye's price. Additionally, you may evaluate how the addition of Aeye to your portfolios can decrease your overall portfolio volatility.