Autohome Stock Alpha and Beta Analysis
| ATHM Stock | USD 26.90 0.10 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Autohome. It also helps investors analyze the systematic and unsystematic risks associated with investing in Autohome over a specified time horizon. Remember, high Autohome'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 Autohome's market risk premium analysis include:
Beta 0.68 | Alpha 0.0717 | Risk 1.85 | Sharpe Ratio 0.0364 | Expected Return 0.0672 |
Enterprise Value |
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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.
Autohome |
Autohome Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Autohome market risk premium is the additional return an investor will receive from holding Autohome 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 Autohome. 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 Autohome's performance over market.| α | 0.07 | β | 0.68 |
Autohome 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 Autohome's Buy-and-hold return. Our buy-and-hold chart shows how Autohome performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Autohome Market Price Analysis
Market price analysis indicators help investors to evaluate how Autohome stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Autohome shares will generate the highest return on investment. By understating and applying Autohome stock market price indicators, traders can identify Autohome position entry and exit signals to maximize returns.
Autohome Return and Market Media
The median price of Autohome for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 26.13 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 26.01, and mean deviation of 0.71. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Wall Street Analysts Predict a 27.33 percent Upside in Autohome Inc. Heres What You Should Know | 02/22/2024 |
| Autohome dividend paid on 27th of March 2024 | 03/27/2024 |
2 | Autohome Q3 Earnings Beat, Stock Down on Revenue Miss - Yahoo Lifestyle Australia | 04/17/2024 |
3 | We Like Autohomes Earnings For More Than Just Statutory Profit | 05/03/2024 |
About Autohome 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 Autohome or other stocks. Alpha measures the amount that position in Autohome 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) | Dividend Yield | 0.0287 | 0.016 | 0.0201 | 0.0211 | Price To Sales Ratio | 3.24 | 3.79 | 3.4 | 3.23 |
Autohome Upcoming Company Events
As portrayed in its financial statements, the presentation of Autohome's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Autohome's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Autohome's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Autohome. Please utilize our Beneish M Score to check the likelihood of Autohome's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Autohome
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 Autohome Backtesting, Autohome Valuation, Autohome Correlation, Autohome Hype Analysis, Autohome Volatility, Autohome History and analyze Autohome Performance. To learn how to invest in Autohome Stock, please use our How to Invest in Autohome guide.Note that the Autohome information on this page should be used as a complementary analysis to other Autohome's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Autohome Stock analysis
When running Autohome's price analysis, check to measure Autohome'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 Autohome is operating at the current time. Most of Autohome's value examination focuses on studying past and present price action to predict the probability of Autohome's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Autohome's price. Additionally, you may evaluate how the addition of Autohome to your portfolios can decrease your overall portfolio volatility.
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Autohome 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.