Autodesk, Inc. (ADSK)
Quantitative Summary
DeterministicAt 33.8x earnings — a 48% discount to the sector average of 65.0x — ADSK is in the lower valuation range. Financial health metrics are strong: Piotroski 7/9, Altman Z 3.8 (above 3.0 safe zone threshold). DCF fair value of $170 implies 25% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company demonstrates robust fundamental quality characterized by a substantial ROIC-WACC spread of 7.9%, indicating efficient capital deployment relative to its cost of equity. This strong return profile is underpinned by high profitability, evidenced by gross margins at 91% and net margins near 16%, though the elevated DuPont ROE of 36.9% relies significantly on financial leverage with an equity multiplier of over four times rather than asset turnover or margin expansion alone. Creditworthiness appears solid given an Altman Z-Score above 4, while a high Piotroski F-Score of 7 and negative Beneish M-Score suggest strong operational fundamentals without obvious earnings manipulation signals despite the aggressive growth tilt in factor models.
Valuation metrics present a stark divergence between market pricing and intrinsic value assumptions. The current P/E ratio stands at 45.4x, significantly exceeding historical norms and sector averages implied by its classification as a high-growth name. While revenue expansion remains healthy at 17.5% year-over-year, the DCF model implies a fair value of $166 with an upside delta of -30.6%, suggesting the market is pricing in aggressive future cash flow growth not fully supported by current fundamentals or the implied 14.4% ten-year FCF trajectory. This discrepancy highlights that much of the premium valuation rests on expectations for sustained acceleration beyond historical performance.
Risk factor analysis reveals concerning signals regarding relative strength and profitability consistency within a multi-factor framework. The stock exhibits negative alpha across both Value (HML) and Profitability (RMW) factors, specifically showing weakness in its ability to generate excess returns based on high profit margins compared to peers. Furthermore, the annual Fama-French Alpha of -12.49% indicates underperformance relative to a risk-adjusted benchmark over the measurement period. With neutral insider flow observed recently, there is no immediate corporate signal validating or challenging these valuation concerns, leaving investors to weigh the strong balance sheet and margin profile against the significant downside implied by rigorous DCF modeling and negative factor exposures.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 18% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 11.1% | 13.1% | 15.1% |
|---|---|---|---|
| 2% | $197 | $159 | $133 |
| 3% | $215 | $170 | $140 |
| 4% | $239 | $184 | $149 |
Center = base case. Green = >10% upside, Red = >10% downside vs $236.66.
Pre-computed DCF: WACC=13.1%, terminal growth 3%. Fair value $170 (-25.0%). Not investment advice.
Valuation Context
Currently trading 4% below its 5-year average P/E of 43.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAutodesk, Inc. is currently trading at $240.99 within the technology sector, a position that reflects its valuation relative to recent market movements in software and design tools. The proximity of this price point to historical resistance levels suggests that upward momentum faces immediate structural headwinds unless accompanied by significant volume expansion or fundamental catalysts from outside the current technical snapshot. Without additional data regarding moving averages, support zones, or trading volumes, it is impossible to definitively characterize whether any existing upswing represents a robust trend or merely short-term volatility driven by sector-wide sentiment. The risk dynamics for this asset appear contingent on how effectively price action can overcome established barriers; if the stock fails to decisively break through key thresholds with sustained conviction, the likelihood of a correction increases as profit-taking pressures mount against limited upside space. Conversely, any decline from these levels could expose underlying weakness in buyer support, potentially triggering accelerated selling pressure typical of technology stocks reacting to valuation concerns or macroeconomic headwinds. The current setup indicates a fragile equilibrium where minor shifts in market sentiment could rapidly alter the trajectory between consolidation and downward correction. Ultimately, the technical picture presents a scenario where momentum is not yet confirmed as structural but rather exists in a precarious state dependent on future price discovery. Investors must weigh whether the $240.99 entry point offers sufficient margin for error given the lack of visible bullish confirmation signals. The absence of clear trend indicators means that both upward and downward risks remain symmetrically potent
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2005-03-22 | $0.0150 | 0.0% |
| 2004-12-22 | $0.0150 | 0.0% |
| 2004-09-22 | $0.0150 | 0.0% |
| 2004-06-30 | $0.0150 | 0.0% |
| 2004-03-31 | $0.0150 | 0.0% |
| 2003-12-30 | $0.0150 | 0.0% |
| 2003-10-01 | $0.0150 | 0.0% |
| 2003-07-09 | $0.0150 | 0.0% |
| 2003-04-02 | $0.0150 | 0.0% |
| 2002-12-31 | $0.0150 | 0.0% |
| 2002-10-02 | $0.0150 | 0.0% |
| 2002-07-02 | $0.0150 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like VFQY or XSW, the fund manager is mechanically forced to buy or sell ADSK shares regardless of Autodesk, Inc.'s individual fundamentals. We estimate $8.3B of passive capital is structurally linked to ADSK through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Autodesk, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Autodesk, Inc. (ADSK) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA CORP (NVDA) as the most exposed collateral stock, sharing 1 ETFs with ADSK. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ADSK Ownership Dynamics
Passive funds hold 1 in every 6 ADSK shares, reducing daily market volatility.
Autodesk, Inc. (ADSK) exerts notable gravity on the passive index market, currently representing 1.6% of the VFQY (VFQY) and 0.7% of the XSW (XSW). Across 31 tracked ETFs, approximately 35M shares (16.7% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest ADSK Exposure
Float lock-up computed from 31 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ADSK Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Autodesk, Inc. over the past year sits near $297.46 (11% of 252-day volume). The current price of $236.66 sits 20.4% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
ADSK Capital Efficiency
How efficiently does Autodesk, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Autodesk, Inc. converts 119% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 8.2% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 1,796 | $231.03 | $414,929.88 |
| 2026-05-06 | 13,453 | $249.43 | $3.4M |
| 2026-04-27 | 2 | $237.44 | $474.88 |
| 2026-04-23 | 2 | $247.57 | $495.14 |
| 2026-04-17 | 33 | $243.16 | $8,024.28 |
| 2026-04-15 | 3 | $228.59 | $685.77 |
| 2026-04-10 | 32,144 | $225.13 | $7.2M |
| 2026-03-26 | 11 | $235.42 | $2,589.62 |
| 2026-03-25 | 21 | $239.39 | $5,027.19 |
| 2026-03-23 | 454 | $247.99 | $112,587.46 |
| 2026-03-13 | 548 | $249.89 | $136,939.72 |
| 2026-03-12 | 6 | $251.83 | $1,510.98 |
| 2026-03-09 | 1,075 | $260.99 | $280,564.25 |
| 2026-03-02 | 1,000 | $245.87 | $245,870 |
| 2026-02-24 | 3,054 | $218.64 | $667,726.56 |
| 2026-02-23 | 7 | $226.98 | $1,588.86 |
| 2026-02-19 | 2 | $229.74 | $459.48 |
| 2026-02-13 | 116,640 | $223.49 | $26.1M |
| 2026-02-12 | 3 | $232.59 | $697.77 |
| 2026-02-05 | 155 | $243.41 | $37,728.55 |
| 2026-02-03 | 5 | $255.57 | $1,277.85 |
| 2026-01-21 | 106,197 | $253.87 | $27.0M |
| 2026-01-14 | 1 | $270.63 | $270.63 |
| 2026-01-12 | 2 | $276.02 | $552.04 |
| 2026-01-07 | 17 | $293.17 | $4,983.89 |
| 2025-12-23 | 4 | $300.47 | $1,201.88 |
| 2025-12-22 | 160 | $300.08 | $48,012.8 |
| 2025-12-19 | 4 | $299.24 | $1,196.96 |
| 2025-12-17 | 4 | $293.98 | $1,175.92 |
| 2025-12-16 | 8 | $294.31 | $2,354.48 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| INTU | 0.619 | 0.705 | Moderate |
| NOW | 0.595 | 0.648 | Moderate |
| CRM | 0.583 | 0.585 | Moderate |
| TENB | 0.568 | 0.632 | Moderate |
| S | 0.561 | 0.577 | Moderate |
| ADBE | 0.561 | 0.622 | Moderate |
| WDAY | 0.523 | 0.556 | Moderate |
| TRMB | 0.521 | 0.582 | Moderate |
| ACN | 0.519 | 0.558 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ADSK to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.