AudioEye Inc

10-Year Study

AEYE.US · Technology · US · Common Stock

Executive Summary: AudioEye Inc has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 89.3% and an annualized volatility of 123.3%.

1Y CAGR
-45.2%
3Y CAGR
+5.1%
5Y CAGR
-17.7%
10Y CAGR
+4.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
89.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
84.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +450.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -72.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.7-27.6-6.610.5————————-29.5%
202524.5-31.3-14.7-2.312.6-4.710.00.37.910.9-19.6-19.2-34.3%
2024-3.139.436.755.853.8-26.642.1-3.3-5.6-6.826.4-43.5180.6%
202350.719.92.6-13.0-1.5-19.710.4-11.53.6-10.3-3.826.941.5%
2022-19.15.813.3-39.2-18.678.3-11.819.2-12.8-3.1-12.2-18.3-45.4%
2021-7.431.9-11.5-9.4-27.5-8.5-17.5-5.9-15.4-9.9-22.0-9.4-72.8%
20205.1-19.712.170.911.618.146.929.7-23.415.30.253.4450.7%
201915.28.2-15.5-5.4-27.828.5-22.9-32.8-5.4-16.056.9-8.0-45.1%
201880.8-21.411.9-18.37.020.922.7-12.228.6-12.2-15.828.6120.8%
2017-14.226.4-13.752.7-3.0-6.7-9.59.2-21.5-1.1-6.519.210.6%
2016———14.9-2.8-10.5-6.80.0-0.7-16.14.07.7-13.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 123.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.1% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111490.683229813663
2016-05-0111173.913043478258
2016-06-0110000
2016-07-019316.770186335403
2016-08-019316.770186335403
2016-09-019248.447204968943
2016-10-017763.975155279502
2016-11-018074.534161490683
2016-12-018695.652173913044
2017-01-017459.627329192546
2017-02-019428.571428571428
2017-03-018136.645962732918
2017-04-0112422.360248447205
2017-05-0112043.478260869564
2017-06-0111242.23602484472
2017-07-0110173.91304347826
2017-08-0111111.801242236024
2017-09-018726.708074534161
2017-10-018633.540372670806
2017-11-018074.534161490683
2017-12-019621.11801242236
2018-01-0117391.304347826088
2018-02-0113664.596273291925
2018-03-0115285.714285714284
2018-04-0112484.47204968944
2018-05-0113354.037267080745
2018-06-0116149.068322981366
2018-07-0119813.664596273287
2018-08-0117391.304347826088
2018-09-0122362.732919254653
2018-10-0119627.329192546582
2018-11-0116521.739130434784
2018-12-0121242.23602484472
2019-01-0124477.763975155278
2019-02-0126484.47204968944
2019-03-0122385.093167701863
2019-04-0121167.701863354032
2019-05-0115279.503105590062
2019-06-0119627.329192546582
2019-07-0115130.434782608694
2019-08-0110161.490683229813
2019-09-019614.906832298137
2019-10-018074.534161490683
2019-11-0112670.807453416146
2019-12-0111652.173913043478
2020-01-0112248.447204968941
2020-02-019838.509316770185
2020-03-0111031.055900621119
2020-04-0118857.142857142855
2020-05-0121043.478260869564
2020-06-0124844.72049689441
2020-07-0136496.894409937886
2020-08-0147329.19254658385
2020-09-0136236.024844720494
2020-10-0141763.9751552795
2020-11-0141838.50931677018
2020-12-0164173.91304347826
2021-01-0159428.57142857143
2021-02-0178409.93788819875
2021-03-0169416.14906832298
2021-04-0162857.142857142855
2021-05-0145565.217391304344
2021-06-0141714.28571428571
2021-07-0134434.78260869565
2021-08-0132397.515527950305
2021-09-0127403.72670807453
2021-10-0124695.65217391304
2021-11-0119254.658385093167
2021-12-0117440.993788819873
2022-01-0114111.801242236024
2022-02-0114931.677018633538
2022-03-0116919.25465838509
2022-04-0110285.714285714284
2022-05-018372.670807453416
2022-06-0114931.677018633538
2022-07-0113167.701863354036
2022-08-0115701.863354037267
2022-09-0113689.440993788818
2022-10-0113267.080745341613
2022-11-0111652.173913043478
2022-12-019515.527950310558
2023-01-0114335.403726708071
2023-02-0117192.54658385093
2023-03-0117639.751552795027
2023-04-0115354.037267080743
2023-05-0115130.434782608694
2023-06-0112149.068322981364
2023-07-0113416.14906832298
2023-08-0111875.776397515527
2023-09-0112298.136645962732
2023-10-0111031.055900621119
2023-11-0110608.695652173912
2023-12-0113465.838509316769
2024-01-0113043.478260869562
2024-02-0118186.33540372671
2024-03-0124869.565217391304
2024-04-0138757.76397515528
2024-05-0159627.32919254658
2024-06-0143751.55279503106
2024-07-0162186.335403726705
2024-08-0160149.06832298136
2024-09-0156770.18633540373
2024-10-0152919.25465838509
2024-11-0166881.98757763975
2024-12-0137788.8198757764
2025-01-0147055.90062111801
2025-02-0132322.981366459622
2025-03-0127577.639751552793
2025-04-0126956.52173913043
2025-05-0130360.24844720497
2025-06-0128944.099378881987
2025-07-0131826.086956521736
2025-08-0131925.465838509313
2025-09-0134434.78260869565
2025-10-0138186.335403726705
2025-11-0130708.074534161486
2025-12-0124819.87577639751
2026-01-0123403.72670807453
2026-02-0116944.099378881987
2026-03-0115826.086956521738
2026-04-0117490.683229813665
Annual Return Matrix
YearAnnual Return
20170.10642857142857154
20181.2078760490639122
2019-0.45146198830409356
20204.507462686567163
2021-0.7282229965156795
2022-0.4544159544159544
20230.41514360313315923
20241.8062730627306274
2025-0.3431952662721893
2026-0.2952952952952953
Total Factor Risk
1.2330210435193159
VTI.US Exposure
0.1401237400652939
VEA.US Exposure
-0.01898261019760988
VWO.US Exposure
0.024067974914572396
QQQ.US Exposure
-0.029740500996889456
VTV.US Exposure
-0.01543652356159049
IJR.US Exposure
0.01447165934553724
QUAL.US Exposure
-0.002579631856306896
SHV.US Exposure
0.6505283921850179
TLT.US Exposure
0.00020611874693416587
LQD.US Exposure
0.0009167093401710904
HYG.US Exposure
0.005054592544298387
GLD.US Exposure
0.013472941939862627
USO.US Exposure
0.0011133334178621607
VNQ.US Exposure
0.017122066510858243
BTC-USD.CC Exposure
0.0006663695948226664
CPER.US Exposure
-0.003298328385446322
VIX.INDX Exposure
0.016092784805332275
UUP.US Exposure
-0.0000640833600327221
TIP.US Exposure
0.01009664337788996
Idiosyncratic Exposure
0.1761683515694228
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
123.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$82.8M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-34.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
54.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.68
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is AudioEye Inc a high-risk investment?

AudioEye Inc (AEYE.US) has an annualized volatility of 123.3% and experienced a maximum drawdown of 89.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AEYE.US?

Over the past 10 years, AEYE.US has generated a Compound Annual Growth Rate (CAGR) of 4.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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