Expedia Group Stock Alpha and Beta Analysis
| EXPE Stock | USD 185.01 0.39 0.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expedia Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expedia over a specified time horizon. Remember, high Expedia'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 Expedia's market risk premium analysis include:
Beta 1.14 | Alpha 0.28 | Risk 1.57 | Sharpe Ratio 0.31 | Expected Return 0.48 |
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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.
Expedia |
Expedia Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expedia market risk premium is the additional return an investor will receive from holding Expedia 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 Expedia. 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 Expedia's performance over market.| α | 0.28 | β | 1.14 |
Expedia 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 Expedia's Buy-and-hold return. Our buy-and-hold chart shows how Expedia performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expedia Market Price Analysis
Market price analysis indicators help investors to evaluate how Expedia stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Expedia shares will generate the highest return on investment. By understating and applying Expedia stock market price indicators, traders can identify Expedia position entry and exit signals to maximize returns.
Expedia Return and Market Media
The median price of Expedia for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 151.95 with a coefficient of variation of 10.94. The daily time series for the period is distributed with a sample standard deviation of 17.12, arithmetic mean of 156.46, and mean deviation of 14.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 644 shares by Von Furstenberg Alexander of Expedia subject to Rule 16b-3 | 10/10/2024 |
2 | Disposition of 861 shares by Dubugras Henrique Vasoncelos of Expedia subject to Rule 16b-3 | 10/25/2024 |
3 | Unpacking the Latest Options Trading Trends in Expedia Group | 11/08/2024 |
4 | Expedia stock price target increased, retains rating on strong quarter | 11/11/2024 |
5 | ASR Nederland shares see uplift as UBS notes higher RoI and yield alignment | 11/18/2024 |
6 | Expedias One Key Program Drives 60 percent Stock Surge, Heres Why It Matters | 11/22/2024 |
7 | Where to Winter Expedia Reveals Sun, Slopes, and Songstresses Driving Canadian Travel Habits This Winter | 11/26/2024 |
8 | A Growth Stock With a Hidden Cash Machine | 11/27/2024 |
9 | Despegar.com stock target lifted by 23 percent by Morgan Stanley, upgrades earnings forecasts | 11/29/2024 |
About Expedia 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 Expedia or other stocks. Alpha measures the amount that position in Expedia Group 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 | 2023 | 2024 (projected) | Dividend Yield | 0.002476 | 0.002847 | 0.002705 | Price To Sales Ratio | 3.15 | 1.71 | 2.56 |
Expedia Upcoming Company Events
As portrayed in its financial statements, the presentation of Expedia's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Expedia's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Expedia's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Expedia. Please utilize our Beneish M Score to check the likelihood of Expedia's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th 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 Expedia
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Align your risk with return expectations
Check out Expedia Backtesting, Expedia Valuation, Expedia Correlation, Expedia Hype Analysis, Expedia Volatility, Expedia History and analyze Expedia Performance. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Expedia 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.