Expro Group Holdings Stock Alpha and Beta Analysis
| XPRO Stock | USD 10.69 0.06 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expro Group Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expro Group over a specified time horizon. Remember, high Expro Group'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 Expro Group's market risk premium analysis include:
Beta 1.34 | Alpha (0.03) | Risk 3.02 | Sharpe Ratio (0.04) | Expected Return (0.11) |
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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.
Expro |
Expro Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expro Group market risk premium is the additional return an investor will receive from holding Expro Group 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 Expro Group. 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 Expro Group's performance over market.| α | -0.03 | β | 1.34 |
Expro Group 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 Expro Group's Buy-and-hold return. Our buy-and-hold chart shows how Expro Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expro Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Expro Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Expro Group shares will generate the highest return on investment. By understating and applying Expro Group stock market price indicators, traders can identify Expro Group position entry and exit signals to maximize returns.
Expro Group Return and Market Media
The median price of Expro Group for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 12.8 with a coefficient of variation of 10.99. The daily time series for the period is distributed with a sample standard deviation of 1.36, arithmetic mean of 12.36, and mean deviation of 1.18. The Stock received substential amount of media coverage during this period. Price Growth (%) |
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About Expro Group 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 Expro or other stocks. Alpha measures the amount that position in Expro Group Holdings 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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.003683 | 0.005752 | 0.006614 | 0.006284 |
| Price To Sales Ratio | 1.55 | 1.15 | 0.84 | 1.17 |
Expro Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Expro Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Expro Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Expro Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Expro Group. Please utilize our Beneish M Score to check the likelihood of Expro Group's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Expro Group Backtesting, Expro Group Valuation, Expro Group Correlation, Expro Group Hype Analysis, Expro Group Volatility, Expro Group History and analyze Expro Group Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Expro Group 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.