Exelixis Stock Alpha and Beta Analysis
| EXEL Stock | USD 36.65 0.15 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exelixis. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exelixis over a specified time horizon. Remember, high Exelixis' 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 Exelixis' market risk premium analysis include:
Beta 0.41 | Alpha 0.11 | Risk 2.47 | Sharpe Ratio 0.0231 | Expected Return 0.0572 |
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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.
Exelixis |
Exelixis Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exelixis market risk premium is the additional return an investor will receive from holding Exelixis 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 Exelixis. 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 Exelixis' performance over market.| α | 0.11 | β | 0.41 |
Exelixis 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 Exelixis' Buy-and-hold return. Our buy-and-hold chart shows how Exelixis performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exelixis Market Price Analysis
Market price analysis indicators help investors to evaluate how Exelixis stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exelixis shares will generate the highest return on investment. By understating and applying Exelixis stock market price indicators, traders can identify Exelixis position entry and exit signals to maximize returns.
Exelixis Return and Market Media
The median price of Exelixis for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 35.0 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 35.08, and mean deviation of 1.58. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 681 shares by Michael Morrissey of Exelixis at 20.99 subject to Rule 16b-3 | 12/20/2024 |
2 | Disposition of 27563 shares by Haley Patrick J. of Exelixis at 37.27 subject to Rule 16b-3 | 01/16/2025 |
3 | Exelixis Stock Price Up 6.7 percent on Analyst Upgrade | 02/12/2025 |
4 | Disposition of 18134 shares by Hessekiel Jeffrey of Exelixis at 35.0 subject to Rule 16b-3 | 02/19/2025 |
5 | Insider Selling Exelixis, Inc. Director Sells 12,210 Shares of Stock | 02/20/2025 |
6 | Exelixis Inc Announces Participation in Key March Investor Conferences | 02/25/2025 |
7 | Acquisition by Christopher Senner of 59648 shares of Exelixis subject to Rule 16b-3 | 02/26/2025 |
8 | Disposition of 31167 shares by Smith Julie of Exelixis at 20.5 subject to Rule 16b-3 | 02/27/2025 |
9 | Disposition of 15874 shares by Wyszomierski Jack L of Exelixis at 20.5 subject to Rule 16b-3 | 02/28/2025 |
10 | LGT Fund Management Co Ltd. Buys New Holdings in Exelixis, Inc. | 03/03/2025 |
11 | Exelixis, Inc. Shares Sold by New York Life Investment Management LLC | 03/04/2025 |
12 | Acquisition by Christopher Senner of 29314 shares of Exelixis at 18.8 subject to Rule 16b-3 | 03/07/2025 |
13 | Essex Investment Management Co. LLC Sells 1,649 Shares of Exelixis, Inc. | 03/11/2025 |
14 | Exelixis Up 13.4 percent Since Last Earnings Report Can It Continue | 03/13/2025 |
About Exelixis 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 Exelixis or other stocks. Alpha measures the amount that position in Exelixis 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 | 2024 | 2025 (projected) | Payables Turnover | 2.18 | 2.15 | 1.96 | 2.06 | Days Of Inventory On Hand | 189.79 | 87.16 | 218.26 | 207.35 |
Exelixis Upcoming Company Events
As portrayed in its financial statements, the presentation of Exelixis' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exelixis' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exelixis' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exelixis. Please utilize our Beneish M Score to check the likelihood of Exelixis' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 14th 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 |
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Check out Exelixis Backtesting, Exelixis Valuation, Exelixis Correlation, Exelixis Hype Analysis, Exelixis Volatility, Exelixis History and analyze Exelixis Performance. For more information on how to buy Exelixis Stock please use our How to buy in Exelixis Stock guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Exelixis 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.