Expeditors International Of Stock Alpha and Beta Analysis
| EXPD Stock | USD 115.15 1.34 1.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expeditors International of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expeditors International over a specified time horizon. Remember, high Expeditors International'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 Expeditors International's market risk premium analysis include:
Beta 0.71 | Alpha 0.0513 | Risk 1.53 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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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.
Expeditors |
Expeditors International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expeditors International market risk premium is the additional return an investor will receive from holding Expeditors International 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 Expeditors International. 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 Expeditors International's performance over market.| α | 0.05 | β | 0.71 |
Expeditors International 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 Expeditors International's Buy-and-hold return. Our buy-and-hold chart shows how Expeditors International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expeditors International Market Price Analysis
Market price analysis indicators help investors to evaluate how Expeditors International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Expeditors International shares will generate the highest return on investment. By understating and applying Expeditors International stock market price indicators, traders can identify Expeditors International position entry and exit signals to maximize returns.
Expeditors International Return and Market Media
The median price of Expeditors International for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 113.74 with a coefficient of variation of 3.29. The daily time series for the period is distributed with a sample standard deviation of 3.78, arithmetic mean of 114.71, and mean deviation of 3.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Expeditors International dividend paid on 16th of December 2024 | 12/16/2024 |
1 | Expeditors International reports on tariff impacts and productivity | 01/14/2025 |
2 | Logistics Market in Europe to Grow by USD 48.4 Billion from 2025-2029, Driven by Booming E-commerce, Report on AI Driving Market Transformation - Technavio | 02/11/2025 |
3 | Expeditors Delivers Strong Q4 Numbers, Stock Soars | 02/18/2025 |
4 | Expeditors International of Washington Shares Gap Up Heres Why | 02/19/2025 |
5 | Disposition of 124 shares by Blake Bell of Expeditors International at 117.26 subject to Rule 16b-3 | 02/21/2025 |
6 | Trends Shaping the 99.3 Bn Spare Parts Logistics Industry, 2025-2030 - AI and Machine Learning Optimize Inventory Levels and Reduce Waste | 02/24/2025 |
7 | SRN Advisors LLC Purchases New Stake in Expeditors International of Washington, Inc. | 02/27/2025 |
8 | Returns on Capital Paint A Bright Future For Expeditors International of Washington | 03/06/2025 |
9 | A Look At The Intrinsic Value Of Expeditors International of Washington, Inc. | 03/10/2025 |
10 | CryoPort Surges 5.9 percent Is This an Indication of Further Gains | 03/13/2025 |
About Expeditors International 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 Expeditors or other stocks. Alpha measures the amount that position in Expeditors International 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 | 0.0126 | 0.0106 | 0.0131 | 0.00674 | Price To Sales Ratio | 0.99 | 2.04 | 1.47 | 1.0 |
Expeditors International Upcoming Company Events
As portrayed in its financial statements, the presentation of Expeditors International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Expeditors International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Expeditors International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Expeditors International. Please utilize our Beneish M Score to check the likelihood of Expeditors International's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Expeditors International Backtesting, Expeditors International Valuation, Expeditors International Correlation, Expeditors International Hype Analysis, Expeditors International Volatility, Expeditors International History and analyze Expeditors International Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Expeditors International 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.