Exp World Holdings Stock Alpha and Beta Analysis
| EXPI Stock | USD 13.85 0.23 1.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as eXp World Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in EXp World over a specified time horizon. Remember, high EXp World'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 EXp World's market risk premium analysis include:
Beta 1.02 | Alpha 0.0658 | Risk 3 | Sharpe Ratio 0.11 | Expected Return 0.32 |
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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.
EXp |
EXp World Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. EXp World market risk premium is the additional return an investor will receive from holding EXp World 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 EXp World. 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 EXp World's performance over market.| α | 0.07 | β | 1.02 |
EXp World 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 EXp World's Buy-and-hold return. Our buy-and-hold chart shows how EXp World performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.EXp World Market Price Analysis
Market price analysis indicators help investors to evaluate how EXp World stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EXp World shares will generate the highest return on investment. By understating and applying EXp World stock market price indicators, traders can identify EXp World position entry and exit signals to maximize returns.
EXp World Return and Market Media
The median price of EXp World for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 13.26 with a coefficient of variation of 6.22. The daily time series for the period is distributed with a sample standard deviation of 0.83, arithmetic mean of 13.35, and mean deviation of 0.69. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 59935 shares by Glenn Sanford of EXp World at 12.4096 subject to Rule 16b-3 | 09/10/2024 |
2 | Disposition of 50000 shares by Glenn Sanford of EXp World at 14.4882 subject to Rule 16b-3 | 09/17/2024 |
3 | Disposition of 50000 shares by Glenn Sanford of EXp World at 14.2269 subject to Rule 16b-3 | 09/24/2024 |
4 | Disposition of 10596 shares by Glenn Sanford of EXp World at 14.37 subject to Rule 16b-3 | 09/27/2024 |
5 | Disposition of 40000 shares by Glenn Sanford of EXp World at 13.9253 subject to Rule 16b-3 | 10/01/2024 |
6 | eXp Realty Ignites Global Expansion Trkiye, Peru, and Egypt Set To Join in 2025 | 10/28/2024 |
7 | Disposition of 40000 shares by Glenn Sanford of EXp World at 12.8777 subject to Rule 16b-3 | 10/29/2024 |
8 | eXp World Holdings, Inc. Investigated by Shareholder Rights Advocates - Investors Should Contact Levi Korsinsky Regarding Potential Securities Law Violations - ... | 11/07/2024 |
9 | EXPI ALERT Levi Korsinsky Reminds Investors of an Investigation Involving Possible Securities Fraud Violations by eXp World Holdings, Inc. | 11/11/2024 |
10 | eXp World Holdings Dividend Will Be 0.05 | 11/12/2024 |
11 | eXp World Holdings to Participate in the Stephens Annual Investment Conference | 11/13/2024 |
12 | Acquisition by Weakley Monica of 2 shares of EXp World at 10.65 subject to Rule 16b-3 | 11/14/2024 |
13 | A Look Back at Real Estate Services Stocks Q3 Earnings eXp World Vs The Rest Of The Pack | 11/15/2024 |
14 | Disposition of 50000 shares by Glenn Sanford of EXp World at 12.716 subject to Rule 16b-3 | 11/18/2024 |
15 | eXp World Holdings Inc Shares Down 5.66 percent on Nov 19 | 11/19/2024 |
16 | Disposition of 18750 shares by Jian Cheng of EXp World at 4.13 subject to Rule 16b-3 | 11/22/2024 |
17 | Exp World Holdings chief accounting officer Cheng Jian sells 258,879 in stock | 11/25/2024 |
About EXp World 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 EXp or other stocks. Alpha measures the amount that position in eXp World 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 (projected) | Dividend Yield | 0.0151 | 0.012 | 0.007843 | Price To Sales Ratio | 0.36 | 0.56 | 0.53 |
EXp World Upcoming Company Events
As portrayed in its financial statements, the presentation of EXp World's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, EXp World's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of EXp World's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of EXp World. Please utilize our Beneish M Score to check the likelihood of EXp World's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 EXp World Backtesting, EXp World Valuation, EXp World Correlation, EXp World Hype Analysis, EXp World Volatility, EXp World History and analyze EXp World Performance. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
EXp World 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.