Exponent Stock Alpha and Beta Analysis
| EXPO Stock | USD 80.05 0.14 0.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exponent. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exponent over a specified time horizon. Remember, high Exponent'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 Exponent's market risk premium analysis include:
Beta 0.51 | Alpha (0.20) | Risk 1.27 | Sharpe Ratio (0.15) | Expected Return (0.19) |
Enterprise Value |
|
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.
Exponent |
Exponent Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exponent market risk premium is the additional return an investor will receive from holding Exponent 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 Exponent. 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 Exponent's performance over market.| α | -0.2 | β | 0.51 |
Exponent 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 Exponent's Buy-and-hold return. Our buy-and-hold chart shows how Exponent performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exponent Market Price Analysis
Market price analysis indicators help investors to evaluate how Exponent stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exponent shares will generate the highest return on investment. By understating and applying Exponent stock market price indicators, traders can identify Exponent position entry and exit signals to maximize returns.
Exponent Return and Market Media
The median price of Exponent for the period between Wed, Dec 25, 2024 and Tue, Mar 25, 2025 is 88.93 with a coefficient of variation of 4.45. The daily time series for the period is distributed with a sample standard deviation of 3.91, arithmetic mean of 87.89, and mean deviation of 3.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1214 shares by Brian Kundert of Exponent subject to Rule 16b-3 | 12/24/2024 |
2 | Disposition of 1778 shares by Sally Shepard of Exponent at 78.79 subject to Rule 16b-3 | 01/31/2025 |
3 | ITALY, KEY-THE ENERGY TRANSITION EXPO, THE ENERGY TRANSITION COMMUNITYS GLOBAL REFERENCE NETWORK, IS ABOUT TO START | 02/13/2025 |
4 | Acquisition by Corrigan Catherine of 1169 shares of Exponent at 85.5 subject to Rule 16b-3 | 02/20/2025 |
5 | Exponent Full Year 2024 Earnings EPS Beats Expectations | 03/04/2025 |
6 | Disposition of 8090 shares by Corrigan Catherine of Exponent subject to Rule 16b-3 | 03/12/2025 |
7 | CALIFORNIA POOLS LANDSCAPE ANNOUNCES ANNUAL ULTIMATE BACKYARD EXPO | 03/13/2025 |
8 | Insider Trading | 03/14/2025 |
| Exponent dividend paid on 21st of March 2025 | 03/21/2025 |
About Exponent 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 Exponent or other stocks. Alpha measures the amount that position in Exponent 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.
| 2016 | 2021 | 2022 (projected) | |
| Dividend Yield | 0.008433 | 0.007034 | 0.0128 |
| Price To Sales Ratio | 11.79 | 13.17 | 8.14 |
Exponent Upcoming Company Events
As portrayed in its financial statements, the presentation of Exponent's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exponent's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exponent's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exponent. Please utilize our Beneish M Score to check the likelihood of Exponent's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st 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 Exponent
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Exponent Backtesting, Exponent Valuation, Exponent Correlation, Exponent Hype Analysis, Exponent Volatility, Exponent History and analyze Exponent Performance. To learn how to invest in Exponent Stock, please use our How to Invest in Exponent guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Exponent 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.