Exponent Stock Alpha and Beta Analysis
| EXPO Stock | USD 82.73 0.90 1.10% |
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 0.49 | Alpha (0.17) | Risk 1.29 | Sharpe Ratio (0.14) | Expected Return (0.18) |
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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.
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 | -0.17 | β | 0.49 |
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 Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 90.19 with a coefficient of variation of 4.2. The daily time series for the period is distributed with a sample standard deviation of 3.75, arithmetic mean of 89.33, and mean deviation of 3.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1214 shares by Brian Kundert of Exponent subject to Rule 16b-3 | 12/13/2024 |
| Exponent dividend paid on 20th of December 2024 | 12/20/2024 |
2 | Disposition of 1778 shares by Sally Shepard of Exponent at 78.79 subject to Rule 16b-3 | 01/31/2025 |
3 | Q4 2024 Exponent Inc Earnings Call Transcript | 02/07/2025 |
4 | Acquisition by Corrigan Catherine of 1169 shares of Exponent at 85.5 subject to Rule 16b-3 | 02/20/2025 |
5 | Disposition of 1736 shares by Reiss Richard of Exponent at 85.9303 subject to Rule 16b-3 | 02/26/2025 |
6 | Trifecta Collective Expands Globally with Acquisition of Canadian Concrete Expo, Marking a Bold Step in Its Rapid Growth | 03/03/2025 |
7 | Should Weakness in Exponent, Inc.s Stock Be Seen As A Sign That Market Will Correct The Share Price Given Decent Financials | 03/04/2025 |
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 |
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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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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.