Qxo, Inc Stock Alpha and Beta Analysis
| QXO Stock | 12.82 0.18 1.42% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as QXO, Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in QXO, over a specified time horizon. Remember, high QXO,'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 QXO,'s market risk premium analysis include:
Beta 0.59 | Alpha (0.37) | Risk 2.7 | Sharpe Ratio (0.16) | Expected Return (0.42) |
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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.
QXO, |
QXO, Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. QXO, market risk premium is the additional return an investor will receive from holding QXO, 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 QXO,. 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 QXO,'s performance over market.| α | -0.37 | β | 0.59 |
QXO, 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 QXO,'s Buy-and-hold return. Our buy-and-hold chart shows how QXO, performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.QXO, Market Price Analysis
Market price analysis indicators help investors to evaluate how QXO, stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading QXO, shares will generate the highest return on investment. By understating and applying QXO, stock market price indicators, traders can identify QXO, position entry and exit signals to maximize returns.
QXO, Return and Market Media
The median price of QXO, for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 13.71 with a coefficient of variation of 9.95. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 14.26, and mean deviation of 1.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | QXO Proposes 11 Billion Acquisition of Beacon Roofing Supply Shares Surge | 01/16/2025 |
2 | QXO moves to acquire Beacon Roofing at 124.25 per share - Investing.com | 01/28/2025 |
3 | Beacon Issues Statement in Response to QXOs Director Nominations | 02/12/2025 |
4 | QXO Inc Extends Tender Offer for Beacon Roofing Supply | 02/25/2025 |
5 | Jim Cramer on Beacon Roofing Supply, Inc. QXOs Gonna Win - Yahoo Finance | 03/03/2025 |
6 | QXO Inc Reports Fourth Quarter and Full Year 2024 Financial Results | 03/04/2025 |
7 | Decoding QXO Inc A Strategic SWOT Insight | 03/05/2025 |
8 | QXO, Inc. Sees Large Growth in Short Interest | 03/06/2025 |
9 | Beacon Roofing Supply Stock Soars as Firm Discusses 11B Purchase by QXO | 03/10/2025 |
10 | QXO An Intriguing Pivot That May Not Be Plain Sailing - Seeking Alpha | 03/12/2025 |
About QXO, 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 QXO, or other stocks. Alpha measures the amount that position in QXO, Inc 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 | 2024 | 2025 (projected) | Dividend Yield | 0.0124 | 0.0153 | 0.0145 | Price To Sales Ratio | 0.34 | 57.03 | 59.88 |
QXO, Investors Sentiment
The influence of QXO,'s investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in QXO,. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to QXO,'s public news can be used to forecast risks associated with an investment in QXO,. The trend in average sentiment can be used to explain how an investor holding QXO, can time the market purely based on public headlines and social activities around QXO, Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
QXO,'s market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for QXO,'s and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average QXO,'s news discussions. The higher the estimated score, the more favorable is the investor's outlook on QXO,.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards QXO, in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, QXO,'s short interest history, or implied volatility extrapolated from QXO, options trading.
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Check out QXO, Backtesting, QXO, Valuation, QXO, Correlation, QXO, Hype Analysis, QXO, Volatility, QXO, History and analyze QXO, Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
QXO, 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.