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)
Please note that although QXO, alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, QXO, did 0.37  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of QXO, Inc stock's relative risk over its benchmark. QXO, Inc has a beta of 0.59  . As returns on the market increase, QXO,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding QXO, is expected to be smaller as well. At this time, QXO,'s Book Value Per Share is very stable compared to the past year. As of the 15th of March 2025, Tangible Book Value Per Share is likely to grow to 25.98, while Enterprise Value Over EBITDA is likely to drop (36.84).

Enterprise Value

77.04 Million

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.
  
Check out QXO, Backtesting, QXO, Valuation, QXO, Correlation, QXO, Hype Analysis, QXO, Volatility, QXO, History and analyze QXO, Performance.

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   β0.59

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 Yield0.01240.01530.0145
Price To Sales Ratio0.3457.0359.88

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.

Build Portfolio with QXO,

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether QXO, Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of QXO,'s financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Qxo, Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Qxo, Inc Stock:
Check out QXO, Backtesting, QXO, Valuation, QXO, Correlation, QXO, Hype Analysis, QXO, Volatility, QXO, History and analyze QXO, Performance.
You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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.
A focus of QXO, technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of QXO, trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...