Xos Inc Stock Alpha and Beta Analysis
| XOS Stock | USD 3.44 0.07 1.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xos Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xos over a specified time horizon. Remember, high Xos' 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 Xos' market risk premium analysis include:
Beta 1.07 | Alpha (0.48) | Risk 3.94 | Sharpe Ratio (0.12) | Expected Return (0.47) |
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.
Xos |
Xos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xos market risk premium is the additional return an investor will receive from holding Xos 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 Xos. 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 Xos' performance over market.| α | -0.48 | β | 1.07 |
Xos 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 Xos' Buy-and-hold return. Our buy-and-hold chart shows how Xos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xos Market Price Analysis
Market price analysis indicators help investors to evaluate how Xos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xos shares will generate the highest return on investment. By understating and applying Xos stock market price indicators, traders can identify Xos position entry and exit signals to maximize returns.
Xos Return and Market Media
The median price of Xos for the period between Thu, Sep 19, 2024 and Wed, Dec 18, 2024 is 4.53 with a coefficient of variation of 9.45. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 4.41, and mean deviation of 0.34. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Contrasting XOS Traton | 10/09/2024 |
2 | Xos, Inc. Unveils 2025 Xos SV Stepvan, Offering Greater Flexibility for Fleets | 10/10/2024 |
3 | Roth Mkm Begins Coverage on XOS | 10/23/2024 |
4 | Lucid Group Reports Q3 Loss, Tops Revenue Estimates | 11/07/2024 |
5 | Disposition of 842 shares by Dakota Semler of Xos at 4.74 subject to Rule 16b-3 | 11/08/2024 |
6 | Xos, Inc. Reports Q3 Loss, Misses Revenue Estimates | 11/13/2024 |
7 | Earnings call Xos Inc. reports steady growth and strategic adjustments | 11/14/2024 |
8 | XOS stock touches 52-week low at 3.9 amid market challenges - Investing.com India | 11/19/2024 |
9 | XOS shares downgraded to Market Perform, target cut on Q3 results | 11/25/2024 |
10 | Disposition of 20000 shares by Christen Romero of Xos at 4.0002 subject to Rule 16b-3 | 12/02/2024 |
11 | Disposition of 7418 shares by Liana Pogosyan of Xos at 3.8683 subject to Rule 16b-3 | 12/05/2024 |
12 | Disposition of 3579 shares by Dakota Semler of Xos at 3.71 subject to Rule 16b-3 | 12/10/2024 |
13 | Why Xos, Inc. Is the Best Stock to Invest in After Being Beaten Down | 12/13/2024 |
About Xos 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 Xos or other stocks. Alpha measures the amount that position in Xos 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 0.73 | 22.93 | 16.62 | 17.45 | Days Of Inventory On Hand | 1.5K | 316.27 | 301.5 | 286.43 |
Xos Upcoming Company Events
As portrayed in its financial statements, the presentation of Xos' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xos' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xos' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xos. Please utilize our Beneish M Score to check the likelihood of Xos' management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of April 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 Xos
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
Additional Tools for Xos Stock Analysis
When running Xos' price analysis, check to measure Xos' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Xos is operating at the current time. Most of Xos' value examination focuses on studying past and present price action to predict the probability of Xos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xos' price. Additionally, you may evaluate how the addition of Xos to your portfolios can decrease your overall portfolio volatility.