Xpel Inc Stock Alpha and Beta Analysis
| XPEL Stock | USD 32.45 1.78 5.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xpel Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xpel over a specified time horizon. Remember, high Xpel'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 Xpel's market risk premium analysis include:
Beta 1.26 | Alpha (0.36) | Risk 3.18 | Sharpe Ratio (0.14) | Expected Return (0.45) |
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.
Xpel |
Xpel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xpel market risk premium is the additional return an investor will receive from holding Xpel 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 Xpel. 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 Xpel's performance over market.| α | -0.36 | β | 1.26 |
Xpel 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 Xpel's Buy-and-hold return. Our buy-and-hold chart shows how Xpel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xpel Market Price Analysis
Market price analysis indicators help investors to evaluate how Xpel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xpel shares will generate the highest return on investment. By understating and applying Xpel stock market price indicators, traders can identify Xpel position entry and exit signals to maximize returns.
Xpel Return and Market Media
The median price of Xpel for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 41.35 with a coefficient of variation of 11.35. The daily time series for the period is distributed with a sample standard deviation of 4.52, arithmetic mean of 39.84, and mean deviation of 3.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 530 shares by Bogart Stacy L of Xpel subject to Rule 16b-3 | 12/13/2024 |
2 | Acquisition by North John F of 453 shares of Xpel at .94 subject to Rule 16b-3 | 12/31/2024 |
3 | Disposition of 1450 shares by Ryan Pape of Xpel at 75.945 subject to Rule 16b-3 | 02/14/2025 |
4 | XPEL Inc Q4 2024 Everything You Need To Know Ahead Of Earnings | 02/25/2025 |
5 | XPEL Reports Revenue of 107.5 million in Fourth Quarter 2024 | 02/26/2025 |
6 | XPEL Inc Q4 2024 Earnings Call Highlights Navigating Growth Amidst Global Challenges | 02/27/2025 |
7 | Disposition of 951 shares by Barry Wood of Xpel subject to Rule 16b-3 | 02/28/2025 |
8 | XPEL Sets New 12-Month Low Time to Sell | 03/04/2025 |
9 | Acquisition by Ryan Pape of 22434 shares of Xpel subject to Rule 16b-3 | 03/06/2025 |
About Xpel 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 Xpel or other stocks. Alpha measures the amount that position in Xpel 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 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 11.77 | 9.65 | 9.24 | 5.69 | Days Of Inventory On Hand | 149.68 | 166.22 | 166.56 | 174.88 |
Xpel Upcoming Company Events
As portrayed in its financial statements, the presentation of Xpel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xpel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xpel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xpel. Please utilize our Beneish M Score to check the likelihood of Xpel's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Xpel
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 Xpel Backtesting, Xpel Valuation, Xpel Correlation, Xpel Hype Analysis, Xpel Volatility, Xpel History and analyze Xpel Performance. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Xpel 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.