Xpo Logistics Stock Alpha and Beta Analysis
| XPO Stock | USD 153.36 1.17 0.76% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XPO Logistics. It also helps investors analyze the systematic and unsystematic risks associated with investing in XPO Logistics over a specified time horizon. Remember, high XPO Logistics' 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 XPO Logistics' market risk premium analysis include:
Beta 1.82 | Alpha 0.28 | Risk 2.55 | Sharpe Ratio 0.26 | Expected Return 0.66 |
XPO Logistics Quarterly Cash And Equivalents |
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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.
XPO |
XPO Logistics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XPO Logistics market risk premium is the additional return an investor will receive from holding XPO Logistics 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 XPO Logistics. 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 XPO Logistics' performance over market.| α | 0.28 | β | 1.82 |
XPO Logistics 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 XPO Logistics' Buy-and-hold return. Our buy-and-hold chart shows how XPO Logistics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.XPO Logistics Market Price Analysis
Market price analysis indicators help investors to evaluate how XPO Logistics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XPO Logistics shares will generate the highest return on investment. By understating and applying XPO Logistics stock market price indicators, traders can identify XPO Logistics position entry and exit signals to maximize returns.
XPO Logistics Return and Market Media
The median price of XPO Logistics for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 115.13 with a coefficient of variation of 14.88. The daily time series for the period is distributed with a sample standard deviation of 18.43, arithmetic mean of 123.8, and mean deviation of 16.65. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | XPO Stock Price Up 3.3 percent Heres What Happened | 10/11/2024 |
2 | Ariston Services Group Buys Shares of 2,199 XPO, Inc. | 10/30/2024 |
3 | Balfour Beatty Hires Annette Ebright as Vice President of Compliance | 11/04/2024 |
4 | XPO Inc Shares Up 3.52 percent on Nov 6 | 11/06/2024 |
5 | Acquisition by Wendy Cassity of 8791 shares of XPO Logistics subject to Rule 16b-3 | 11/08/2024 |
6 | FMR LLCs Strategic Reduction in XPO Inc Holdings | 11/13/2024 |
7 | Top IoT Stocks Why Samsara and Digi Are Thriving in 2025 | 11/19/2024 |
8 | Is XPO, Inc.s ROE Of 23 percent Impressive | 11/21/2024 |
9 | Disposition of 5480 shares by Jason Aiken of XPO Logistics subject to Rule 16b-3 | 11/25/2024 |
10 | GXO Logistics CEO Malcom Wilson to retire | 12/03/2024 |
About XPO Logistics 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 XPO or other stocks. Alpha measures the amount that position in XPO Logistics 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.001202 | 0.001142 | Price To Sales Ratio | 1.31 | 1.38 |
XPO Logistics Upcoming Company Events
As portrayed in its financial statements, the presentation of XPO Logistics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, XPO Logistics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of XPO Logistics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of XPO Logistics. Please utilize our Beneish M Score to check the likelihood of XPO Logistics' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 XPO Logistics
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Check out XPO Logistics Backtesting, XPO Logistics Valuation, XPO Logistics Correlation, XPO Logistics Hype Analysis, XPO Logistics Volatility, XPO Logistics History and analyze XPO Logistics Performance. To learn how to invest in XPO Stock, please use our How to Invest in XPO Logistics guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
XPO Logistics 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.