Xylem Inc Stock Alpha and Beta Analysis
| XYL Stock | USD 127.69 0.68 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xylem Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xylem over a specified time horizon. Remember, high Xylem'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 Xylem's market risk premium analysis include:
Beta 0.97 | Alpha (0.21) | Risk 1.33 | Sharpe Ratio 0.0068 | Expected Return 0.009 |
Xylem 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.
Xylem |
Xylem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xylem market risk premium is the additional return an investor will receive from holding Xylem 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 Xylem. 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 Xylem's performance over market.| α | -0.21 | β | 0.97 |
Xylem 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 Xylem's Buy-and-hold return. Our buy-and-hold chart shows how Xylem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xylem Market Price Analysis
Market price analysis indicators help investors to evaluate how Xylem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xylem shares will generate the highest return on investment. By understating and applying Xylem stock market price indicators, traders can identify Xylem position entry and exit signals to maximize returns.
Xylem Return and Market Media
The median price of Xylem for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 130.35 with a coefficient of variation of 3.83. The daily time series for the period is distributed with a sample standard deviation of 4.96, arithmetic mean of 129.51, and mean deviation of 4.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Xylem dividend paid on 26th of September 2024 | 09/26/2024 |
1 | Insider Trading | 10/21/2024 |
2 | Xylem Q3 Earnings Preview What You Should Know Beyond the Headline Estimates | 10/28/2024 |
3 | Riassunto Una nuova ricerca conferma le principali aziende idriche vanno verso lobiettivo di emissioni nette pari a zero | 11/11/2024 |
4 | Aigen Investment Management LP Lowers Holdings in Xylem Inc. | 11/13/2024 |
5 | Xylem Inc. Shares Sold by Harbour Investments Inc. | 11/15/2024 |
6 | Water and Wastewater Treatment Industry Research 2024 - Global Forecast to 2033 Innovative Solutions Emerge in Response to Increasing Environmental Concerns - R... | 11/19/2024 |
7 | Algert Global LLC Purchases 27,976 Shares of Xylem Inc. | 11/25/2024 |
8 | Clinical Trial Investigative Site Network Market Analysis Report 2025-2030, Featuring ICON, IQVIA, WCG Clinical, ClinChoice, SGS, FOMAT Medical Research, SMO-Ph... | 12/03/2024 |
About Xylem 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 Xylem or other stocks. Alpha measures the amount that position in Xylem 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) | Dividend Yield | 0.009392 | 0.0109 | 0.012 | 0.0129 | Price To Sales Ratio | 4.16 | 3.61 | 3.37 | 1.9 |
Xylem Upcoming Company Events
As portrayed in its financial statements, the presentation of Xylem's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xylem's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xylem's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xylem. Please utilize our Beneish M Score to check the likelihood of Xylem's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Xylem Backtesting, Xylem Valuation, Xylem Correlation, Xylem Hype Analysis, Xylem Volatility, Xylem History and analyze Xylem Performance. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Xylem 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.