Expeditors International Of Stock Alpha and Beta Analysis
| EXPD Stock | USD 117.64 0.17 0.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Expeditors International of. It also helps investors analyze the systematic and unsystematic risks associated with investing in Expeditors International over a specified time horizon. Remember, high Expeditors International'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 Expeditors International's market risk premium analysis include:
Beta 1.26 | Alpha (0.22) | Risk 1.11 | Sharpe Ratio 0.0313 | Expected Return 0.0347 |
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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.
Expeditors |
Expeditors International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Expeditors International market risk premium is the additional return an investor will receive from holding Expeditors International 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 Expeditors International. 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 Expeditors International's performance over market.| α | -0.22 | β | 1.26 |
Expeditors International 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 Expeditors International's Buy-and-hold return. Our buy-and-hold chart shows how Expeditors International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Expeditors International Market Price Analysis
Market price analysis indicators help investors to evaluate how Expeditors International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Expeditors International shares will generate the highest return on investment. By understating and applying Expeditors International stock market price indicators, traders can identify Expeditors International position entry and exit signals to maximize returns.
Expeditors International Return and Market Media
The median price of Expeditors International for the period between Sat, Feb 17, 2024 and Fri, May 17, 2024 is 118.32 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 3.26, arithmetic mean of 118.22, and mean deviation of 2.57. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 12 Most Reliable Dividend Stocks To Buy | 03/12/2024 |
2 | Acquisition by Jeffrey Dickerman of 3431 shares of Expeditors International subject to Rule 16b-3 | 04/02/2024 |
3 | Are Expeditors International of Washington, Inc. Investors Paying Above The Intrinsic Value | 04/04/2024 |
4 | Acquisition by Jeffrey Dickerman of tradable shares of Expeditors International subject to Rule 16b-3 | 04/05/2024 |
5 | Whats in Store for C.H. Robinson in Q1 Earnings | 04/30/2024 |
6 | Why Earnings Season Could Be Great for Expeditors | 05/06/2024 |
7 | Expeditors International Q1 Earnings Taking a Look at Key Metrics Versus Estimates | 05/07/2024 |
8 | Expeditors Intl price target nudged to 112 by TD Cowen | 05/08/2024 |
9 | Decoding Expeditors International of Washington Inc A Strategic SWOT Insight | 05/10/2024 |
10 | Expeditors International International Revenue Performance Explored | 05/13/2024 |
11 | Freight Logistics Market size is set to grow by USD 319.65 mn from 2023-2027, increasing outsourcing in logistics to boost the market growth, Technavio | 05/16/2024 |
About Expeditors International 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 Expeditors or other stocks. Alpha measures the amount that position in Expeditors International 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 | 0.008619 | 0.0126 | 0.0106 | 0.00662 | Price To Sales Ratio | 1.37 | 0.99 | 2.04 | 2.14 |
Expeditors International Upcoming Company Events
As portrayed in its financial statements, the presentation of Expeditors International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Expeditors International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Expeditors International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Expeditors International. Please utilize our Beneish M Score to check the likelihood of Expeditors International's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Expeditors International
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 Expeditors International Backtesting, Expeditors International Valuation, Expeditors International Correlation, Expeditors International Hype Analysis, Expeditors International Volatility, Expeditors International History and analyze Expeditors International Performance. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Expeditors Stock analysis
When running Expeditors International's price analysis, check to measure Expeditors International's 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 Expeditors International is operating at the current time. Most of Expeditors International's value examination focuses on studying past and present price action to predict the probability of Expeditors International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Expeditors International's price. Additionally, you may evaluate how the addition of Expeditors International to your portfolios can decrease your overall portfolio volatility.
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Expeditors International 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.