Exponent Stock Alpha and Beta Analysis
| EXPO Stock | USD 92.42 0.57 0.62% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exponent. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exponent over a specified time horizon. Remember, high Exponent'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 Exponent's market risk premium analysis include:
Beta 1.79 | Alpha 0.0138 | Risk 2.91 | Sharpe Ratio 0.11 | Expected Return 0.31 |
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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.
Exponent |
Exponent Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exponent market risk premium is the additional return an investor will receive from holding Exponent 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 Exponent. 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 Exponent's performance over market.| α | 0.01 | β | 1.79 |
Exponent 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 Exponent's Buy-and-hold return. Our buy-and-hold chart shows how Exponent performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exponent Market Price Analysis
Market price analysis indicators help investors to evaluate how Exponent stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exponent shares will generate the highest return on investment. By understating and applying Exponent stock market price indicators, traders can identify Exponent position entry and exit signals to maximize returns.
Exponent Return and Market Media
The median price of Exponent for the period between Fri, Feb 2, 2024 and Thu, May 2, 2024 is 79.39 with a coefficient of variation of 5.27. The daily time series for the period is distributed with a sample standard deviation of 4.24, arithmetic mean of 80.53, and mean deviation of 2.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 315 shares by Karen Richardson of Exponent subject to Rule 16b-3 | 02/15/2024 |
2 | Disposition of 5400 shares by Guyer Eric of Exponent subject to Rule 16b-3 | 03/05/2024 |
3 | Disposition of 12410 shares by Catherine Corrigan of Exponent subject to Rule 16b-3 | 03/13/2024 |
| Exponent dividend paid on 22nd of March 2024 | 03/22/2024 |
4 | Exponent to Announce First Quarter of Fiscal Year 2024 Results and Host Quarterly Conference Call on April 25, 2024 | 04/09/2024 |
5 | AUGMENTED WORLD EXPO UNVEILS XR HALL OF FAME, XR HISTORY MUSEUM | 04/24/2024 |
6 | Exponent Q1 Earnings Snapshot | 04/25/2024 |
7 | Why Is Research Company Exponent Stock Soaring Today | 04/26/2024 |
8 | Disposition of 1650 shares by Guyer Eric of Exponent at 92.5831 subject to Rule 16b-3 | 04/30/2024 |
About Exponent 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 Exponent or other stocks. Alpha measures the amount that position in Exponent 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.
| 2016 | 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.008433 | 0.007034 | 0.012 | 0.0111 | Price To Sales Ratio | 11.79 | 13.17 | 8.39 | 13.83 |
Exponent Upcoming Company Events
As portrayed in its financial statements, the presentation of Exponent's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exponent's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exponent's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exponent. Please utilize our Beneish M Score to check the likelihood of Exponent's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st 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 Exponent
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 Exponent Backtesting, Exponent Valuation, Exponent Correlation, Exponent Hype Analysis, Exponent Volatility, Exponent History and analyze Exponent Performance. To learn how to invest in Exponent Stock, please use our How to Invest in Exponent guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Exponent Stock analysis
When running Exponent's price analysis, check to measure Exponent'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 Exponent is operating at the current time. Most of Exponent's value examination focuses on studying past and present price action to predict the probability of Exponent's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exponent's price. Additionally, you may evaluate how the addition of Exponent to your portfolios can decrease your overall portfolio volatility.
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