Exxon Mobil Corp Stock Alpha and Beta Analysis
| XOM Stock | USD 121.05 0.02 0.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exxon Mobil Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exxon over a specified time horizon. Remember, high Exxon'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 Exxon's market risk premium analysis include:
Beta 0.46 | Alpha 0.31 | Risk 0.95 | Sharpe Ratio 0.3 | Expected Return 0.29 |
Exxon 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.
Exxon |
Exxon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exxon market risk premium is the additional return an investor will receive from holding Exxon 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 Exxon. 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 Exxon's performance over market.| α | 0.31 | β | 0.46 |
Exxon 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 Exxon's Buy-and-hold return. Our buy-and-hold chart shows how Exxon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exxon Market Price Analysis
Market price analysis indicators help investors to evaluate how Exxon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exxon shares will generate the highest return on investment. By understating and applying Exxon stock market price indicators, traders can identify Exxon position entry and exit signals to maximize returns.
Exxon Return and Market Media
The median price of Exxon for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 107.37 with a coefficient of variation of 7.19. The daily time series for the period is distributed with a sample standard deviation of 7.85, arithmetic mean of 109.2, and mean deviation of 6.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Exxon dividend paid on 11th of March 2024 | 03/11/2024 |
1 | ExxonMobil Sounds Alarm on Australias Gas Supply Outlook | 03/27/2024 |
2 | Summit Midstream launches open season on natural gas pipeline | 04/01/2024 |
3 | Acquisition by Craig Morford of 50700 shares of Exxon subject to Rule 16b-3 | 04/10/2024 |
4 | Exxon Mobil Stock Moves -0.57 percent What You Should Know | 04/15/2024 |
5 | SBM Bags Contracts for ExxonMobils Latest Guyana Project | 04/16/2024 |
6 | CVX vs. XOM Which Stock Is the Better Value Option | 04/17/2024 |
7 | Petrofac bags 350m services deal in Equatorial Guinea | 04/18/2024 |
8 | Higher Aurora Gas Prices Result Of Oversea Wars, AAA Says | 04/19/2024 |
9 | Exxon Mobil Increases Yet Falls Behind Market What Investors Need to Know | 04/22/2024 |
About Exxon 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 Exxon or other stocks. Alpha measures the amount that position in Exxon Mobil Corp 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 | 2023 | 2024 (projected) | Dividend Yield | 0.0571 | 0.0369 | 0.0276 | Price To Sales Ratio | 0.94 | 1.21 | 0.85 |
Exxon Upcoming Company Events
As portrayed in its financial statements, the presentation of Exxon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exxon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exxon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exxon. Please utilize our Beneish M Score to check the likelihood of Exxon's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 26th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 7th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Exxon
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Align your risk with return expectations
Check out Exxon Backtesting, Exxon Valuation, Exxon Correlation, Exxon Hype Analysis, Exxon Volatility, Exxon History and analyze Exxon Performance. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Complementary Tools for Exxon Stock analysis
When running Exxon's price analysis, check to measure Exxon'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 Exxon is operating at the current time. Most of Exxon's value examination focuses on studying past and present price action to predict the probability of Exxon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exxon's price. Additionally, you may evaluate how the addition of Exxon to your portfolios can decrease your overall portfolio volatility.
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Exxon 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.