Exela Technologies Stock Alpha and Beta Analysis
| XELA Stock | USD 1.96 0.01 0.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Exela Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Exela Technologies over a specified time horizon. Remember, high Exela Technologies' 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 Exela Technologies' market risk premium analysis include:
Beta 0.7 | Alpha (0.07) | Risk 6.54 | Sharpe Ratio (0.02) | Expected Return (0.12) |
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.
Exela |
Exela Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Exela Technologies market risk premium is the additional return an investor will receive from holding Exela Technologies 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 Exela Technologies. 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 Exela Technologies' performance over market.| α | -0.07 | β | 0.70 |
Exela Technologies 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 Exela Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Exela Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Exela Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Exela Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Exela Technologies shares will generate the highest return on investment. By understating and applying Exela Technologies stock market price indicators, traders can identify Exela Technologies position entry and exit signals to maximize returns.
Exela Technologies Return and Market Media
The median price of Exela Technologies for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 2.26 with a coefficient of variation of 12.12. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 2.34, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Shrikant Sortur of 30000 shares of Exela Technologies subject to Rule 16b-3 | 02/02/2024 |
2 | How to Buy XELA Stock 2024 Step-by-Step - Finbold - Finance in Bold | 02/22/2024 |
3 | Conversion by James Reynolds of 49420 shares of Exela Technologies | 02/27/2024 |
4 | Exela Technologies Inc. stock rises Wednesday, still underperforms market - MarketWatch | 03/06/2024 |
5 | Will Exela Technologies Inc Stay at the Bottom of the Technology Sector - InvestorsObserver | 03/15/2024 |
6 | Short Interest in Exela Technologies, Inc. Increases By 50.0 percent - Defense World | 03/28/2024 |
7 | Exela Technologies Holdings, Inc. Reports Full Year 2023 Results | 04/04/2024 |
8 | Exela Technologies, Inc. Sees Large Increase in Short Interest - Defense World | 04/10/2024 |
9 | Exela Technologies, Inc. Q4 2023 Earnings Call Transcript - Seeking Alpha | 04/19/2024 |
About Exela Technologies 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 Exela or other stocks. Alpha measures the amount that position in Exela Technologies 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 | 0.45 | 0.47 | Price To Sales Ratio | 0.0189 | 0.0179 |
Exela Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Exela Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Exela Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Exela Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Exela Technologies. Please utilize our Beneish M Score to check the likelihood of Exela Technologies' management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Exela Technologies
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 Exela Technologies Backtesting, Exela Technologies Valuation, Exela Technologies Correlation, Exela Technologies Hype Analysis, Exela Technologies Volatility, Exela Technologies History and analyze Exela Technologies Performance. For information on how to trade Exela Stock refer to our How to Trade Exela Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Exela Stock analysis
When running Exela Technologies' price analysis, check to measure Exela Technologies' 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 Exela Technologies is operating at the current time. Most of Exela Technologies' value examination focuses on studying past and present price action to predict the probability of Exela Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exela Technologies' price. Additionally, you may evaluate how the addition of Exela Technologies to your portfolios can decrease your overall portfolio volatility.
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Exela Technologies 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.