Exxon Stock Alpha and Beta Analysis

XOM
 Stock
  

USD 83.28  1.53  1.80%   

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.
Check out Exxon Backtesting, Exxon Valuation, Exxon Correlation, Exxon Hype Analysis, Exxon Volatility, Exxon History and analyze Exxon Performance.
  
Refresh
Please note that although Exxon alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Exxon did 0.24  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Exxon Mobil Corp stock's relative risk over its benchmark. Exxon Mobil Corp has a beta of 0.94  . Let's try to break down what Exxon's beta means in this case. Exxon returns are very sensitive to returns on the market. As the market goes up or down, Exxon is expected to follow.
Exxon Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. The company's current value of Enterprise Value over EBIT is estimated at 50.49. Enterprise Value over EBITDA is expected to hike to 13.36 this year, although Tangible Assets Book Value per Share will most likely fall to 59.68.
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.

Enterprise Value

350.52 Billion

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.
α0.24   β0.94
90 days against DJI

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, Apr 7, 2022 and Wed, Jul 6, 2022 is 87.65 with a coefficient of variation of 6.64. The daily time series for the period is distributed with a sample standard deviation of 5.94, arithmetic mean of 89.47, and mean deviation of 4.93. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Exxon exotic insider transaction detected04/08/2022
2
Occidental Petroleum Corp. stock rises Wednesday, still unde...04/13/2022
3
EPS Reported04/29/2022
4
XOM, CVX among top 5 oil gas stocks to explore in Q2 - Kalki...05/09/2022
5
Stocks Are Way Down. Theyre Still Expensive. - The Wall Stre...05/13/2022
6
Stocks Slide, Snap Plunges, Zoom, Nordstrom, Exxon In Focus ...05/24/2022
7
Exxon exotic insider transaction detected05/27/2022
8
Stocks Slide as Strong Economic Data Raises Rate Worries - U...06/01/2022
9
Exxon exotic insider transaction detected06/08/2022
10
Exxon Made More Money Than God, Says Biden - Bloomberg06/10/2022
11
3 Stocks Outperforming Amid Market Carnage. Here Are the Cha...06/15/2022
12
ExxonMobil is at a crossroads as climate crisis spurs clean ...06/23/2022
13
EPS Estimate07/01/2022
14
Midday Movers Energy Stocks, Ford, Stellantis and More By In...07/05/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.140.30.260.28
Interest Coverage25.1633.9839.0840.11

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.
Upcoming Quarterly Report1st of February 2022
Next Financial Report29th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Exxon

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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Exxon Backtesting, Exxon Valuation, Exxon Correlation, Exxon Hype Analysis, Exxon Volatility, Exxon History and analyze Exxon Performance. Note that the Exxon Mobil Corp information on this page should be used as a complementary analysis to other Exxon's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for Exxon Stock analysis

When running Exxon Mobil Corp 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 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.
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
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.
A focus of Exxon technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Exxon trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...