Xunlei Stock Alpha and Beta Analysis


USD 1.70  0.08  4.94%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xunlei Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xunlei over a specified time horizon. Remember, high Xunlei'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 Xunlei Backtesting, Xunlei Valuation, Xunlei Correlation, Xunlei Hype Analysis, Xunlei Volatility, Xunlei History and analyze Xunlei Performance.
Please note that although Xunlei 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, Xunlei did 0.39  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 Xunlei Limited stock's relative risk over its benchmark. Xunlei Limited has a beta of 0.76  . Let's try to break down what Xunlei's beta means in this case. As returns on the market increase, Xunlei returns are expected to increase less than the market. However, during the bear market, the loss on holding Xunlei will be expected to be smaller as well.
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.

Xunlei Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xunlei market risk premium is the additional return an investor will receive from holding Xunlei 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 Xunlei. 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 Xunlei's performance over market.
α0.39   β0.76
90 days against DJI

Xunlei 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 Xunlei's Buy-and-hold return. Our buy-and-hold chart shows how Xunlei performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Xunlei Market Price Analysis

Market price analysis indicators help investors to evaluate how Xunlei stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xunlei shares will generate the highest return on investment. By understating and applying Xunlei stock market price indicators, traders can identify Xunlei position entry and exit signals to maximize returns.

Xunlei Return and Market Media

The median price of Xunlei for the period between Sun, Aug 28, 2022 and Sat, Nov 26, 2022 is 1.42 with a coefficient of variation of 14.56. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 1.4, and mean deviation of 0.17. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Estimate09/30/2022
Should You Sell Xunlei Ltd Stock Thursday - InvestorsObserve...10/20/2022
EPS Reported11/10/2022

About Xunlei 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 Xunlei or other stocks. Alpha measures the amount that position in Xunlei Limited 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.

Xunlei Upcoming Company Events

As portrayed in its financial statements, the presentation of Xunlei's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xunlei's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xunlei's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xunlei. Please utilize our Beneish M Score to check the likelihood of Xunlei's management manipulating its earnings.
Upcoming Quarterly Report8th of March 2017
Next Fiscal Quarter End31st of December 2016

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Check out Xunlei Backtesting, Xunlei Valuation, Xunlei Correlation, Xunlei Hype Analysis, Xunlei Volatility, Xunlei History and analyze Xunlei Performance. Note that the Xunlei Limited information on this page should be used as a complementary analysis to other Xunlei'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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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When running Xunlei Limited price analysis, check to measure Xunlei'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 Xunlei is operating at the current time. Most of Xunlei's value examination focuses on studying past and present price action to predict the probability of Xunlei's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Xunlei's price. Additionally, you may evaluate how the addition of Xunlei to your portfolios can decrease your overall portfolio volatility.
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Xunlei 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 Xunlei technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Xunlei 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...