Exxon Stock Alpha and Beta Analysis

XOM
 Stock
  

USD 91.47  0.85  0.92%   

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.
  
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 0.06  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 0.89  . 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.
α0.06   β0.89
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 Wed, May 18, 2022 and Tue, Aug 16, 2022 is 90.14 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 5.08, arithmetic mean of 90.41, and mean deviation of 4.13. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Stocks Slide, Snap Plunges, Zoom, Nordstrom, Exxon In Focus ...05/24/2022
2
Exxon exotic insider transaction detected05/27/2022
3
Exxon exotic insider transaction detected06/08/2022
4
Exxon, Imperial to sell Canada assets to Whitecap for 1.5 bi...06/28/2022
5
EPS Estimate06/30/2022
6
Midday Movers GameStop, Seagen, Energy Stocks and More By In...07/07/2022
7
Zacks Industry Outlook Highlights Exxon Mobil, Chevron, Shel...07/15/2022
8
Why Shares of Exxon Mobil Are Trading Lower Today - Benzinga...07/21/2022
9
EPS Reported07/29/2022
10
EXXON MOBIL CORP MANAGEMENTS DISCUSSION AND ANALYSIS OF FINA...08/03/2022
11
Purchase by Jeffrey Ubben of 4561 shares of Exxon08/08/2022
12
Exxon exotic insider transaction detected08/10/2022
13
EPS Estimate08/12/2022
14
U.S. Stocks Fall on Worries About Economic Slowdown in China...08/15/2022

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

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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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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.
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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.
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...