Xp Inc Stock Alpha and Beta Analysis
| XP Stock | USD 14.95 1.08 6.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xp Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xp over a specified time horizon. Remember, high Xp'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 Xp's market risk premium analysis include:
Beta 0.59 | Alpha (0.45) | Risk 2.37 | Sharpe Ratio (0.13) | Expected Return (0.30) |
Enterprise Value |
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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.
Xp |
Xp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xp market risk premium is the additional return an investor will receive from holding Xp 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 Xp. 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 Xp's performance over market.| α | -0.45 | β | 0.59 |
Xp 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 Xp's Buy-and-hold return. Our buy-and-hold chart shows how Xp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xp Market Price Analysis
Market price analysis indicators help investors to evaluate how Xp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xp shares will generate the highest return on investment. By understating and applying Xp stock market price indicators, traders can identify Xp position entry and exit signals to maximize returns.
Xp Return and Market Media
The median price of Xp for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 17.93 with a coefficient of variation of 5.52. The daily time series for the period is distributed with a sample standard deviation of 0.98, arithmetic mean of 17.76, and mean deviation of 0.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | XP Inc Q2 2024 Earnings Call Highlights Record Growth in Revenue and Client Assets | 10/09/2024 |
2 | Equitable Holdings, Inc. Tops Q3 Earnings Estimates | 11/04/2024 |
3 | XP Inc Shares Down 3.52 percent on Nov 8 | 11/08/2024 |
4 | Capital World Investors Bolsters Stake in XP Inc | 11/13/2024 |
5 | XP Inc. Announces New Share Repurchase Program | 11/19/2024 |
6 | XP Inc Q3 2024 Earnings Call Highlights Record Net Income and Robust Growth Amidst ... | 11/20/2024 |
7 | XP Inc Shares Gap Down to 15.52 on Nov 27 | 11/27/2024 |
About Xp 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 Xp or other stocks. Alpha measures the amount that position in Xp Inc 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 | 0.0463 | 0.0486 | Price To Sales Ratio | 4.83 | 4.59 |
Xp Upcoming Company Events
As portrayed in its financial statements, the presentation of Xp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xp. Please utilize our Beneish M Score to check the likelihood of Xp's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Xp
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Additional Tools for Xp Stock Analysis
When running Xp's price analysis, check to measure Xp'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 Xp is operating at the current time. Most of Xp's value examination focuses on studying past and present price action to predict the probability of Xp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xp's price. Additionally, you may evaluate how the addition of Xp to your portfolios can decrease your overall portfolio volatility.