Xunlei Ltd Adr Stock Alpha and Beta Analysis
| XNET Stock | USD 1.87 0.01 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xunlei Ltd Adr. 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. Key technical indicators related to Xunlei's market risk premium analysis include:
Beta 0.72 | Alpha 0.23 | Risk 4.36 | Sharpe Ratio 0.0749 | Expected Return 0.33 |
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.
Xunlei |
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.| α | 0.23 | β | 0.72 |
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 Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.9 with a coefficient of variation of 12.16. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 1.85, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | XNET stock touches 52-week high at 1.99 amid market rally - Investing.com | 10/02/2024 |
2 | XNET Stock Surges Over 6 percent Amid Favorable Market Movement | 11/05/2024 |
3 | Earnings call Xunlei reports mixed Q3 results, plans share buyback | 11/14/2024 |
4 | Xunlei Limited Q3 2024 Earnings Call Transcript | 11/15/2024 |
5 | Xunlei Third Quarter 2024 Earnings EPS US0.072 | 11/20/2024 |
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 Ltd Adr 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 63.47 | 45.95 | 43.71 | 41.52 | PTB Ratio | 0.44 | 0.39 | 0.33 | 0.31 |
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.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Xunlei Stock Analysis
When running Xunlei's 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 the 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.