Exp World Holdings Stock Market Value
| EXPI Stock | USD 14.39 0.34 2.42% |
| Symbol | EXp |
eXp World Holdings Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of EXp World. If investors know EXp will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about EXp World listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.398 | Dividend Share 0.2 | Earnings Share (0.22) | Revenue Per Share 28.982 | Quarterly Revenue Growth 0.015 |
The market value of eXp World Holdings is measured differently than its book value, which is the value of EXp that is recorded on the company's balance sheet. Investors also form their own opinion of EXp World's value that differs from its market value or its book value, called intrinsic value, which is EXp World's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because EXp World's market value can be influenced by many factors that don't directly affect EXp World's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between EXp World's value and its price as these two are different measures arrived at by different means. Investors typically determine if EXp World is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EXp World's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
EXp World 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to EXp World's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of EXp World.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in EXp World on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding eXp World Holdings or generate 0.0% return on investment in EXp World over 30 days. EXp World is related to or competes with Re Max, Fathom Holdings, Anywhere Real, RMR, Opendoor Technologies, Offerpad Solutions, and Redfin Corp. eXp World Holdings, Inc., together with its subsidiaries, provides cloud-based real estate brokerage services for reside... More
EXp World Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure EXp World's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess eXp World Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (4.28) | |||
| Potential Upside | 6.04 |
EXp World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXp World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EXp World's standard deviation. In reality, there are many statistical measures that can use EXp World historical prices to predict the future EXp World's volatility.| Risk Adjusted Performance | 0.0653 | |||
| Jensen Alpha | 0.0785 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0408 | |||
| Treynor Ratio | 0.1862 |
eXp World Holdings Backtested Returns
EXp World is not too volatile at the moment. eXp World Holdings secures Sharpe Ratio (or Efficiency) of 0.0566, which denotes the company had a 0.0566% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for eXp World Holdings, which you can use to evaluate the volatility of the firm. Please confirm EXp World's Downside Deviation of 2.52, semi deviation of 2.2, and Risk Adjusted Performance of 0.0653 to check if the risk estimate we provide is consistent with the expected return of 0.17%. EXp World has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.2, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, EXp World will likely underperform. eXp World Holdings right now shows a risk of 3.05%. Please confirm eXp World Holdings expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if eXp World Holdings will be following its price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
eXp World Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between EXp World time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of eXp World Holdings price movement. The serial correlation of -0.36 indicates that just about 36.0% of current EXp World price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
eXp World Holdings lagged returns against current returns
Autocorrelation, which is EXp World stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting EXp World's stock expected returns. We can calculate the autocorrelation of EXp World returns to help us make a trade decision. For example, suppose you find that EXp World has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
EXp World regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If EXp World stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EXp World stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EXp World stock over time.
Current vs Lagged Prices |
| Timeline |
EXp World Lagged Returns
When evaluating EXp World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EXp World stock have on its future price. EXp World autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, EXp World autocorrelation shows the relationship between EXp World stock current value and its past values and can show if there is a momentum factor associated with investing in eXp World Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether eXp World Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of EXp World's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Exp World Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Exp World Holdings Stock:Check out EXp World Correlation, EXp World Volatility and EXp World Alpha and Beta module to complement your research on EXp World. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
EXp World 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.