Gxo Logistics Stock Alpha and Beta Analysis
| GXO Stock | USD 61.58 1.11 1.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GXO Logistics. It also helps investors analyze the systematic and unsystematic risks associated with investing in GXO Logistics over a specified time horizon. Remember, high GXO Logistics' 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 GXO Logistics' market risk premium analysis include:
Beta 1.28 | Alpha 0.19 | Risk 2.53 | Sharpe Ratio 0.15 | Expected Return 0.37 |
GXO Logistics Quarterly Cash And Equivalents |
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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.
GXO |
GXO Logistics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GXO Logistics market risk premium is the additional return an investor will receive from holding GXO Logistics 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 GXO Logistics. 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 GXO Logistics' performance over market.| α | 0.19 | β | 1.28 |
GXO Logistics 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 GXO Logistics' Buy-and-hold return. Our buy-and-hold chart shows how GXO Logistics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.GXO Logistics Market Price Analysis
Market price analysis indicators help investors to evaluate how GXO Logistics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GXO Logistics shares will generate the highest return on investment. By understating and applying GXO Logistics stock market price indicators, traders can identify GXO Logistics position entry and exit signals to maximize returns.
GXO Logistics Return and Market Media
The median price of GXO Logistics for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 52.88 with a coefficient of variation of 9.74. The daily time series for the period is distributed with a sample standard deviation of 5.37, arithmetic mean of 55.15, and mean deviation of 5.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | GXO Logistics A Bear Case Theory | 08/30/2024 |
2 | 2 Stocks Down 40 percent and 16 percent to Buy Right Now | 09/25/2024 |
3 | GXO announces new transport partnership with Matalan | 10/16/2024 |
4 | GXO Logistics posts record quarterly revenue of 3.16B | 11/04/2024 |
5 | GXO Logistics sees more normal freight market returning | 11/05/2024 |
6 | GXO Logistics Inc Q3 2024 Earnings Call Highlights Record Revenue and Strategic Growth ... | 11/06/2024 |
7 | Advisor Resource Council Acquires New Stake in GXO Logistics, Inc. | 11/08/2024 |
8 | Barclays Boosts GXO Logistics Price Target to 60.00 | 11/15/2024 |
9 | COOPER CREEK PARTNERS MANAGEMENT LLC Increases Stake in O-I Glass Inc | 11/20/2024 |
About GXO Logistics 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 GXO or other stocks. Alpha measures the amount that position in GXO Logistics 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 | 69.28 | 66.85 | 66.22 | 74.47 | PTB Ratio | 4.43 | 1.89 | 2.5 | 2.94 |
GXO Logistics Upcoming Company Events
As portrayed in its financial statements, the presentation of GXO Logistics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, GXO Logistics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of GXO Logistics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of GXO Logistics. Please utilize our Beneish M Score to check the likelihood of GXO Logistics' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 GXO Logistics
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out GXO Logistics Backtesting, GXO Logistics Valuation, GXO Logistics Correlation, GXO Logistics Hype Analysis, GXO Logistics Volatility, GXO Logistics History and analyze GXO Logistics Performance. To learn how to invest in GXO Stock, please use our How to Invest in GXO Logistics guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
GXO Logistics 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.