Rxo Inc Stock Alpha and Beta Analysis
| RXO Stock | USD 30.42 2.06 7.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RXO Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in RXO over a specified time horizon. Remember, high RXO'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 RXO's market risk premium analysis include:
Beta 2.32 | Alpha (0.26) | Risk 2.87 | Sharpe Ratio 0.0063 | Expected Return 0.0182 |
RXO 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.
RXO |
RXO Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RXO market risk premium is the additional return an investor will receive from holding RXO 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 RXO. 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 RXO's performance over market.| α | -0.26 | β | 2.32 |
RXO 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 RXO's Buy-and-hold return. Our buy-and-hold chart shows how RXO performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RXO Market Price Analysis
Market price analysis indicators help investors to evaluate how RXO stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RXO shares will generate the highest return on investment. By understating and applying RXO stock market price indicators, traders can identify RXO position entry and exit signals to maximize returns.
RXO Return and Market Media
The median price of RXO for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 27.95 with a coefficient of variation of 4.35. The daily time series for the period is distributed with a sample standard deviation of 1.22, arithmetic mean of 27.93, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Bradley S Jacobs of 11537 shares of RXO subject to Rule 16b-3 | 08/30/2024 |
2 | RXO completes 1.025B acquisition of Coyote Logistics | 09/16/2024 |
3 | Disposition of 3153 shares by Jason Kerr of RXO at 27.07 subject to Rule 16b-3 | 10/03/2024 |
4 | RXOs Hold Rating Reiterated at Benchmark | 10/15/2024 |
5 | Acquisition by Mfn Partners, Lp of 105065 shares of RXO at 20.07 subject to Rule 16b-3 | 10/28/2024 |
6 | RXO Misses Q3 Sales Targets | 11/07/2024 |
7 | RXO Inc Q3 2024 Earnings Call Highlights Strategic Moves and Market Challenges | 11/08/2024 |
8 | RXO shares target cut to 26 from 28 by Stifel, hold rating kept | 11/11/2024 |
9 | Citi downgrades RXO stock, stays Neutral post-Coyote deal to monitor progress | 11/12/2024 |
10 | Disposition of 689 shares by Wilkerson Andrew M. of RXO at 27.49 subject to Rule 16b-3 | 11/14/2024 |
11 | Victory Capital Management Inc. Grows Stock Position in RXO, Inc. - MarketBeat | 11/19/2024 |
About RXO 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 RXO or other stocks. Alpha measures the amount that position in RXO 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 78.62 | 68.49 | 69.06 | 82.53 | PTB Ratio | 2.28 | 3.4 | 4.58 | 2.51 |
RXO Upcoming Company Events
As portrayed in its financial statements, the presentation of RXO's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RXO's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RXO's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RXO. Please utilize our Beneish M Score to check the likelihood of RXO's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out RXO Backtesting, RXO Valuation, RXO Correlation, RXO Hype Analysis, RXO Volatility, RXO History and analyze RXO Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
RXO 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.