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EXLS ExlService Holdings, Inc.

Technology

37.36

Close 10/14

P/E
23.5
P/B
6.5
52W 24.85 43.88
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Is ExlService Holdings, Inc. a buy? Fundamentals and valuation first

As of 2026-10-14

Quality: Good, Growth: Good, Momentum: Good, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 23.5 59th percentile Pricey
Price / book 6.54 87th percentile Expensive
Free-cash-flow yield (%) 4.86 65th percentile Good
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 28.86 87th percentile Top
Operating margin, TTM (%) 14.9 65th percentile Good
FCF margin, TTM (%) 12.29 66th percentile Good
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 13.63 67th percentile Good
Diluted EPS growth, TTM YoY (%) 10.42 62th percentile Good
Momentum Good 60-day return is Top; 240-day return is Good.
60-day return (%) 36.6 95th percentile Top
240-day return (%) -3.06 50th percentile Good
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 72,790,367 85th percentile Top
60-day annualized volatility (%) 48.87 54th percentile Average

ExlService Holdings, Inc. (EXLS) today

1 quant signals active · As of 2026-10-14

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

ExlService Holdings, Inc. (EXLS) peers and tracking

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ExlService Holdings, Inc. (EXLS) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 13.63%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

17 historical occurrences (since 2018-05-01)
Average forward return after Filed revenue acceleration。20-day: Win 52.9%, Sample 17, Median +2.62%, Excess +2.66%, Beat mkt rate 70.6%；60-day: Win 50%, Sample 16, Median -0.89%, Excess +0.72%, Beat mkt rate 43.8%；120-day: Win 62.5%, Sample 16, Median +3.6%, Excess +2.27%, Beat mkt rate 56.2%

120 days after: historical avg +4.95%

20-day +3.39%
60-day +1.03%
120-day +4.95%
20-day
60-day
120-day
Win
52.9%
50%
62.5%
Sample
17
16
16
Median
+2.62%
-0.89%
+3.6%
Excess
+2.66%
+0.72%
+2.27%
Beat mkt rate
70.6%
43.8%
56.2%

Over 16 occurrences, 120-day forward avg gained 4.95%, beat the market by 2.27 pts; win rate 62.5%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 You are here604+15.6% +20.3% 58.6% -4.8%
20-40 203+39.1% +45.4% 76.4% +17.5%
40-60 322+39.8% +40.7% 89.4% +30.7%
60-80 242+2.5% +3.1% 52.5% -2.6%
80-100 36-15.5% -17% 0% -25.8%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 23.50, placing it in the 6.9 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
+10.4%
Win rate 64.1% Excess +2.8%
343d
+20.1%
Win rate 88.1% Excess +13%
395d
+2%
Win rate 52.7% Excess +3.4%
165d
60-day momentum down
+3.6%
Win rate 56.4% Excess -8.9%
466d
+10.8%
Win rate 49.2% Excess +3.6%
126d
Insufficient data
(24d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 343 historical days, 120-day forward avg gained 10.4%, win rate 64.1%, beat the market by 2.8%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 98,465 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.50%, a 58.4% positive-return rate, and +3.15 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

23 times historically; 60-day forward avg -0.77%, win rate 56.5%, beating the market by +0.74 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

14 times historically; 60-day forward avg +2.21%, win rate 53.8%, beating the market by +1.74 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

29 times historically; 60-day forward avg +3.41%, win rate 56%, beating the market by -0.95 pts on average.

Continue researching ExlService Holdings, Inc. with the evidence above.

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Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.