Western Alliance Stock Forecast - Naive Prediction
| WAL Stock | USD 87.00 3.88 4.27% |
The Naive Prediction forecasted value of Western Alliance Bancorporation on the next trading day is expected to be 89.46 with a mean absolute deviation of 1.40 and the sum of the absolute errors of 85.70. Western Stock Forecast is based on your current time horizon. Although Western Alliance's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Western Alliance's systematic risk associated with finding meaningful patterns of Western Alliance fundamentals over time.
As of now the relative strength index (rsi) of Western Alliance's share price is below 20 . This entails that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth 0.267 | EPS Estimate Next Quarter 2.4723 | EPS Estimate Current Year 8.3467 | EPS Estimate Next Year 10.3032 | Wall Street Target Price 101.5 |
Using Western Alliance hype-based prediction, you can estimate the value of Western Alliance Bancorporation from the perspective of Western Alliance response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Western Alliance using Western Alliance's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Western using crowd psychology based on the activity and movement of Western Alliance's stock price.
Western Alliance Short Interest
An investor who is long Western Alliance may also wish to track short interest. As short interest increases, investors should be becoming more worried about Western Alliance and may potentially protect profits, hedge Western Alliance with its derivative instruments, or be ready for some potential downside.
200 Day MA 80.169 | Short Percent 0.0362 | Short Ratio 4.5 | Shares Short Prior Month 4.1 M | 50 Day MA 84.3444 |
Western Alliance Ban Hype to Price Pattern
Investor biases related to Western Alliance's public news can be used to forecast risks associated with an investment in Western. The trend in average sentiment can be used to explain how an investor holding Western can time the market purely based on public headlines and social activities around Western Alliance Bancorporation. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Western Alliance Implied Volatility | 0.49 |
Western Alliance's implied volatility exposes the market's sentiment of Western Alliance Bancorporation stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Western Alliance's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Western Alliance stock will not fluctuate a lot when Western Alliance's options are near their expiration.
The Naive Prediction forecasted value of Western Alliance Bancorporation on the next trading day is expected to be 89.46 with a mean absolute deviation of 1.40 and the sum of the absolute errors of 85.70. Western Alliance after-hype prediction price | USD 87.39 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Western Alliance to cross-verify your projections. Prediction based on Rule 16 of the current Western contract
Based on the Rule 16, the options market is currently suggesting that Western Alliance Bancorporation will have an average daily up or down price movement of about 0.0306% per day over the life of the 2026-03-20 option contract. With Western Alliance trading at USD 87.0, that is roughly USD 0.0266 . If you think that the market is fully incorporating Western Alliance's daily price movement you should consider acquiring Western Alliance Bancorporation options at the current volatility level of 0.49%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 Western Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Western Alliance's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Western Alliance's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Western Alliance stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Western Alliance's open interest, investors have to compare it to Western Alliance's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Western Alliance is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Western. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Western Alliance Additional Predictive Modules
Most predictive techniques to examine Western price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Western using various technical indicators. When you analyze Western charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Western Alliance Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in the Western Alliance's financial statements, predicting their influence on future market prices.
Cash | First Reported 2003-12-31 | Previous Quarter 2.8 B | Current Value 5.8 B | Quarterly Volatility 1.3 B |
Western Alliance Naive Prediction Price Forecast For the 26th of January
Given 90 days horizon, the Naive Prediction forecasted value of Western Alliance Bancorporation on the next trading day is expected to be 89.46 with a mean absolute deviation of 1.40, mean absolute percentage error of 3.28, and the sum of the absolute errors of 85.70.Please note that although there have been many attempts to predict Western Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Western Alliance's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Western Alliance Stock Forecast Pattern
| Backtest Western Alliance | Western Alliance Price Prediction | Buy or Sell Advice |
Western Alliance Forecasted Value
In the context of forecasting Western Alliance's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Western Alliance's downside and upside margins for the forecasting period are 87.53 and 91.38, respectively. We have considered Western Alliance's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Western Alliance stock data series using in forecasting. Note that when a statistical model is used to represent Western Alliance stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.2987 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.405 |
| MAPE | Mean absolute percentage error | 0.0171 |
| SAE | Sum of the absolute errors | 85.7023 |
Predictive Modules for Western Alliance
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Western Alliance Ban. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Western Alliance After-Hype Price Prediction Density Analysis
As far as predicting the price of Western Alliance at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Western Alliance or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Western Alliance, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Western Alliance Estimiated After-Hype Price Volatility
In the context of predicting Western Alliance's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Western Alliance's historical news coverage. Western Alliance's after-hype downside and upside margins for the prediction period are 85.46 and 89.32, respectively. We have considered Western Alliance's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Western Alliance is very steady at this time. Analysis and calculation of next after-hype price of Western Alliance Ban is based on 3 months time horizon.
Western Alliance Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Western Alliance is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Western Alliance backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Western Alliance, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.18 | 1.93 | 0.39 | 0.01 | 11 Events / Month | 7 Events / Month | In about 11 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
87.00 | 87.39 | 0.45 |
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Western Alliance Hype Timeline
On the 25th of January Western Alliance Ban is traded for 87.00. The entity has historical hype elasticity of 0.39, and average elasticity to hype of competition of 0.01. Western is forecasted to increase in value after the next headline, with the price projected to jump to 87.39 or above. The average volatility of media hype impact on the company the price is about 90.19%. The price upswing on the next news is projected to be 0.45%, whereas the daily expected return is at this time at 0.18%. The volatility of related hype on Western Alliance is about 6892.86%, with the expected price after the next announcement by competition of 87.01. The company reported the last year's revenue of 5.02 B. Total Income to common stockholders was 787.7 M with profit before taxes, overhead, and interest of 3.19 B. Considering the 90-day investment horizon the next forecasted press release will be in about 11 days. Check out Historical Fundamental Analysis of Western Alliance to cross-verify your projections.Western Alliance Related Hype Analysis
Having access to credible news sources related to Western Alliance's direct competition is more important than ever and may enhance your ability to predict Western Alliance's future price movements. Getting to know how Western Alliance's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Western Alliance may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| WTFC | Wintrust Financial | (0.55) | 10 per month | 1.24 | 0.1 | 2.62 | (1.89) | 6.11 | |
| UMBF | UMB Financial | (0.48) | 7 per month | 1.10 | 0.05 | 3.61 | (1.53) | 6.43 | |
| ZION | Zions Bancorporation | 0.06 | 6 per month | 1.17 | 0.09 | 2.77 | (1.91) | 6.89 | |
| CFG | Citizens Financial Group | 0.32 | 8 per month | 0.85 | 0.18 | 2.80 | (1.80) | 6.81 | |
| ONB | Old National Bancorp | 0.59 | 6 per month | 1.19 | 0.09 | 2.93 | (1.98) | 6.92 | |
| CFR | CullenFrost Bankers | 0.59 | 8 per month | 0.91 | 0.06 | 3.15 | (1.48) | 5.24 | |
| SSB | SouthState | (0.33) | 4 per month | 1.11 | 0.01 | 2.93 | (1.54) | 5.16 | |
| BPOP | Popular | (0.93) | 15 per month | 1.55 | (0.01) | 2.67 | (2.44) | 6.25 | |
| WBS | Webster Financial | 0.92 | 9 per month | 1.05 | 0.13 | 2.80 | (1.77) | 5.74 | |
| FHN | First Horizon National | 0.09 | 8 per month | 1.05 | 0.12 | 2.71 | (1.77) | 6.38 |
Other Forecasting Options for Western Alliance
For every potential investor in Western, whether a beginner or expert, Western Alliance's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Western Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Western. Basic forecasting techniques help filter out the noise by identifying Western Alliance's price trends.Western Alliance Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Western Alliance stock to make a market-neutral strategy. Peer analysis of Western Alliance could also be used in its relative valuation, which is a method of valuing Western Alliance by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Western Alliance Market Strength Events
Market strength indicators help investors to evaluate how Western Alliance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Western Alliance shares will generate the highest return on investment. By undertsting and applying Western Alliance stock market strength indicators, traders can identify Western Alliance Bancorporation entry and exit signals to maximize returns.
Western Alliance Risk Indicators
The analysis of Western Alliance's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Western Alliance's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting western stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.37 | |||
| Semi Deviation | 1.65 | |||
| Standard Deviation | 1.96 | |||
| Variance | 3.83 | |||
| Downside Variance | 4.71 | |||
| Semi Variance | 2.71 | |||
| Expected Short fall | (1.27) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Western Alliance
The number of cover stories for Western Alliance depends on current market conditions and Western Alliance's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Western Alliance is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Western Alliance's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Western Alliance Short Properties
Western Alliance's future price predictability will typically decrease when Western Alliance's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Western Alliance Bancorporation often depends not only on the future outlook of the potential Western Alliance's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Western Alliance's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 109.3 M | |
| Cash And Short Term Investments | 8.5 B |
Check out Historical Fundamental Analysis of Western Alliance to cross-verify your projections. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Is Regional Banks 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 Western Alliance. If investors know Western 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 Western Alliance 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 0.267 | Dividend Share 1.52 | Earnings Share 8.09 | Revenue Per Share | Quarterly Revenue Growth 0.087 |
The market value of Western Alliance Ban is measured differently than its book value, which is the value of Western that is recorded on the company's balance sheet. Investors also form their own opinion of Western Alliance's value that differs from its market value or its book value, called intrinsic value, which is Western Alliance'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 Western Alliance's market value can be influenced by many factors that don't directly affect Western Alliance'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 Western Alliance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Western Alliance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Western Alliance'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.