Werner Enterprises Stock Alpha and Beta Analysis
| WERN Stock | USD 39.30 0.33 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Werner Enterprises. It also helps investors analyze the systematic and unsystematic risks associated with investing in Werner Enterprises over a specified time horizon. Remember, high Werner Enterprises' 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 Werner Enterprises' market risk premium analysis include:
Beta 1.41 | Alpha (0.04) | Risk 1.82 | Sharpe Ratio 0.057 | Expected Return 0.1 |
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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.
Werner |
Werner Enterprises Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Werner Enterprises market risk premium is the additional return an investor will receive from holding Werner Enterprises 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 Werner Enterprises. 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 Werner Enterprises' performance over market.| α | -0.04 | β | 1.41 |
Werner Enterprises 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 Werner Enterprises' Buy-and-hold return. Our buy-and-hold chart shows how Werner Enterprises performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Werner Enterprises Market Price Analysis
Market price analysis indicators help investors to evaluate how Werner Enterprises stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Werner Enterprises shares will generate the highest return on investment. By understating and applying Werner Enterprises stock market price indicators, traders can identify Werner Enterprises position entry and exit signals to maximize returns.
Werner Enterprises Return and Market Media
The median price of Werner Enterprises for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 37.29 with a coefficient of variation of 3.77. The daily time series for the period is distributed with a sample standard deviation of 1.42, arithmetic mean of 37.6, and mean deviation of 1.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Werner Honored With National Award for Outstanding Large Employer of Veterans | 10/18/2024 |
| Werner Enterprises dividend paid on 23rd of October 2024 | 10/23/2024 |
2 | Werner earnings missed by 0.05, revenue fell short of estimates | 10/29/2024 |
3 | Navigating the evolving cross-border environment with Werner | 11/01/2024 |
4 | Hudson Appoints Werner Maas as Chief Executive Officer | 11/04/2024 |
5 | Twist Biosciences chief accounting officer sells shares worth 6,483 | 11/06/2024 |
6 | What cybersecurity leaders want trucking execs to know | 11/07/2024 |
7 | Wabash vows to keep fighting 450M punitive verdict | 11/08/2024 |
8 | National Police Association Endorses the Frank Connor and Trooper Werner Foerster Justice Act | 11/11/2024 |
9 | Disposition of 908 shares by Jim Schelble of Werner Enterprises subject to Rule 16b-3 | 11/13/2024 |
10 | Werner Enterprises Third Quarter 2024 Earnings Misses Expectations | 11/15/2024 |
11 | Werner declares 0.14 dividend | 11/18/2024 |
12 | Fleet Defender, Platform Science, and Werner Collaborate to Deploy Neural Sentinel for Real-Time Cybersecurity and Safety Monitoring Across Entire Fleet | 11/20/2024 |
About Werner Enterprises 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 Werner or other stocks. Alpha measures the amount that position in Werner Enterprises 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 | 2023 | 2024 (projected) | Dividend Yield | 0.009049 | 0.0127 | 0.0178 | Price To Sales Ratio | 1.18 | 0.82 | 1.12 |
Werner Enterprises Upcoming Company Events
As portrayed in its financial statements, the presentation of Werner Enterprises' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Werner Enterprises' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Werner Enterprises' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Werner Enterprises. Please utilize our Beneish M Score to check the likelihood of Werner Enterprises' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Werner Enterprises
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Align your risk with return expectations
Check out Werner Enterprises Backtesting, Werner Enterprises Valuation, Werner Enterprises Correlation, Werner Enterprises Hype Analysis, Werner Enterprises Volatility, Werner Enterprises History and analyze Werner Enterprises Performance. To learn how to invest in Werner Stock, please use our How to Invest in Werner Enterprises guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Werner Enterprises 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.