Willis Lease Finance Stock Alpha and Beta Analysis
| WLFC Stock | USD 199.14 5.90 3.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Willis Lease Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Willis Lease over a specified time horizon. Remember, high Willis Lease'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 Willis Lease's market risk premium analysis include:
Beta 3.41 | Alpha 0.67 | Risk 4.33 | Sharpe Ratio 0.24 | Expected Return 1.06 |
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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.
Willis |
Willis Lease Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Willis Lease market risk premium is the additional return an investor will receive from holding Willis Lease 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 Willis Lease. 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 Willis Lease's performance over market.| α | 0.67 | β | 3.41 |
Willis Lease 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 Willis Lease's Buy-and-hold return. Our buy-and-hold chart shows how Willis Lease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Willis Lease Market Price Analysis
Market price analysis indicators help investors to evaluate how Willis Lease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Willis Lease shares will generate the highest return on investment. By understating and applying Willis Lease stock market price indicators, traders can identify Willis Lease position entry and exit signals to maximize returns.
Willis Lease Return and Market Media
The median price of Willis Lease for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 152.24 with a coefficient of variation of 24.42. The daily time series for the period is distributed with a sample standard deviation of 37.74, arithmetic mean of 154.58, and mean deviation of 33.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1811 shares by Brian Hole of Willis Lease at 105.25 subject to Rule 16b-3 | 08/29/2024 |
2 | Willis Lease Finance President Sold 329K In Company Stock | 08/30/2024 |
3 | Disposition of 2776 shares by Keady Robert J. of Willis Lease at 102.29 subject to Rule 16b-3 | 09/04/2024 |
4 | Disposition of 10708 shares by Willis Charles F Iv of Willis Lease at 104.64 subject to Rule 16b-3 | 09/09/2024 |
5 | Willis Lease Finance Corporation Announces Timing of Third Quarter 2024 Earnings and Conference Call | 10/16/2024 |
6 | Willis Lease Finance gets new credit facility | 11/05/2024 |
7 | Willis Lease Finance Corporation Appoints Z. Clifton Dameron as Senior Vice President | 11/07/2024 |
8 | Disposition of 10000 shares by Scott Flaherty of Willis Lease at 204.02 subject to Rule 16b-3 | 11/08/2024 |
9 | Disposition of 4719 shares by Willis Charles F Iv of Willis Lease subject to Rule 16b-3 | 11/11/2024 |
10 | Willis Lease Finance president sells 4.07 million in stock | 11/12/2024 |
11 | Charles F. Willis IV Implements A Sell Strategy Offloads 151K In Willis Lease Finance Stock | 11/14/2024 |
12 | Disposition of 500 shares by Mckeating Rae Ann of Willis Lease at 194.32 subject to Rule 16b-3 | 11/18/2024 |
13 | Disposition of 250 shares by Mckeating Rae Ann of Willis Lease at 186.71 subject to Rule 16b-3 | 11/19/2024 |
14 | Willis Lease Finance Insider Trades Send A Signal | 11/20/2024 |
| Willis Lease dividend paid on 21st of November 2024 | 11/21/2024 |
About Willis Lease 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 Willis or other stocks. Alpha measures the amount that position in Willis Lease Finance 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.009122 | 0.0105 | 0.00999 | Price To Sales Ratio | 1.15 | 0.76 | 1.03 |
Willis Lease Upcoming Company Events
As portrayed in its financial statements, the presentation of Willis Lease's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Willis Lease's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Willis Lease's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Willis Lease. Please utilize our Beneish M Score to check the likelihood of Willis Lease's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Willis Lease
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Check out Willis Lease Backtesting, Willis Lease Valuation, Willis Lease Correlation, Willis Lease Hype Analysis, Willis Lease Volatility, Willis Lease History and analyze Willis Lease Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Willis Lease 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.