Western New England Stock Alpha and Beta Analysis
| WNEB Stock | USD 9.40 0.10 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Western New England. It also helps investors analyze the systematic and unsystematic risks associated with investing in Western New over a specified time horizon. Remember, high Western New'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 Western New's market risk premium analysis include:
Beta 0.69 | Alpha 0.1 | Risk 1.23 | Sharpe Ratio 0.0823 | 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.
Western |
Western New Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Western New market risk premium is the additional return an investor will receive from holding Western New 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 Western New. 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 Western New's performance over market.| α | 0.10 | β | 0.69 |
Western New 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 Western New's Buy-and-hold return. Our buy-and-hold chart shows how Western New performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Western New Market Price Analysis
Market price analysis indicators help investors to evaluate how Western New 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 New shares will generate the highest return on investment. By understating and applying Western New stock market price indicators, traders can identify Western New position entry and exit signals to maximize returns.
Western New Return and Market Media
The median price of Western New for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 8.67 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 8.68, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Masse William D of 678 shares of Western New at 6.47 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Damon Donna J. of 602 shares of Western New at 7.5699 subject to Rule 16b-3 | 09/20/2024 |
3 | Acquisition by Richter Steven G. of 837 shares of Western New at 7.35 subject to Rule 16b-3 | 10/18/2024 |
4 | Western New England GAAP EPS of 0.09 misses by 0.01, revenue of 17.87M beats by 3.26M | 10/23/2024 |
5 | Western New England Bancorp Third Quarter 2024 Earnings EPS Misses Expectations | 10/25/2024 |
6 | Acquisition by Masse William D of 485 shares of Western New at 8.9802 subject to Rule 16b-3 | 11/06/2024 |
7 | Royce Associates LP Has 7.76 Million Stake in Western New England Bancorp, Inc. - MarketBeat | 11/18/2024 |
| Western New dividend paid on 21st of November 2024 | 11/21/2024 |
About Western New 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 Western or other stocks. Alpha measures the amount that position in Western New England 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) | Dividend Yield | 0.023 | 0.0255 | 0.0313 | 0.0328 | Price To Sales Ratio | 2.36 | 2.25 | 2.48 | 2.35 |
Western New Upcoming Company Events
As portrayed in its financial statements, the presentation of Western New's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Western New's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Western New's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Western New. Please utilize our Beneish M Score to check the likelihood of Western New's management manipulating its earnings.
| 23rd of April 2024 Upcoming Quarterly Report | View | |
| 23rd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 28th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Western New Backtesting, Western New Valuation, Western New Correlation, Western New Hype Analysis, Western New Volatility, Western New History and analyze Western New Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Western New 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.