Waldencast Acquisition Corp Stock Alpha and Beta Analysis
| WALD Stock | USD 3.34 0.02 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Waldencast Acquisition Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Waldencast Acquisition over a specified time horizon. Remember, high Waldencast Acquisition'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 Waldencast Acquisition's market risk premium analysis include:
Beta 2.5 | Alpha (0.08) | Risk 4.51 | Sharpe Ratio 0.0525 | Expected Return 0.24 |
Enterprise Value |
|
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.
Waldencast |
Waldencast Acquisition Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Waldencast Acquisition market risk premium is the additional return an investor will receive from holding Waldencast Acquisition 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 Waldencast Acquisition. 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 Waldencast Acquisition's performance over market.| α | -0.08 | β | 2.50 |
Waldencast Acquisition 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 Waldencast Acquisition's Buy-and-hold return. Our buy-and-hold chart shows how Waldencast Acquisition performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Waldencast Acquisition Market Price Analysis
Market price analysis indicators help investors to evaluate how Waldencast Acquisition stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Waldencast Acquisition shares will generate the highest return on investment. By understating and applying Waldencast Acquisition stock market price indicators, traders can identify Waldencast Acquisition position entry and exit signals to maximize returns.
Waldencast Acquisition Return and Market Media
The median price of Waldencast Acquisition for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 3.46 with a coefficient of variation of 9.74. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 3.55, and mean deviation of 0.27. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Waldencast PLC Shares Up 13.92 percent on Sep 9 | 09/09/2024 |
2 | Waldencast expands board with three new directors - Investing.com India | 10/07/2024 |
3 | October 2024s US Growth Companies With High Insider Ownership | 10/28/2024 |
4 | Waldencast PLC Q3 2024 Everything You Need to Know Ahead of Earnings | 11/20/2024 |
About Waldencast Acquisition 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 Waldencast or other stocks. Alpha measures the amount that position in Waldencast Acquisition 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 | 0.004599 | 0.005289 | 0.005024 | Price To Sales Ratio | 3.05 | 4.57 | 2.94 |
Waldencast Acquisition Upcoming Company Events
As portrayed in its financial statements, the presentation of Waldencast Acquisition's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Waldencast Acquisition's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Waldencast Acquisition's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Waldencast Acquisition. Please utilize our Beneish M Score to check the likelihood of Waldencast Acquisition's management manipulating its earnings.
| 15th of March 2023 Upcoming Quarterly Report | View | |
| 31st of December 2022 Next Fiscal Quarter End | View | |
| 15th of March 2023 Next Fiscal Year End | View | |
| 30th of September 2022 Last Quarter Report | View | |
| 31st of December 2021 Last Financial Announcement | View |
Build Portfolio with Waldencast Acquisition
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Waldencast Acquisition Backtesting, Waldencast Acquisition Valuation, Waldencast Acquisition Correlation, Waldencast Acquisition Hype Analysis, Waldencast Acquisition Volatility, Waldencast Acquisition History and analyze Waldencast Acquisition Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Waldencast Acquisition 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.