Willdan Group Stock Alpha and Beta Analysis
| WLDN Stock | USD 43.01 0.35 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Willdan Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Willdan over a specified time horizon. Remember, high Willdan'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 Willdan's market risk premium analysis include:
Beta 0.68 | Alpha 0.18 | Risk 2.23 | Sharpe Ratio 0.1 | Expected Return 0.22 |
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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.
Willdan |
Willdan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Willdan market risk premium is the additional return an investor will receive from holding Willdan 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 Willdan. 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 Willdan's performance over market.| α | 0.18 | β | 0.68 |
Willdan 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 Willdan's Buy-and-hold return. Our buy-and-hold chart shows how Willdan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Willdan Market Price Analysis
Market price analysis indicators help investors to evaluate how Willdan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Willdan shares will generate the highest return on investment. By understating and applying Willdan stock market price indicators, traders can identify Willdan position entry and exit signals to maximize returns.
Willdan Return and Market Media
The median price of Willdan for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 41.78 with a coefficient of variation of 7.19. The daily time series for the period is distributed with a sample standard deviation of 3.01, arithmetic mean of 41.92, and mean deviation of 2.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Willdan Group, Inc. Shares Sold by Connors Investor Services Inc. | 09/17/2024 |
2 | Willdan Group Inc Shares Up 6.1 percent on Oct 7 | 10/07/2024 |
3 | Earnings To Watch Willdan Group Inc Reports Q3 2024 Result | 10/30/2024 |
4 | Willdan Group Reports Third Quarter 2024 Results | 10/31/2024 |
5 | Vanguard Group Incs Strategic Acquisition in Willdan Group Inc | 11/05/2024 |
6 | Disposition of 1804 shares by Michael Bieber of Willdan at 13.49 subject to Rule 16b-3 | 11/06/2024 |
7 | Is Willdan a Solid Growth Stock 3 Reasons to Think Yes | 11/11/2024 |
8 | Willdan Group restructures executive compensation agreements | 11/18/2024 |
9 | Willdan Selected for 4.5 Million Contract to Provide Building and Safety Services and Fire Plan Review for the City of Bellflower | 11/21/2024 |
10 | Has Futu Holdings Outpaced Other Business Services Stocks This Year | 11/22/2024 |
About Willdan 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 Willdan or other stocks. Alpha measures the amount that position in Willdan Group 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.
| 2016 | 2021 | 2022 (projected) | Days Sales Outstanding | 107.85 | 130.52 | 117.87 | PTB Ratio | 2.91 | 2.45 | 1.44 |
Willdan Upcoming Company Events
As portrayed in its financial statements, the presentation of Willdan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Willdan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Willdan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Willdan. Please utilize our Beneish M Score to check the likelihood of Willdan's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Willdan Backtesting, Willdan Valuation, Willdan Correlation, Willdan Hype Analysis, Willdan Volatility, Willdan History and analyze Willdan Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Willdan 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.