Western Asset Mortgage Alpha and Beta Analysis
| WMCDelisted Stock | USD 9.57 0.12 1.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Western Asset Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Western Asset over a specified time horizon. Remember, high Western Asset'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 Asset's market risk premium analysis include:
Beta (0.07) | Alpha 0.27 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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 Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Western Asset market risk premium is the additional return an investor will receive from holding Western Asset 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 Asset. 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 Asset's performance over market.| α | 0.27 | β | -0.07 |
Western Asset Fundamentals Vs Peers
Comparing Western Asset's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Western Asset's direct or indirect competition across all of the common fundamentals between Western Asset and the related equities. This way, we can detect undervalued stocks with similar characteristics as Western Asset or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Western Asset's fundamental indicators could also be used in its relative valuation, which is a method of valuing Western Asset by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Western Asset to competition |
| Fundamentals | Western Asset | Peer Average |
| Return On Equity | -0.13 | -0.31 |
| Return On Asset | -0.0048 | -0.14 |
| Profit Margin | (1.27) % | (1.27) % |
| Operating Margin | 1.96 % | (5.51) % |
| Current Valuation | 2.17 B | 16.62 B |
| Shares Outstanding | 6.05 M | 571.82 M |
| Shares Owned By Insiders | 2.00 % | 10.09 % |
Western Asset Opportunities
Western Asset Return and Market Media
The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
About Western Asset 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 delisted stocks. Alpha measures the amount that position in Western Asset Mortgage 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.
Western Asset Upcoming Company Events
As portrayed in its financial statements, the presentation of Western Asset's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Western Asset's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Western Asset's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Western Asset. Please utilize our Beneish M Score to check the likelihood of Western Asset's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Western Asset
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 Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Other Consideration for investing in Western Stock
If you are still planning to invest in Western Asset Mortgage check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Western Asset's history and understand the potential risks before investing.
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