W R Berkley Stock Alpha and Beta Analysis
| WRB Stock | USD 64.55 0.39 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as W R Berkley. It also helps investors analyze the systematic and unsystematic risks associated with investing in W R over a specified time horizon. Remember, high W R'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 W R's market risk premium analysis include:
Beta 0.94 | Alpha 0.0536 | Risk 1.43 | Sharpe Ratio 0.0918 | Expected Return 0.13 |
W R Quarterly Cash And Equivalents |
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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.
WRB |
W R Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. W R market risk premium is the additional return an investor will receive from holding W R 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 W R. 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 W R's performance over market.| α | 0.05 | β | 0.94 |
W R 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 W R's Buy-and-hold return. Our buy-and-hold chart shows how W R performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.W R Market Price Analysis
Market price analysis indicators help investors to evaluate how W R stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading W R shares will generate the highest return on investment. By understating and applying W R stock market price indicators, traders can identify W R position entry and exit signals to maximize returns.
W R Return and Market Media
The median price of W R for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 58.51 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 1.86, arithmetic mean of 58.95, and mean deviation of 1.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| W R dividend paid on 30th of September 2024 | 09/30/2024 |
1 | Taylor Swift fans in Metro Detroit fall victim to ticket scam | 10/04/2024 |
2 | Truist Financial Increases W. R. Berkley Price Target to 68.00 | 10/17/2024 |
3 | W. R. Berkley Corporation Q3 2024 Earnings Call Transcript | 10/22/2024 |
4 | HOMEE Raises 12 Million in Series C Funding Round | 10/29/2024 |
5 | Strategic Shifts in Fairholme Focused Income Funds Portfolio Highlighted by Exit from ... | 10/30/2024 |
6 | AlphaCentric Advisors LLC Buys 520 Shares of W. R. Berkley Co. | 11/06/2024 |
7 | W. R. Berkley Corp Navigating Climate Challenges and Market Vulnerabilities | 11/11/2024 |
8 | Entropy Technologies LP Takes Position in W. R. Berkley Co. | 11/14/2024 |
9 | IBD Rating Upgrades WR Berkley Flashes Improved Technical Strength | 11/18/2024 |
10 | Why Is W.R. Berkley Up 2.8 percent Since Last Earnings Report | 11/20/2024 |
11 | W. R. Berkley Corporation to Present at the 2024 Goldman Sachs U.S. Financial Services Conference | 11/25/2024 |
About W R 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 WRB or other stocks. Alpha measures the amount that position in W R Berkley 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 | 0.0232 | 0.0116 | 0.0259 | 0.0212 | Price To Sales Ratio | 1.62 | 1.81 | 1.59 | 1.67 |
W R Upcoming Company Events
As portrayed in its financial statements, the presentation of W R's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, W R's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of W R's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of W R. Please utilize our Beneish M Score to check the likelihood of W R's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with W R
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Check out W R Backtesting, W R Valuation, W R Correlation, W R Hype Analysis, W R Volatility, W R History and analyze W R Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
W R 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.