White Mountains Insurance Stock Alpha and Beta Analysis
| WTM Stock | USD 1,976 55.36 2.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as White Mountains Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in White Mountains over a specified time horizon. Remember, high White Mountains' 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 White Mountains' market risk premium analysis include:
Beta 0.12 | Alpha 0.13 | Risk 1.19 | Sharpe Ratio 0.0544 | Expected Return 0.0648 |
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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.
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White Mountains Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. White Mountains market risk premium is the additional return an investor will receive from holding White Mountains 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 White Mountains. 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 White Mountains' performance over market.| α | 0.13 | β | 0.12 |
White Mountains 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 White Mountains' Buy-and-hold return. Our buy-and-hold chart shows how White Mountains performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.White Mountains Market Price Analysis
Market price analysis indicators help investors to evaluate how White Mountains stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading White Mountains shares will generate the highest return on investment. By understating and applying White Mountains stock market price indicators, traders can identify White Mountains position entry and exit signals to maximize returns.
White Mountains Return and Market Media
The median price of White Mountains for the period between Sat, Nov 9, 2024 and Fri, Feb 7, 2025 is 1922.6 with a coefficient of variation of 2.89. The daily time series for the period is distributed with a sample standard deviation of 55.39, arithmetic mean of 1917.5, and mean deviation of 42.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | White Mountains Insurance stock hits all-time high of 1941.01 - Investing.com | 11/20/2024 |
2 | Cautious Investors Not Rewarding White Mountains Insurance Group, Ltd.s Performance Completely | 11/25/2024 |
3 | Disposition of 150 shares by Morgan Davis of White Mountains subject to Rule 16b-3 | 11/26/2024 |
4 | Disposition of tradable shares by Michaela Hildreth of White Mountains subject to Rule 16b-3 | 11/29/2024 |
5 | RiverNorth Capital Management Partners With Kudu Investment Management to Support Expansion | 12/04/2024 |
6 | Wellington Management Group LLP Cuts Stock Position in White Mountains Insurance Group, Ltd. - MarketBeat | 12/10/2024 |
7 | Disposition of 323 shares by Michaela Hildreth of White Mountains at 1945.06 subject to Rule 16b-3 | 12/31/2024 |
8 | River Road Asset Management, LLC Reduces Stake in Air Transport Services Group Inc | 01/07/2025 |
9 | White Mountains Insurance Group Ltd Backs Kudu Investment Managements Strategic ... | 01/14/2025 |
10 | Acquisition by George Rountree of 2000 shares of White Mountains subject to Rule 16b-3 | 01/24/2025 |
11 | River Road Asset Management, LLC Reduces Stake in P10 Inc | 02/06/2025 |
About White Mountains 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 White or other stocks. Alpha measures the amount that position in White Mountains Insurance 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 7.51E-4 | 6.84E-4 | 7.86E-4 | 7.47E-4 | Price To Sales Ratio | 3.45 | 1.76 | 1.58 | 1.82 |
White Mountains Upcoming Company Events
As portrayed in its financial statements, the presentation of White Mountains' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, White Mountains' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of White Mountains' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of White Mountains. Please utilize our Beneish M Score to check the likelihood of White Mountains' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out White Mountains Backtesting, White Mountains Valuation, White Mountains Correlation, White Mountains Hype Analysis, White Mountains Volatility, White Mountains History and analyze White Mountains Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
White Mountains 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.