Western Asset Diversified Stock Market Value
| WDI Stock | USD 14.07 0.11 0.79% |
| Symbol | Western |
Is there potential for Asset Management & Custody Banks market expansion? Will Western introduce new products? Factors like these will boost the valuation of Western Asset. Anticipated expansion of Western directly elevates investor willingness to pay premium valuations. Understanding fair value requires weighing current performance against future potential. All the valuation information about Western Asset listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Understanding Western Asset Diversified requires distinguishing between market price and book value, where the latter reflects Western's accounting equity. The concept of intrinsic value - what Western Asset's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push Western Asset's price substantially above or below its fundamental value.
Please note, there is a significant difference between Western Asset's value and its price as these two are different measures arrived at by different means. Investors typically determine if Western Asset is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. In contrast, Western Asset's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Western Asset 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Western Asset's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Western Asset.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Western Asset on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Western Asset Diversified or generate 0.0% return on investment in Western Asset over 90 days. Western Asset is related to or competes with Nuveen Credit, Doubleline Yield, Allianzgi Equity, Cbre Clarion, PIMCO Access, MainStay CBRE, and Aberdeen Income. Western Asset is entity of United States More
Western Asset Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Western Asset's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Western Asset Diversified upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.7246 |
Western Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Western Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Western Asset's standard deviation. In reality, there are many statistical measures that can use Western Asset historical prices to predict the future Western Asset's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.5553 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Western Asset's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Western Asset February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | 0.5653 | |||
| Mean Deviation | 0.3851 | |||
| Coefficient Of Variation | (13,447) | |||
| Standard Deviation | 0.5369 | |||
| Variance | 0.2883 | |||
| Information Ratio | (0.17) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.5553 | |||
| Maximum Drawdown | 2.95 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.7246 | |||
| Skewness | (0.87) | |||
| Kurtosis | 1.79 |
Western Asset Diversified Backtested Returns
Western Asset is very steady at the moment. Western Asset Diversified shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Western Asset Diversified, which you can use to evaluate the volatility of the company. Please check out Western Asset's Standard Deviation of 0.5369, mean deviation of 0.3851, and Market Risk Adjusted Performance of 0.5653 to validate if the risk estimate we provide is consistent with the expected return of 0.0038%. The firm maintains a market beta of -0.0252, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Western Asset are expected to decrease at a much lower rate. During the bear market, Western Asset is likely to outperform the market. Western Asset Diversified right now maintains a risk of 0.55%. Please check out Western Asset Diversified maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Western Asset Diversified will be following its historical returns.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Western Asset Diversified has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Western Asset time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Western Asset Diversified price movement. The serial correlation of -0.73 indicates that around 73.0% of current Western Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Check out Western Asset Correlation, Western Asset Volatility and Western Asset Performance module to complement your research on Western Asset. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Western Asset 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.