Willis Lease Finance Stock Market Value
| WLFC Stock | USD 207.26 8.12 4.08% |
| Symbol | Willis |
Willis Lease Finance Price To Book Ratio
Is Trading Companies & Distributors space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Willis Lease. If investors know Willis will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Willis Lease listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.582 | Dividend Share 0.25 | Earnings Share 14.09 | Revenue Per Share 80.335 | Quarterly Revenue Growth 0.378 |
The market value of Willis Lease Finance is measured differently than its book value, which is the value of Willis that is recorded on the company's balance sheet. Investors also form their own opinion of Willis Lease's value that differs from its market value or its book value, called intrinsic value, which is Willis Lease's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Willis Lease's market value can be influenced by many factors that don't directly affect Willis Lease's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Willis Lease's value and its price as these two are different measures arrived at by different means. Investors typically determine if Willis Lease is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Willis Lease's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Willis Lease '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 Willis Lease'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 Willis Lease.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Willis Lease on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Willis Lease Finance or generate 0.0% return on investment in Willis Lease over 270 days. Willis Lease is related to or competes with PROG Holdings, McGrath RentCorp, Mega Matrix, and FTAI Aviation. Willis Lease Finance Corporation operates as a lessor and servicer of commercial aircraft and aircraft engines worldwide More
Willis Lease 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 Willis Lease'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 Willis Lease Finance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.68 | |||
| Information Ratio | 0.2184 | |||
| Maximum Drawdown | 33.51 | |||
| Value At Risk | (4.97) | |||
| Potential Upside | 7.0 |
Willis Lease Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Willis Lease's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Willis Lease's standard deviation. In reality, there are many statistical measures that can use Willis Lease historical prices to predict the future Willis Lease's volatility.| Risk Adjusted Performance | 0.1993 | |||
| Jensen Alpha | 0.643 | |||
| Total Risk Alpha | 0.38 | |||
| Sortino Ratio | 0.2527 | |||
| Treynor Ratio | 0.3116 |
Willis Lease Finance Backtested Returns
Willis Lease is very steady given 3 months investment horizon. Willis Lease Finance shows Sharpe Ratio of 0.25, which attests that the company had a 0.25% return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.1% are justified by taking the suggested risk. Use Willis Lease Finance Downside Deviation of 3.68, mean deviation of 2.91, and Market Risk Adjusted Performance of 0.3216 to evaluate company specific risk that cannot be diversified away. Willis Lease holds a performance score of 20 on a scale of zero to a hundred. The firm maintains a market beta of 3.37, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Willis Lease will likely underperform. Use Willis Lease Finance sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to analyze future returns on Willis Lease Finance.
Auto-correlation | 0.92 |
Excellent predictability
Willis Lease Finance has excellent predictability. Overlapping area represents the amount of predictability between Willis Lease time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Willis Lease Finance price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Willis Lease price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 2000.43 |
Willis Lease Finance lagged returns against current returns
Autocorrelation, which is Willis Lease stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Willis Lease's stock expected returns. We can calculate the autocorrelation of Willis Lease returns to help us make a trade decision. For example, suppose you find that Willis Lease has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Willis Lease regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Willis Lease stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Willis Lease stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Willis Lease stock over time.
Current vs Lagged Prices |
| Timeline |
Willis Lease Lagged Returns
When evaluating Willis Lease's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Willis Lease stock have on its future price. Willis Lease autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Willis Lease autocorrelation shows the relationship between Willis Lease stock current value and its past values and can show if there is a momentum factor associated with investing in Willis Lease Finance.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Willis Lease Finance offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Willis Lease's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Willis Lease Finance Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Willis Lease Finance Stock:Check out Willis Lease Correlation, Willis Lease Volatility and Willis Lease Alpha and Beta module to complement your research on Willis Lease. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Willis Lease 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.