Washington Federal Stock Alpha and Beta Analysis
| WAFD Stock | USD 37.70 0.55 1.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Washington Federal. It also helps investors analyze the systematic and unsystematic risks associated with investing in Washington Federal over a specified time horizon. Remember, high Washington Federal'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 Washington Federal's market risk premium analysis include:
Beta 2.14 | Alpha (0.14) | Risk 2.26 | Sharpe Ratio 0.0401 | Expected Return 0.0905 |
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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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Washington Federal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Washington Federal market risk premium is the additional return an investor will receive from holding Washington Federal 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 Washington Federal. 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 Washington Federal's performance over market.| α | -0.14 | β | 2.14 |
Washington Federal 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 Washington Federal's Buy-and-hold return. Our buy-and-hold chart shows how Washington Federal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Washington Federal Market Price Analysis
Market price analysis indicators help investors to evaluate how Washington Federal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Washington Federal shares will generate the highest return on investment. By understating and applying Washington Federal stock market price indicators, traders can identify Washington Federal position entry and exit signals to maximize returns.
Washington Federal Return and Market Media
The median price of Washington Federal for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 35.51 with a coefficient of variation of 3.4. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 35.23, and mean deviation of 1.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 30182 shares by Beardall Brent J of Washington Federal at 36.43 subject to Rule 16b-3 | 09/03/2024 |
2 | Disposition of 607 shares by Holz Kelli of Washington Federal at 32.49 subject to Rule 16b-3 | 09/04/2024 |
| Washington Federal dividend paid on 6th of September 2024 | 09/06/2024 |
3 | WaFd Inc Reports Q4 EPS of 2.50, Slightly Beating Estimates Revenue at 660. ... | 10/18/2024 |
4 | Disposition of 316 shares by Blayne Sanden of Washington Federal at 33.36 subject to Rule 16b-3 | 10/29/2024 |
5 | Dimensional Fund Advisors LP Adjusts Position in WaFd Inc | 10/31/2024 |
6 | Disposition of 7500 shares by Cathy Cooper of Washington Federal at 32.525 subject to Rule 16b-3 | 11/04/2024 |
7 | Acquisition by Beardall Brent J of 67861 shares of Washington Federal at 37.43 subject to Rule 16b-3 | 11/12/2024 |
8 | Have Insiders Sold WaFd Shares Recently | 11/13/2024 |
9 | Zacks Research Has Bearish Estimate for WaFd Q1 Earnings | 11/14/2024 |
About Washington Federal 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 Washington or other stocks. Alpha measures the amount that position in Washington Federal 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 | 0.0389 | 0.0469 | 0.0287 | 0.0358 | Price To Sales Ratio | 2.96 | 2.25 | 42.63 | 44.76 |
Washington Federal Upcoming Company Events
As portrayed in its financial statements, the presentation of Washington Federal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Washington Federal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Washington Federal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Washington Federal. Please utilize our Beneish M Score to check the likelihood of Washington Federal's management manipulating its earnings.
| 11th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 15th of October 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Check out Washington Federal Backtesting, Washington Federal Valuation, Washington Federal Correlation, Washington Federal Hype Analysis, Washington Federal Volatility, Washington Federal History and analyze Washington Federal Performance. For information on how to trade Washington Stock refer to our How to Trade Washington Stock guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Washington Federal 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.