Westinghouse Air (Germany) Alpha and Beta Analysis
| WB2 Stock | EUR 185.35 0.40 0.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Westinghouse Air Brake. It also helps investors analyze the systematic and unsystematic risks associated with investing in Westinghouse Air over a specified time horizon. Remember, high Westinghouse Air'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 Westinghouse Air's market risk premium analysis include:
Beta 0.27 | Alpha 0.36 | Risk 1.4 | Sharpe Ratio 0.25 | Expected Return 0.35 |
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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Westinghouse Air Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Westinghouse Air market risk premium is the additional return an investor will receive from holding Westinghouse Air 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 Westinghouse Air. 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 Westinghouse Air's performance over market.| α | 0.36 | β | 0.27 |
Westinghouse Air 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 Westinghouse Air's Buy-and-hold return. Our buy-and-hold chart shows how Westinghouse Air performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Westinghouse Air Market Price Analysis
Market price analysis indicators help investors to evaluate how Westinghouse Air stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Westinghouse Air shares will generate the highest return on investment. By understating and applying Westinghouse Air stock market price indicators, traders can identify Westinghouse Air position entry and exit signals to maximize returns.
Westinghouse Air Return and Market Media
The median price of Westinghouse Air for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 164.57 with a coefficient of variation of 8.25. The daily time series for the period is distributed with a sample standard deviation of 13.63, arithmetic mean of 165.15, and mean deviation of 11.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Westinghouse Air 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 Westinghouse or other stocks. Alpha measures the amount that position in Westinghouse Air Brake 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Westinghouse Air in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Westinghouse Air's short interest history, or implied volatility extrapolated from Westinghouse Air options trading.
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Additional Information and Resources on Investing in Westinghouse Stock
When determining whether Westinghouse Air Brake offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Westinghouse Air'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 Westinghouse Air Brake Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Westinghouse Air Brake Stock:Check out Westinghouse Air Backtesting, Westinghouse Air Valuation, Westinghouse Air Correlation, Westinghouse Air Hype Analysis, Westinghouse Air Volatility, Westinghouse Air History and analyze Westinghouse Air Performance. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Westinghouse Air 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.