Walker Dunlop Stock Alpha and Beta Analysis
| WD Stock | USD 108.49 2.33 2.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walker Dunlop. It also helps investors analyze the systematic and unsystematic risks associated with investing in Walker Dunlop over a specified time horizon. Remember, high Walker Dunlop'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 Walker Dunlop's market risk premium analysis include:
Beta 0.96 | Alpha (0.04) | Risk 1.58 | Sharpe Ratio 0.0223 | Expected Return 0.0353 |
Walker Dunlop Quarterly Cash And Equivalents |
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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.
Walker |
Walker Dunlop Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Walker Dunlop market risk premium is the additional return an investor will receive from holding Walker Dunlop 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 Walker Dunlop. 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 Walker Dunlop's performance over market.| α | -0.04 | β | 0.96 |
Walker Dunlop 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 Walker Dunlop's Buy-and-hold return. Our buy-and-hold chart shows how Walker Dunlop performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Walker Dunlop Market Price Analysis
Market price analysis indicators help investors to evaluate how Walker Dunlop stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Walker Dunlop shares will generate the highest return on investment. By understating and applying Walker Dunlop stock market price indicators, traders can identify Walker Dunlop position entry and exit signals to maximize returns.
Walker Dunlop Return and Market Media
The median price of Walker Dunlop for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 110.36 with a coefficient of variation of 3.11. The daily time series for the period is distributed with a sample standard deviation of 3.4, arithmetic mean of 109.43, and mean deviation of 2.9. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Walker Dunlop dividend paid on 6th of September 2024 | 09/06/2024 |
1 | Vesper Holdings Expands its Student Housing Portfolio in Texas with Acquisition of Midtown 905 | 10/07/2024 |
2 | Disposition of 4437 shares by Howard Smith of Walker Dunlop at 94.029 subject to Rule 16b-3 | 10/08/2024 |
3 | Why Walker Dunlop Could Beat Earnings Estimates Again | 10/23/2024 |
4 | Acquisition by Dana Schmaltz of 1591 shares of Walker Dunlop subject to Rule 16b-3 | 11/04/2024 |
5 | Walker Dunlop Inc Stock Price Up 3.26 percent on Nov 6 | 11/06/2024 |
6 | Walker Dunlop Reports Third Quarter 2024 Financial Results | 11/07/2024 |
7 | Q3 2024 Walker Dunlop Inc Earnings Call Transcript | 11/08/2024 |
8 | Walker Dunlop versus NU Head to Head Contrast | 11/12/2024 |
9 | Walker Dunlop Promotes Dan Groman to General Counsel | 11/14/2024 |
10 | Janus Henderson Group PLC Expands Stake in Walker Dunlop Inc | 11/15/2024 |
11 | Altair Technology Powers Cleveland Golfs New HiBore XL Driver | 11/19/2024 |
12 | California Homebuilding Foundation Announces Class of 2025 Inductees for 40th Annual Hall of Fame Gala | 11/21/2024 |
About Walker Dunlop 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 Walker or other stocks. Alpha measures the amount that position in Walker Dunlop 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 | 0.0137 | 0.0316 | 0.0234 | 0.0386 | Price To Sales Ratio | 3.72 | 2.02 | 3.44 | 3.61 |
Walker Dunlop Upcoming Company Events
As portrayed in its financial statements, the presentation of Walker Dunlop's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Walker Dunlop's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Walker Dunlop's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Walker Dunlop. Please utilize our Beneish M Score to check the likelihood of Walker Dunlop's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Walker Dunlop
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Check out Walker Dunlop Backtesting, Walker Dunlop Valuation, Walker Dunlop Correlation, Walker Dunlop Hype Analysis, Walker Dunlop Volatility, Walker Dunlop History and analyze Walker Dunlop Performance. For information on how to trade Walker Stock refer to our How to Trade Walker Stock guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Walker Dunlop 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.