Western Asset Diversified Stock Alpha and Beta Analysis
| WDI Stock | USD 14.75 0.03 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Western Asset Diversified. It also helps investors analyze the systematic and unsystematic risks associated with investing in Western Asset over a specified time horizon. Remember, high Western Asset'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 Western Asset's market risk premium analysis include:
Beta 0.11 | Alpha (0.01) | Risk 0.6 | Sharpe Ratio 0.01 | Expected Return 0.006 |
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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.
Western |
Western Asset Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Western Asset market risk premium is the additional return an investor will receive from holding Western Asset 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 Western Asset. 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 Western Asset's performance over market.| α | -0.01 | β | 0.11 |
Western Asset 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 Western Asset's Buy-and-hold return. Our buy-and-hold chart shows how Western Asset performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Western Asset Market Price Analysis
Market price analysis indicators help investors to evaluate how Western Asset stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Western Asset shares will generate the highest return on investment. By understating and applying Western Asset stock market price indicators, traders can identify Western Asset position entry and exit signals to maximize returns.
Western Asset Return and Market Media
The median price of Western Asset for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 15.03 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 15.02, and mean deviation of 0.21. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Western Asset dividend paid on 3rd of September 2024 | 09/03/2024 |
| Western Asset dividend paid on 1st of October 2024 | 10/01/2024 |
1 | Insider Trading | 10/08/2024 |
| Western Asset dividend paid on 1st of November 2024 | 11/01/2024 |
About Western Asset 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 Western or other stocks. Alpha measures the amount that position in Western Asset Diversified 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.
| 2010 | 2022 | 2024 (projected) | PTB Ratio | 0.92 | 0.86 | 0.99 | Dividend Yield | 0.0321 | 0.11 | 0.0691 |
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 Western Asset 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, Western Asset's short interest history, or implied volatility extrapolated from Western Asset options trading.
Build Portfolio with Western Asset
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Western Asset Backtesting, Western Asset Valuation, Western Asset Correlation, Western Asset Hype Analysis, Western Asset Volatility, Western Asset History and analyze Western Asset Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
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.