Wells Fargo Stock Alpha and Beta Analysis
| WFC Stock | USD 74.83 1.25 1.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wells Fargo. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wells Fargo over a specified time horizon. Remember, high Wells Fargo'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 Wells Fargo's market risk premium analysis include:
Beta 2.11 | Alpha 0.26 | Risk 2.44 | Sharpe Ratio 0.19 | Expected Return 0.47 |
Enterprise Value |
|
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.
Wells |
Wells Fargo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wells Fargo market risk premium is the additional return an investor will receive from holding Wells Fargo 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 Wells Fargo. 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 Wells Fargo's performance over market.| α | 0.26 | β | 2.11 |
Wells Fargo 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 Wells Fargo's Buy-and-hold return. Our buy-and-hold chart shows how Wells Fargo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Wells Fargo Market Price Analysis
Market price analysis indicators help investors to evaluate how Wells Fargo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Wells Fargo shares will generate the highest return on investment. By understating and applying Wells Fargo stock market price indicators, traders can identify Wells Fargo position entry and exit signals to maximize returns.
Wells Fargo Return and Market Media
The median price of Wells Fargo for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 57.42 with a coefficient of variation of 10.99. The daily time series for the period is distributed with a sample standard deviation of 6.66, arithmetic mean of 60.57, and mean deviation of 5.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Steven Black of 1579 shares of Wells Fargo subject to Rule 16b-3 | 10/01/2024 |
2 | Kimco Realty Reaches New 12-Month High Still a Buy | 10/15/2024 |
3 | O-I Glass Issues FY24 Earnings Guidance | 10/29/2024 |
4 | WEC Energy Group Announces Quarterly Earnings Results, Beats Estimates By 0.12 EPS | 11/01/2024 |
5 | Generac Holdings Inc. CEO Sells 833,000.00 in Stock | 11/04/2024 |
6 | Infinity Water Solutions Sets a National Precedent, Launches Americas First-Ever Blue Financing Model | 11/07/2024 |
7 | Realty Income Stock Price Up 1.4 percent After Dividend Announcement | 11/13/2024 |
8 | Prospect Capital CEO John Barry acquires 905,960 in stock | 11/19/2024 |
About Wells Fargo 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 Wells or other stocks. Alpha measures the amount that position in Wells Fargo 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 | 0.0186 | 0.0337 | 0.0327 | 0.0246 | Price To Sales Ratio | 2.48 | 2.13 | 2.35 | 2.18 |
Wells Fargo Upcoming Company Events
As portrayed in its financial statements, the presentation of Wells Fargo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Wells Fargo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Wells Fargo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Wells Fargo. Please utilize our Beneish M Score to check the likelihood of Wells Fargo's management manipulating its earnings.
| 12th of April 2024 Upcoming Quarterly Report | View | |
| 12th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 10th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Wells Fargo
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 Wells Fargo Backtesting, Wells Fargo Valuation, Wells Fargo Correlation, Wells Fargo Hype Analysis, Wells Fargo Volatility, Wells Fargo History and analyze Wells Fargo Performance. For information on how to trade Wells Stock refer to our How to Trade Wells Stock guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Wells Fargo 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.