Williams Sonoma Stock Alpha and Beta Analysis
| WSM Stock | USD 177.85 5.87 3.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Williams Sonoma. It also helps investors analyze the systematic and unsystematic risks associated with investing in Williams Sonoma over a specified time horizon. Remember, high Williams Sonoma'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 Williams Sonoma's market risk premium analysis include:
Beta 0.26 | Alpha 0.45 | Risk 3.98 | Sharpe Ratio 0.12 | Expected Return 0.46 |
Williams Sonoma 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.
Williams |
Williams Sonoma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Williams Sonoma market risk premium is the additional return an investor will receive from holding Williams Sonoma 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 Williams Sonoma. 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 Williams Sonoma's performance over market.| α | 0.45 | β | 0.26 |
Williams Sonoma 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 Williams Sonoma's Buy-and-hold return. Our buy-and-hold chart shows how Williams Sonoma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Williams Sonoma Market Price Analysis
Market price analysis indicators help investors to evaluate how Williams Sonoma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Williams Sonoma shares will generate the highest return on investment. By understating and applying Williams Sonoma stock market price indicators, traders can identify Williams Sonoma position entry and exit signals to maximize returns.
Williams Sonoma Return and Market Media
The median price of Williams Sonoma for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 138.37 with a coefficient of variation of 7.59. The daily time series for the period is distributed with a sample standard deviation of 10.69, arithmetic mean of 140.89, and mean deviation of 8.68. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | GAMMA Investing LLC Raises Stock Position in Williams-Sonoma, Inc. | 10/11/2024 |
| Williams Sonoma dividend paid on 22nd of October 2024 | 10/22/2024 |
2 | Is the Options Market Predicting a Spike in Williams-Sonoma Stock | 10/25/2024 |
3 | MARK GRAHAM LAUNCHES EXCLUSIVE PERSONALIZED PET COLLECTION, BARK GRAHAM | 11/07/2024 |
4 | WILLIAMS SONOMA HOME PARTNERS WITH MAKEUP ARTISTENTREPRENEUR BOBBI BROWN ON NEW COLLABORATION INSPIRED BY THE GEORGE HOTEL | 11/13/2024 |
5 | Disposition of tradable shares by Laura Alber of Williams Sonoma at 131.45 subject to Rule 16b-3 | 11/15/2024 |
6 | Last Mile Retail Awards No room for error in home delivery | 11/18/2024 |
7 | Connecticut Thanksgiving, Black Friday Shopping Hours 2024 | 11/19/2024 |
8 | Why Is Williams-Sonoma Stock Rocketing Higher Today | 11/20/2024 |
9 | Morgan Stanley lifts Williams-Sonoma PT on steady top-line, margin gains | 11/21/2024 |
| Williams Sonoma dividend paid on 22nd of November 2024 | 11/22/2024 |
About Williams Sonoma 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 Williams or other stocks. Alpha measures the amount that position in Williams Sonoma 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.
| 2011 | 2015 | 2020 | 2024 (projected) | Dividend Yield | 0.0171 | 0.0275 | 0.0179 | 0.0163 | Price To Sales Ratio | 1.57 | 0.93 | 1.68 | 1.43 |
Williams Sonoma Upcoming Company Events
As portrayed in its financial statements, the presentation of Williams Sonoma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Williams Sonoma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Williams Sonoma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Williams Sonoma. Please utilize our Beneish M Score to check the likelihood of Williams Sonoma's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with Williams Sonoma
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 Williams Sonoma Backtesting, Williams Sonoma Valuation, Williams Sonoma Correlation, Williams Sonoma Hype Analysis, Williams Sonoma Volatility, Williams Sonoma History and analyze Williams Sonoma Performance. To learn how to invest in Williams Stock, please use our How to Invest in Williams Sonoma guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Williams Sonoma 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.