White Mountains Insurance Stock Alpha and Beta Analysis
| WTM Stock | USD 2,086 29.84 1.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as White Mountains Insurance. It also helps investors analyze the systematic and unsystematic risks associated with investing in White Mountains over a specified time horizon. Remember, high White Mountains' 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 White Mountains' market risk premium analysis include:
Beta 0.52 | Alpha 0.1 | Risk 1.12 | Sharpe Ratio 0.14 | Expected Return 0.15 |
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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.
Check out White Mountains Analysis, White Mountains Valuation, White Mountains Correlation, White Mountains Hype Analysis, White Mountains Volatility, White Mountains Price History and analyze White Mountains Performance. White Mountains Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. White Mountains market risk premium is the additional return an investor will receive from holding White Mountains 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 White Mountains. 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 White Mountains' performance over market.| α | 0.10 | β | 0.52 |
White Mountains 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 White Mountains' Buy-and-hold return. Our buy-and-hold chart shows how White Mountains performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.White Mountains Market Price Analysis
Market price analysis indicators help investors to evaluate how White Mountains stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading White Mountains shares will generate the highest return on investment. By understating and applying White Mountains stock market price indicators, traders can identify White Mountains position entry and exit signals to maximize returns.
White Mountains Return and Market Media
The median price of White Mountains for the period between Fri, Nov 7, 2025 and Thu, Feb 5, 2026 is 2044.87 with a coefficient of variation of 3.26. The daily time series for the period is distributed with a sample standard deviation of 65.78, arithmetic mean of 2015.74, and mean deviation of 54.5. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | SAUDI TOURISM CAPTIVATES AUDIENCES AND STRENGTHENS GLOBAL PARTNERSHIPS AT WTM 2025 | 11/07/2025 |
2 | Disposition of tradable shares by David Tanner of White Mountains subject to Rule 16b-3 | 11/10/2025 |
3 | Disposition of tradable shares by Reid Campbell of White Mountains subject to Rule 16b-3 | 11/25/2025 |
4 | White Mountains Insurance Group Evaluating Valuation After 300M Share Buyback and 1.75B Bamboo Sale | 11/26/2025 |
5 | Disposition of 165 shares by Philip Gelston of White Mountains at 2048.51 subject to Rule 16b-3 | 12/16/2025 |
6 | Insider Selling White Mountains Insurance Group Director Sells 338,004.15 in Stock | 12/17/2025 |
7 | Dont Ignore The Insider Selling In White Mountains Insurance Group | 12/19/2025 |
8 | Disposition of tradable shares by Michaela Hildreth of White Mountains subject to Rule 16b-3 | 12/23/2025 |
9 | Portfolio Recap Will White Mountains Insurance Group Ltd stock benefit from automation - 2025 Major Catalysts Capital Efficiency Focused Ideas - moha.gov.vn | 12/29/2025 |
10 | Acquisition by Michaela Hildreth of 625 shares of White Mountains subject to Rule 16b-3 | 01/02/2026 |
11 | Why White Mountains Insurance Group Ltd. stock could be next big winner - Market Activity Report Safe Entry Momentum Stock Tips - ulpravda.ru | 01/08/2026 |
12 | White Mountains Insurance Group Stock Crosses Above 200 Day Moving Average - Whats Next - MarketBeat | 01/16/2026 |
13 | Behavioral Patterns of WTM and Institutional Flows - Stock Traders Daily | 01/28/2026 |
14 | Disposition of 710 shares by Reid Campbell of White Mountains at 1414.33 subject to Rule 16b-3 | 02/02/2026 |
15 | Atlantic Union Bankshares Corp Invests 2.95 Million in White Mountains Insurance Group, Ltd. WTM - MarketBeat | 02/04/2026 |
About White Mountains 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 White or other stocks. Alpha measures the amount that position in White Mountains Insurance 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 6.84E-4 | 5.08E-4 | 5.84E-4 | 5.55E-4 | Price To Sales Ratio | 1.76 | 2.09 | 1.88 | 2.53 |
White Mountains Upcoming Company Events
As portrayed in its financial statements, the presentation of White Mountains' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, White Mountains' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of White Mountains' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of White Mountains. Please utilize our Beneish M Score to check the likelihood of White Mountains' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out White Mountains Analysis, White Mountains Valuation, White Mountains Correlation, White Mountains Hype Analysis, White Mountains Volatility, White Mountains Price History and analyze White Mountains Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
White Mountains 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.