Wynn Resorts (Mexico) Alpha and Beta Analysis
| WYNN Stock | MXN 1,890 10.00 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wynn Resorts Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wynn Resorts over a specified time horizon. Remember, high Wynn Resorts' 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 Wynn Resorts' market risk premium analysis include:
Beta (1.36) | Alpha 0.58 | Risk 2.87 | Sharpe Ratio 0.14 | Expected Return 0.4 |
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.
Wynn |
Wynn Resorts Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wynn Resorts market risk premium is the additional return an investor will receive from holding Wynn Resorts 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 Wynn Resorts. 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 Wynn Resorts' performance over market.| α | 0.58 | β | -1.36 |
Wynn Resorts 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 Wynn Resorts' Buy-and-hold return. Our buy-and-hold chart shows how Wynn Resorts performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Wynn Resorts Market Price Analysis
Market price analysis indicators help investors to evaluate how Wynn Resorts stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Wynn Resorts shares will generate the highest return on investment. By understating and applying Wynn Resorts stock market price indicators, traders can identify Wynn Resorts position entry and exit signals to maximize returns.
Wynn Resorts Return and Market Media
The median price of Wynn Resorts for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1840.0 with a coefficient of variation of 11.69. The daily time series for the period is distributed with a sample standard deviation of 207.0, arithmetic mean of 1770.51, and mean deviation of 185.95. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Wynn Resorts 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 Wynn or other stocks. Alpha measures the amount that position in Wynn Resorts Limited 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.
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 Wynn Resorts 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, Wynn Resorts' short interest history, or implied volatility extrapolated from Wynn Resorts options trading.
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Additional Tools for Wynn Stock Analysis
When running Wynn Resorts' price analysis, check to measure Wynn Resorts' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Wynn Resorts is operating at the current time. Most of Wynn Resorts' value examination focuses on studying past and present price action to predict the probability of Wynn Resorts' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wynn Resorts' price. Additionally, you may evaluate how the addition of Wynn Resorts to your portfolios can decrease your overall portfolio volatility.