Waterstone Financial Stock Alpha and Beta Analysis
| WSBF Stock | USD 15.09 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 Waterstone Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Waterstone Financial over a specified time horizon. Remember, high Waterstone Financial'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 Waterstone Financial's market risk premium analysis include:
Beta 1.54 | Alpha (0.16) | Risk 2.09 | Sharpe Ratio 0.0337 | Expected Return 0.0706 |
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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.
Waterstone |
Waterstone Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Waterstone Financial market risk premium is the additional return an investor will receive from holding Waterstone Financial 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 Waterstone Financial. 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 Waterstone Financial's performance over market.| α | -0.16 | β | 1.54 |
Waterstone Financial 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 Waterstone Financial's Buy-and-hold return. Our buy-and-hold chart shows how Waterstone Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Waterstone Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Waterstone Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Waterstone Financial shares will generate the highest return on investment. By understating and applying Waterstone Financial stock market price indicators, traders can identify Waterstone Financial position entry and exit signals to maximize returns.
Waterstone Financial Return and Market Media
The median price of Waterstone Financial for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 14.9 with a coefficient of variation of 3.66. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 14.91, and mean deviation of 0.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Sale Director Ellen Bartel Sells 15,140 Shares of Waterstone Financial Inc | 09/06/2024 |
2 | Disposition of 4166 shares by Bartel Ellen Syburg of Waterstone Financial at 12.75 subject to Rule 16b-3 | 09/13/2024 |
| Waterstone Financial dividend paid on 1st of November 2024 | 11/01/2024 |
3 | Waterstone Financial Third Quarter 2024 Earnings EPS US0.26 | 11/06/2024 |
4 | Waterstone financial director Stephen Schmidt sells shares worth 90,548 | 11/12/2024 |
5 | Disposition of 200 shares by Schmidt Stephen J of Waterstone Financial at 15.765 subject to Rule 16b-3 | 11/13/2024 |
6 | Director Stephen Schmidt Sells Shares of Waterstone Financial Inc | 11/14/2024 |
7 | Disposition of 437 shares by Schmidt Stephen J of Waterstone Financial at 12.75 subject to Rule 16b-3 | 11/20/2024 |
8 | Lorne Park Capital Partners Inc. Named One of Canadas Most Admired Corporate Cultures | 11/21/2024 |
9 | Insider Sell Stephen Schmidt Sells Shares of Waterstone Financial Inc | 11/22/2024 |
10 | Insider Sell Stephen Schmidt Sells 7,280 Shares of Waterstone Financial Inc | 11/25/2024 |
About Waterstone Financial 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 Waterstone or other stocks. Alpha measures the amount that position in Waterstone Financial 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 | 0.0586 | 0.0802 | 0.0537 | 0.0375 | Price To Sales Ratio | 2.04 | 2.39 | 2.89 | 2.74 |
Waterstone Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Waterstone Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Waterstone Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Waterstone Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Waterstone Financial. Please utilize our Beneish M Score to check the likelihood of Waterstone Financial's management manipulating its earnings.
| 25th of January 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Waterstone Financial Backtesting, Waterstone Financial Valuation, Waterstone Financial Correlation, Waterstone Financial Hype Analysis, Waterstone Financial Volatility, Waterstone Financial History and analyze Waterstone Financial Performance. For more detail on how to invest in Waterstone Stock please use our How to Invest in Waterstone Financial guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Waterstone Financial 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.