Walker Dunlop (Germany) Alpha and Beta Analysis
| 5WD Stock | EUR 95.00 4.50 4.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walker Dunlop. It also helps investors analyze the systematic and unsystematic risks associated with investing in Walker Dunlop over a specified time horizon. Remember, high Walker Dunlop'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 Walker Dunlop's market risk premium analysis include:
Beta 0.34 | Alpha (0.03) | Risk 2.03 | Sharpe Ratio (0.02) | Expected Return (0.04) |
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.
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Walker Dunlop Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Walker Dunlop market risk premium is the additional return an investor will receive from holding Walker Dunlop 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 Walker Dunlop. 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 Walker Dunlop's performance over market.| α | -0.03 | β | 0.34 |
Walker Dunlop 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 Walker Dunlop's Buy-and-hold return. Our buy-and-hold chart shows how Walker Dunlop performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Walker Dunlop Market Price Analysis
Market price analysis indicators help investors to evaluate how Walker Dunlop stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Walker Dunlop shares will generate the highest return on investment. By understating and applying Walker Dunlop stock market price indicators, traders can identify Walker Dunlop position entry and exit signals to maximize returns.
Walker Dunlop Return and Market Media
The median price of Walker Dunlop for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 101.0 with a coefficient of variation of 2.33. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 101.09, and mean deviation of 1.88. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Walker Dunlop 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 Walker or other stocks. Alpha measures the amount that position in Walker Dunlop 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 Walker Dunlop 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, Walker Dunlop's short interest history, or implied volatility extrapolated from Walker Dunlop options trading.
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Additional Information and Resources on Investing in Walker Stock
When determining whether Walker Dunlop is a strong investment it is important to analyze Walker Dunlop's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Walker Dunlop's future performance. For an informed investment choice regarding Walker Stock, refer to the following important reports:Check out Walker Dunlop Backtesting, Walker Dunlop Valuation, Walker Dunlop Correlation, Walker Dunlop Hype Analysis, Walker Dunlop Volatility, Walker Dunlop History and analyze Walker Dunlop Performance. For more detail on how to invest in Walker Stock please use our How to Invest in Walker Dunlop 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..
Walker Dunlop 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.