Western Alliance Bancorporation Stock Alpha and Beta Analysis
| WAL Stock | USD 77.24 2.48 3.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Western Alliance Bancorporation. It also helps investors analyze the systematic and unsystematic risks associated with investing in Western Alliance over a specified time horizon. Remember, high Western Alliance'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 Western Alliance's market risk premium analysis include:
Beta 1.54 | Alpha (0.07) | Risk 2.51 | Sharpe Ratio (0.09) | Expected Return (0.24) |
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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.
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Western Alliance Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Western Alliance market risk premium is the additional return an investor will receive from holding Western Alliance 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 Western Alliance. 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 Western Alliance's performance over market.| α | -0.07 | β | 1.54 |
Western Alliance 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 Western Alliance's Buy-and-hold return. Our buy-and-hold chart shows how Western Alliance performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Western Alliance Market Price Analysis
Market price analysis indicators help investors to evaluate how Western Alliance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Western Alliance shares will generate the highest return on investment. By understating and applying Western Alliance stock market price indicators, traders can identify Western Alliance position entry and exit signals to maximize returns.
Western Alliance Return and Market Media
The median price of Western Alliance for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 86.67 with a coefficient of variation of 5.72. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 85.82, and mean deviation of 3.92. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 285 shares by Dale Gibbons of Western Alliance subject to Rule 16b-3 | 12/13/2024 |
2 | Disposition of tradable shares by Timothy Boothe of Western Alliance subject to Rule 16b-3 | 12/18/2024 |
3 | Regional Banks Expected to Benefit from Trumps Policies in 2025 | 12/23/2024 |
4 | Curious about Western Alliance Q4 Performance Explore Wall Street Estimates for Key Metrics | 01/22/2025 |
5 | Western Alliance Bancorp Q4 2024 Earnings Call Highlights Strong Earnings Amidst ... | 01/31/2025 |
6 | Invesco Ltd. Expands Stake in Western Alliance Bancorp | 02/07/2025 |
7 | Acquisition by Nachlas Emily of 828 shares of Western Alliance subject to Rule 16b-3 | 02/10/2025 |
8 | Acquisition by Kenneth Vecchione of 10485 shares of Western Alliance subject to Rule 16b-3 | 02/11/2025 |
9 | Is Western Alliance Bancorporation Gaining Strength in the Banking Sector | 02/12/2025 |
10 | Disposition of 521 shares by Stephen Curley of Western Alliance at 88.75 subject to Rule 16b-3 | 02/14/2025 |
11 | Acquisition by Stephen Curley of 165 shares of Western Alliance subject to Rule 16b-3 | 02/19/2025 |
12 | Western Alliance Bancorp Shares Down 3 percent on Feb 21 | 02/21/2025 |
13 | Is Western Alliance Bancorporation Positioned for Growth in the Banking Sector | 02/27/2025 |
| Western Alliance dividend paid on 28th of February 2025 | 02/28/2025 |
15 | Fintel Connect Releases First Ever Cost-Per-Acquisition Benchmarking Guide for Financial Services | 03/06/2025 |
16 | Acquisition by Kenneth Vecchione of 15726 shares of Western Alliance subject to Rule 16b-3 | 03/07/2025 |
17 | Western Alliance Bancorp Stock Price Up 3.71 percent on Mar 12 | 03/12/2025 |
About Western Alliance 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 Western or other stocks. Alpha measures the amount that position in Western Alliance Ban 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.026 | 0.0241 | 0.0195 | 0.00984 | Price To Sales Ratio | 2.78 | 3.35 | 2.87 | 2.73 |
Western Alliance Upcoming Company Events
As portrayed in its financial statements, the presentation of Western Alliance's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Western Alliance's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Western Alliance's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Western Alliance. Please utilize our Beneish M Score to check the likelihood of Western Alliance's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 16th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Western Alliance Backtesting, Western Alliance Valuation, Western Alliance Correlation, Western Alliance Hype Analysis, Western Alliance Volatility, Western Alliance History and analyze Western Alliance Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Western Alliance 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.