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)
Please note that although Western Alliance alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Western Alliance did 0.07  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Western Alliance Bancorporation stock's relative risk over its benchmark. Western Alliance Ban has a beta of 1.54  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Western Alliance will likely underperform. At this time, Western Alliance's Price Fair Value is quite stable compared to the past year.

Enterprise Value

(32.73 Million)

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 Western Alliance Backtesting, Western Alliance Valuation, Western Alliance Correlation, Western Alliance Hype Analysis, Western Alliance Volatility, Western Alliance History and analyze Western Alliance Performance.

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   β1.54

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 Yield0.0260.02410.01950.00984
Price To Sales Ratio2.783.352.872.73

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

Build Portfolio with Western Alliance

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Western Alliance Ban is a strong investment it is important to analyze Western Alliance'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 Western Alliance's future performance. For an informed investment choice regarding Western Stock, refer to the following important reports:
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.
A focus of Western Alliance technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Western Alliance trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...