Wilhelmina Stock Alpha and Beta Analysis
| WHLM Stock | USD 3.99 0.07 1.72% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Wilhelmina. It also helps investors analyze the systematic and unsystematic risks associated with investing in Wilhelmina over a specified time horizon. Remember, high Wilhelmina'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 Wilhelmina's market risk premium analysis include:
Beta 0.14 | Alpha (0.51) | Risk 5.18 | Sharpe Ratio (0.07) | Expected Return (0.37) |
Enterprise Value |
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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.
Wilhelmina |
Wilhelmina Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Wilhelmina market risk premium is the additional return an investor will receive from holding Wilhelmina 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 Wilhelmina. 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 Wilhelmina's performance over market.| α | -0.51 | β | 0.14 |
Wilhelmina 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 Wilhelmina's Buy-and-hold return. Our buy-and-hold chart shows how Wilhelmina performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Wilhelmina Market Price Analysis
Market price analysis indicators help investors to evaluate how Wilhelmina stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Wilhelmina shares will generate the highest return on investment. By understating and applying Wilhelmina stock market price indicators, traders can identify Wilhelmina position entry and exit signals to maximize returns.
Wilhelmina Return and Market Media
The median price of Wilhelmina for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 3.99 with a coefficient of variation of 19.42. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 4.16, and mean deviation of 0.67. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/13/2024 |
2 | Disposition of 900 shares by Omni Retail Enterprises, Llc of Wilhelmina at 6.0 subject to Rule 16b-3 | 09/17/2024 |
3 | Disposition of 5551 shares by Omni Retail Enterprises, Llc of Wilhelmina at 5.512 subject to Rule 16b-3 | 09/18/2024 |
4 | Disposition of tradable shares by Omni Retail Enterprises, Llc of Wilhelmina at 5.12 subject to Rule 16b-3 | 09/19/2024 |
5 | Wilhelmina International, Inc.s Stock Is Going Strong Have Financials A Role To Play | 09/20/2024 |
6 | Disposition of 23710 shares by Omni Retail Enterprises, Llc of Wilhelmina at 4.5566 subject to Rule 16b-3 | 09/24/2024 |
7 | Disposition of 1040 shares by Omni Retail Enterprises, Llc of Wilhelmina at 4.0 subject to Rule 16b-3 | 10/07/2024 |
8 | Disposition of 1000 shares by Omni Retail Enterprises, Llc of Wilhelmina at 4.15 subject to Rule 16b-3 | 10/08/2024 |
9 | Disposition of 1000 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.9854 subject to Rule 16b-3 | 10/10/2024 |
10 | Disposition of 100 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.9372 subject to Rule 16b-3 | 10/11/2024 |
11 | Disposition of 383 shares by Omni Retail Enterprises, Llc of Wilhelmina at 4.04 subject to Rule 16b-3 | 10/14/2024 |
12 | Disposition of tradable shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.89 subject to Rule 16b-3 | 10/15/2024 |
13 | Disposition of 300 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.9601 subject to Rule 16b-3 | 10/16/2024 |
14 | Disposition of 100 shares by Omni Holdings Management, Llc of Wilhelmina at 5.06 subject to Rule 16b-3 | 10/18/2024 |
15 | Disposition of 55000 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.3653 subject to Rule 16b-3 | 10/28/2024 |
16 | Returns On Capital At Wilhelmina International Paint A Concerning Picture | 11/05/2024 |
17 | Disposition of 896 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.3 subject to Rule 16b-3 | 11/08/2024 |
18 | Disposition of 10000 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.5 subject to Rule 16b-3 | 11/12/2024 |
19 | Disposition of 1000 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.457 subject to Rule 16b-3 | 11/13/2024 |
20 | Wilhelmina International sees 532,125 in stock sales by Omni Retail | 11/14/2024 |
21 | Disposition of 800 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.2849 subject to Rule 16b-3 | 11/15/2024 |
22 | Wilhelmina international stock sales by Omni retail reach 189,563 - Investing.com India | 11/18/2024 |
23 | Disposition of 342650 shares by Omni Retail Enterprises, Llc of Wilhelmina at 3.6 subject to Rule 16b-3 | 11/20/2024 |
24 | Wilhelmina International sees 1.23 million stock sale by Omni Retail | 11/22/2024 |
About Wilhelmina 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 Wilhelmina or other stocks. Alpha measures the amount that position in Wilhelmina 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0221 | 0.0253 | Price To Sales Ratio | 1.23 | 1.17 |
Wilhelmina Upcoming Company Events
As portrayed in its financial statements, the presentation of Wilhelmina's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Wilhelmina's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Wilhelmina's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Wilhelmina. Please utilize our Beneish M Score to check the likelihood of Wilhelmina's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Align your risk with return expectations
Check out Wilhelmina Backtesting, Wilhelmina Valuation, Wilhelmina Correlation, Wilhelmina Hype Analysis, Wilhelmina Volatility, Wilhelmina History and analyze Wilhelmina Performance. To learn how to invest in Wilhelmina Stock, please use our How to Invest in Wilhelmina guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Wilhelmina 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.