Willis Lease Finance Stock Alpha and Beta Analysis

WLFC Stock  USD 175.91  9.64  5.80%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Willis Lease Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Willis Lease over a specified time horizon. Remember, high Willis Lease'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 Willis Lease's market risk premium analysis include:
Beta
0.94
Alpha
(0.11)
Risk
3.67
Sharpe Ratio
(0.08)
Expected Return
(0.28)
Please note that although Willis Lease 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, Willis Lease did 0.11  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 Willis Lease Finance stock's relative risk over its benchmark. Willis Lease Finance has a beta of 0.94  . Willis Lease returns are very sensitive to returns on the market. As the market goes up or down, Willis Lease is expected to follow. At present, Willis Lease's Tangible Book Value Per Share is projected to increase significantly based on the last few years of reporting. The current year's Price Book Value Ratio is expected to grow to 2.59, whereas Enterprise Value Over EBITDA is forecasted to decline to 3.70.

Enterprise Value

233.29 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 Willis Lease Backtesting, Willis Lease Valuation, Willis Lease Correlation, Willis Lease Hype Analysis, Willis Lease Volatility, Willis Lease History and analyze Willis Lease Performance.

Willis Lease Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Willis Lease market risk premium is the additional return an investor will receive from holding Willis Lease 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 Willis Lease. 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 Willis Lease's performance over market.
α-0.11   β0.94

Willis Lease 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 Willis Lease's Buy-and-hold return. Our buy-and-hold chart shows how Willis Lease performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Willis Lease Market Price Analysis

Market price analysis indicators help investors to evaluate how Willis Lease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Willis Lease shares will generate the highest return on investment. By understating and applying Willis Lease stock market price indicators, traders can identify Willis Lease position entry and exit signals to maximize returns.

Willis Lease Return and Market Media

The median price of Willis Lease for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 199.36 with a coefficient of variation of 6.65. The daily time series for the period is distributed with a sample standard deviation of 13.16, arithmetic mean of 197.83, and mean deviation of 9.63. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 103 shares by Willis Charles F Iv of Willis Lease at 213.7229 subject to Rule 16b-3
12/13/2024
2
Willis Lease Finance Corp Announces 200 Million Engine Purchase from Pratt Whitney
12/19/2024
3
Acquisition by Austin Willis of tradable shares of Willis Lease subject to Rule 16b-3
12/26/2024
4
Disposition of 3000 shares by Mckeating Rae Ann of Willis Lease subject to Rule 16b-3
12/31/2024
5
Willis Lease Finance declares 0.25 dividend
01/24/2025
6
Acquisition by Brian Hole of 205 shares of Willis Lease at 87.21 subject to Rule 16b-3
01/31/2025
7
Disposition of 300 shares by Austin Willis of Willis Lease at 194.55 subject to Rule 16b-3
02/03/2025
8
Willis Lease Finance Corporation Announces Timing of Fourth Quarter and Full Year 2024 ...
02/10/2025
9
Q4 Earnings Scorecard and Fresh Analyst Reports for NVIDIA, Exxon ServiceNow
02/11/2025
10
The Zacks Analyst Blog NVIDIA, Exxon Mobil, ServiceNow and Willis Lease Finance
02/12/2025
11
Disposition of 100 shares by Austin Willis of Willis Lease at 190.1425 subject to Rule 16b-3
02/13/2025
 
Willis Lease dividend paid on 21st of February 2025
02/21/2025
12
Disposition of 314 shares by Austin Willis of Willis Lease at 209.7728 subject to Rule 16b-3
03/03/2025
13
Disposition of 332 shares by Austin Willis of Willis Lease at 206.0027 subject to Rule 16b-3
03/05/2025
14
Disposition of 222 shares by Austin Willis of Willis Lease at 212.5721 subject to Rule 16b-3
03/07/2025
15
Record Results for Willis Lease Finance Corporation in 2024
03/10/2025
16
Willis Lease Finance Full Year 2024 Earnings Beats Expectations
03/11/2025
17
Willis Lease Finance Stock Down 9 percent Despite Q4 Earnings Rising YY
03/13/2025

About Willis Lease 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 Willis or other stocks. Alpha measures the amount that position in Willis Lease Finance 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 Yield0.0091220.01050.0079020.007507
Price To Sales Ratio1.150.762.382.5

Willis Lease Upcoming Company Events

As portrayed in its financial statements, the presentation of Willis Lease's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Willis Lease's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Willis Lease's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Willis Lease. Please utilize our Beneish M Score to check the likelihood of Willis Lease's management manipulating its earnings.
14th 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

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 Willis Lease Finance offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Willis Lease's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Willis Lease Finance Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Willis Lease Finance Stock:
Willis Lease 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 Willis Lease technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Willis Lease 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...