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) |
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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.
Willis |
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 | β | 0.94 |
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 Yield | 0.009122 | 0.0105 | 0.007902 | 0.007507 | Price To Sales Ratio | 1.15 | 0.76 | 2.38 | 2.5 |
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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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. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.