Winpak Stock Alpha and Beta Analysis
| WPK Stock | CAD 39.15 0.35 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Winpak. It also helps investors analyze the systematic and unsystematic risks associated with investing in Winpak over a specified time horizon. Remember, high Winpak'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 Winpak's market risk premium analysis include:
Beta 0.12 | Alpha (0.26) | Risk 1.29 | Sharpe Ratio (0.18) | Expected Return (0.23) |
Winpak Quarterly Cash And Equivalents |
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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.
Winpak |
Winpak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Winpak market risk premium is the additional return an investor will receive from holding Winpak 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 Winpak. 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 Winpak's performance over market.| α | -0.26 | β | 0.12 |
Winpak 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 Winpak's Buy-and-hold return. Our buy-and-hold chart shows how Winpak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Winpak Market Price Analysis
Market price analysis indicators help investors to evaluate how Winpak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Winpak shares will generate the highest return on investment. By understating and applying Winpak stock market price indicators, traders can identify Winpak position entry and exit signals to maximize returns.
Winpak Return and Market Media
The median price of Winpak for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 44.45 with a coefficient of variation of 5.58. The daily time series for the period is distributed with a sample standard deviation of 2.43, arithmetic mean of 43.48, and mean deviation of 1.92. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Winpak Ltd. Achieves Silver Medal Recognition for Sustainability - TipRanks | 01/30/2025 |
2 | February 2025s Undervalued Small Caps With Insider Action On TSX - Simply Wall St | 02/07/2025 |
3 | Winpak Scores Highly in Carbon Disclosure Assessment -February 25, 2025 at 1135 am EST - Marketscreener.com | 02/25/2025 |
4 | Winpak Ltd. Declares Quarterly Dividend of 0.05 - MarketBeat | 02/28/2025 |
5 | When Moves Investors should Listen - Stock Traders Daily | 03/14/2025 |
About Winpak 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 Winpak or other stocks. Alpha measures the amount that position in Winpak 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 (projected) | Inventory Turnover | 2.95 | 3.67 | 3.07 | ROIC | 0.0948 | 0.0902 | 0.0972 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Winpak in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Winpak's short interest history, or implied volatility extrapolated from Winpak options trading.
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Other Information on Investing in Winpak Stock
Winpak financial ratios help investors to determine whether Winpak Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Winpak with respect to the benefits of owning Winpak security.