WiseTech Global (Australia) Alpha and Beta Analysis
| WTC Stock | 84.98 0.29 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WiseTech Global Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in WiseTech Global over a specified time horizon. Remember, high WiseTech Global'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 WiseTech Global's market risk premium analysis include:
Beta 0.15 | Alpha (0.60) | Risk 3.1 | Sharpe Ratio (0.16) | Expected Return (0.49) |
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.
WiseTech |
WiseTech Global Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WiseTech Global market risk premium is the additional return an investor will receive from holding WiseTech Global 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 WiseTech Global. 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 WiseTech Global's performance over market.| α | -0.6 | β | 0.15 |
WiseTech Global 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 WiseTech Global's Buy-and-hold return. Our buy-and-hold chart shows how WiseTech Global performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.WiseTech Global Market Price Analysis
Market price analysis indicators help investors to evaluate how WiseTech Global stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WiseTech Global shares will generate the highest return on investment. By understating and applying WiseTech Global stock market price indicators, traders can identify WiseTech Global position entry and exit signals to maximize returns.
WiseTech Global Return and Market Media
The median price of WiseTech Global for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 121.55 with a coefficient of variation of 12.28. The daily time series for the period is distributed with a sample standard deviation of 14.15, arithmetic mean of 115.2, and mean deviation of 11.45. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | WiseTech Global Releases 38,516 Shares from Escrow - TipRanks | 01/20/2025 |
2 | WiseTech Global Limited Announces Changes to its Board and Committee Composition - Marketscreener.com | 02/26/2025 |
3 | WiseTech Global Seeks Shareholder Views on Governance -March 13, 2025 at 0556 pm EDT - Marketscreener.com | 03/13/2025 |
About WiseTech Global 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 WiseTech or other stocks. Alpha measures the amount that position in WiseTech Global 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.
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 WiseTech Global 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, WiseTech Global's short interest history, or implied volatility extrapolated from WiseTech Global options trading.
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Additional Tools for WiseTech Stock Analysis
When running WiseTech Global's price analysis, check to measure WiseTech Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy WiseTech Global is operating at the current time. Most of WiseTech Global's value examination focuses on studying past and present price action to predict the probability of WiseTech Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move WiseTech Global's price. Additionally, you may evaluate how the addition of WiseTech Global to your portfolios can decrease your overall portfolio volatility.