Woodward Stock Alpha and Beta Analysis
| WWD Stock | USD 179.05 8.24 4.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Woodward. It also helps investors analyze the systematic and unsystematic risks associated with investing in Woodward over a specified time horizon. Remember, high Woodward'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 Woodward's market risk premium analysis include:
Beta 1.17 | Alpha (0.02) | Risk 1.56 | Sharpe Ratio 0.13 | Expected Return 0.2 |
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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.
Woodward |
Woodward Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Woodward market risk premium is the additional return an investor will receive from holding Woodward 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 Woodward. 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 Woodward's performance over market.| α | -0.02 | β | 1.17 |
Woodward 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 Woodward's Buy-and-hold return. Our buy-and-hold chart shows how Woodward performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Woodward Market Price Analysis
Market price analysis indicators help investors to evaluate how Woodward stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Woodward shares will generate the highest return on investment. By understating and applying Woodward stock market price indicators, traders can identify Woodward position entry and exit signals to maximize returns.
Woodward Return and Market Media
The median price of Woodward for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 165.9 with a coefficient of variation of 3.3. The daily time series for the period is distributed with a sample standard deviation of 5.53, arithmetic mean of 167.48, and mean deviation of 4.33. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Woodward dividend paid on 5th of September 2024 | 09/05/2024 |
1 | Michael Kors Owner Capri Sees Business Fall Further as Revenues Drop16.4 | 11/07/2024 |
2 | Interparfums SA Poised to Launch Private Label FragranceLine | 11/13/2024 |
3 | Giving his middle finger to the American people Bob Woodward reacts to Trump cabinet picks | 11/19/2024 |
4 | E.l.f. Beauty Rubbishes Short SellersClaims | 11/21/2024 |
5 | Woodward Inc Q4 2024 Everything You Need to Know Ahead of Earnings | 11/22/2024 |
6 | Woodward Q4 Earnings Taking a Look at Key Metrics Versus Estimates | 11/25/2024 |
7 | Why Woodward Rallied Today | 11/26/2024 |
8 | Detroits Thanksgiving Day Parade Everything You Need To Know | 11/27/2024 |
About Woodward 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 Woodward or other stocks. Alpha measures the amount that position in Woodward 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00911 | 0.006855 | 0.005657 | 0.005374 | Price To Sales Ratio | 2.07 | 2.55 | 3.1 | 3.25 |
Woodward Upcoming Company Events
As portrayed in its financial statements, the presentation of Woodward's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Woodward's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Woodward's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Woodward. Please utilize our Beneish M Score to check the likelihood of Woodward's management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Woodward
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Align your risk with return expectations
Check out Woodward Backtesting, Woodward Valuation, Woodward Correlation, Woodward Hype Analysis, Woodward Volatility, Woodward History and analyze Woodward Performance. For information on how to trade Woodward Stock refer to our How to Trade Woodward Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Woodward 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.