Westinghouse Air Brake Stock Alpha and Beta Analysis
| WAB Stock | USD 160.95 12.63 7.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Westinghouse Air Brake. It also helps investors analyze the systematic and unsystematic risks associated with investing in Westinghouse Air over a specified time horizon. Remember, high Westinghouse Air'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 Westinghouse Air's market risk premium analysis include:
Beta 1.38 | Alpha (0.02) | Risk 2.28 | Sharpe Ratio (0.11) | Expected Return (0.25) |
Westinghouse Air 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.
Westinghouse |
Westinghouse Air Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Westinghouse Air market risk premium is the additional return an investor will receive from holding Westinghouse Air 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 Westinghouse Air. 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 Westinghouse Air's performance over market.| α | -0.02 | β | 1.38 |
Westinghouse Air 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 Westinghouse Air's Buy-and-hold return. Our buy-and-hold chart shows how Westinghouse Air performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Westinghouse Air Market Price Analysis
Market price analysis indicators help investors to evaluate how Westinghouse Air stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Westinghouse Air shares will generate the highest return on investment. By understating and applying Westinghouse Air stock market price indicators, traders can identify Westinghouse Air position entry and exit signals to maximize returns.
Westinghouse Air Return and Market Media
The median price of Westinghouse Air for the period between Mon, Jan 6, 2025 and Sun, Apr 6, 2025 is 188.86 with a coefficient of variation of 5.94. The daily time series for the period is distributed with a sample standard deviation of 11.32, arithmetic mean of 190.62, and mean deviation of 9.3. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 01/29/2025 |
2 | Acquisition by Ann Klee of 1165 shares of Westinghouse Air subject to Rule 16b-3 | 02/14/2025 |
3 | Disposition of 170 shares by Rafael Santana of Westinghouse Air at 183.6254 subject to Rule 16b-3 | 02/27/2025 |
| Westinghouse Air dividend paid on 7th of March 2025 | 03/07/2025 |
4 | Cameco Co. Position Raised by Bowen Hanes Co. Inc. | 03/13/2025 |
5 | Westinghouse and Urenco Sign First Agreement to Support Fuel for eVinci Microreactors | 03/18/2025 |
6 | Chesapeake Capital Corp IL Makes New Investment in Cameco Co. | 03/19/2025 |
7 | Is Cameco Corporation the Best Nuclear Power Stock to Buy Now | 03/20/2025 |
8 | Wabtec Corporation to Acquire Dellner Couplers for 960 Million | 03/21/2025 |
9 | Wabtec Corporation to Announce Q1 2025 Financial Results | 03/26/2025 |
10 | 100 Invested In This Stock 15 Years Ago Would Be Worth This Much Today | 03/28/2025 |
11 | Disposition of 256 shares by Rafael Santana of Westinghouse Air at 186.0752 subject to Rule 16b-3 | 04/02/2025 |
12 | Wabtec An Industrial Leader Facing Growth Headwinds | 04/04/2025 |
About Westinghouse Air 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 Westinghouse or other stocks. Alpha measures the amount that position in Westinghouse Air Brake 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 | 0.006104 | 0.005421 | 0.004241 | 0.002424 | Price To Sales Ratio | 2.17 | 2.34 | 3.18 | 3.34 |
Westinghouse Air Upcoming Company Events
As portrayed in its financial statements, the presentation of Westinghouse Air's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Westinghouse Air's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Westinghouse Air's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Westinghouse Air. Please utilize our Beneish M Score to check the likelihood of Westinghouse Air's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Westinghouse Air Backtesting, Westinghouse Air Valuation, Westinghouse Air Correlation, Westinghouse Air Hype Analysis, Westinghouse Air Volatility, Westinghouse Air History and analyze Westinghouse Air Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Westinghouse Air 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.