William Penn Bancorp Stock Alpha and Beta Analysis
| WMPN Stock | USD 11.69 0.08 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as William Penn Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in William Penn over a specified time horizon. Remember, high William Penn'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 William Penn's market risk premium analysis include:
Beta (0.14) | Alpha (0.08) | Risk 0.76 | Sharpe Ratio (0.11) | Expected Return (0.08) |
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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.
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William Penn Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. William Penn market risk premium is the additional return an investor will receive from holding William Penn 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 William Penn. 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 William Penn's performance over market.| α | -0.08 | β | -0.14 |
William Penn 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 William Penn's Buy-and-hold return. Our buy-and-hold chart shows how William Penn performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.William Penn Market Price Analysis
Market price analysis indicators help investors to evaluate how William Penn stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading William Penn shares will generate the highest return on investment. By understating and applying William Penn stock market price indicators, traders can identify William Penn position entry and exit signals to maximize returns.
William Penn Return and Market Media
The median price of William Penn for the period between Fri, Mar 22, 2024 and Thu, Jun 20, 2024 is 12.12 with a coefficient of variation of 1.47. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 12.11, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Molden Christopher Matthew of 9480 shares of William Penn at 12.44 subject to Rule 16b-3 | 03/25/2024 |
2 | William Penn Bancorporation Shares Down 1.3 percent - Defense World | 03/26/2024 |
3 | William Penn Bancorp declares 0.03 dividend | 04/17/2024 |
4 | William Penn Bancorporation Plans Quarterly Dividend of 0.03 - MarketBeat | 04/19/2024 |
5 | William Penn Bancorporation Third Quarter 2024 Earnings EPS Beats Expectations, Revenues Lag | 04/23/2024 |
6 | Acquisition by Alan Turner of 100 shares of William Penn at 11.43 subject to Rule 16b-3 | 05/02/2024 |
| William Penn dividend paid on 9th of May 2024 | 05/09/2024 |
7 | Acquisition by Carmody Donald Michael Jr. of 2781 shares of William Penn subject to Rule 16b-3 | 05/10/2024 |
8 | William Penn Bank Hires Jeannine Cimino as Executive Vice President and Chief Retail Officer - Barchart | 05/16/2024 |
9 | Disposition of 25280 shares by Kenneth Stephon of William Penn subject to Rule 16b-3 | 05/17/2024 |
10 | William Penn Bancorporation Short Interest Down 72.4 percent in May - MarketBeat | 05/28/2024 |
11 | Disposition of 2780 shares by Davis Glenn of William Penn subject to Rule 16b-3 | 06/18/2024 |
About William Penn 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 William or other stocks. Alpha measures the amount that position in William Penn Bancorp 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 | 0.0308 | 0.0123 | 0.0111 | 0.00824 | Price To Sales Ratio | 6.65 | 5.22 | 6.0 | 5.7 |
William Penn Upcoming Company Events
As portrayed in its financial statements, the presentation of William Penn's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, William Penn's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of William Penn's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of William Penn. Please utilize our Beneish M Score to check the likelihood of William Penn's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 17th of July 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Information and Resources on Investing in William Stock
When determining whether William Penn Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of William Penn's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of William Penn Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on William Penn Bancorp Stock:Check out William Penn Backtesting, William Penn Valuation, William Penn Correlation, William Penn Hype Analysis, William Penn Volatility, William Penn History and analyze William Penn Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
William Penn 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.