Jeld Wen Holding Stock Alpha and Beta Analysis
| JELD Stock | USD 10.81 0.11 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jeld Wen Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jeld Wen over a specified time horizon. Remember, high Jeld Wen'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 Jeld Wen's market risk premium analysis include:
Beta 1.51 | Alpha (0.49) | Risk 4.71 | Sharpe Ratio (0.05) | Expected Return (0.25) |
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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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Jeld Wen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jeld Wen market risk premium is the additional return an investor will receive from holding Jeld Wen 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 Jeld Wen. 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 Jeld Wen's performance over market.| α | -0.49 | β | 1.51 |
Jeld Wen 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 Jeld Wen's Buy-and-hold return. Our buy-and-hold chart shows how Jeld Wen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jeld Wen Market Price Analysis
Market price analysis indicators help investors to evaluate how Jeld Wen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jeld Wen shares will generate the highest return on investment. By understating and applying Jeld Wen stock market price indicators, traders can identify Jeld Wen position entry and exit signals to maximize returns.
Jeld Wen Return and Market Media
The median price of Jeld Wen for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 14.24 with a coefficient of variation of 15.07. The daily time series for the period is distributed with a sample standard deviation of 2.07, arithmetic mean of 13.77, and mean deviation of 1.72. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Hilton Michael F of 7153 shares of Jeld Wen subject to Rule 16b-3 | 09/17/2024 |
2 | Disposition of 1599 shares by Peggie Bolan of Jeld Wen at 19.38 subject to Rule 16b-3 | 09/27/2024 |
3 | Acquisition by Cynthia Marshall of 11895 shares of Jeld Wen subject to Rule 16b-3 | 10/21/2024 |
4 | JELD-WEN Holding Inc Q3 2024 Earnings Report Preview What To Expect | 11/04/2024 |
5 | JELD JELD-WEN Stock Drops After Weak Q3 Earnings | 11/05/2024 |
6 | JELD-WEN Holding Inc Q3 2024 Earnings Call Highlights Navigating Challenges with ... | 11/06/2024 |
7 | Acquisition by Turtle Creek Asset Management Inc. of 60000 shares of Jeld Wen at 10.4751 subject to Rule 16b-3 | 11/07/2024 |
8 | Acquisition by Halligan Catherine Ann of 7153 shares of Jeld Wen subject to Rule 16b-3 | 11/08/2024 |
9 | JELD-WEN Holding Inc Shares Up 2.96 percent on Nov 22 | 11/22/2024 |
10 | JELD-WEN Holding Inc Shares Gap Down to 10.77 on Nov 26 | 11/26/2024 |
About Jeld Wen 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 Jeld or other stocks. Alpha measures the amount that position in Jeld Wen Holding 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) | Days Sales Outstanding | 42.23 | 38.75 | 43.81 | 32.04 | PTB Ratio | 3.02 | 1.15 | 1.89 | 1.79 |
Jeld Wen Upcoming Company Events
As portrayed in its financial statements, the presentation of Jeld Wen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jeld Wen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jeld Wen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jeld Wen. Please utilize our Beneish M Score to check the likelihood of Jeld Wen's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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 Jeld Wen Backtesting, Jeld Wen Valuation, Jeld Wen Correlation, Jeld Wen Hype Analysis, Jeld Wen Volatility, Jeld Wen History and analyze Jeld Wen Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Jeld Wen 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.