G Willi Food International Stock Alpha and Beta Analysis
| WILC Stock | USD 14.55 0.32 2.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as G Willi Food International. It also helps investors analyze the systematic and unsystematic risks associated with investing in G Willi over a specified time horizon. Remember, high G Willi'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 G Willi's market risk premium analysis include:
Beta 0.21 | Alpha 0.54 | Risk 2.93 | Sharpe Ratio 0.18 | Expected Return 0.52 |
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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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G Willi Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. G Willi market risk premium is the additional return an investor will receive from holding G Willi 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 G Willi. 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 G Willi's performance over market.| α | 0.54 | β | 0.21 |
G Willi 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 G Willi's Buy-and-hold return. Our buy-and-hold chart shows how G Willi performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.G Willi Market Price Analysis
Market price analysis indicators help investors to evaluate how G Willi stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading G Willi shares will generate the highest return on investment. By understating and applying G Willi stock market price indicators, traders can identify G Willi position entry and exit signals to maximize returns.
G Willi Return and Market Media
The median price of G Willi for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 11.44 with a coefficient of variation of 8.99. The daily time series for the period is distributed with a sample standard deviation of 1.04, arithmetic mean of 11.54, and mean deviation of 0.7. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Chairman of the Board of G. Willi-Food International Zwi Williger Buys 5.8 percent More Shares | 09/26/2024 |
2 | G. Willi-Food appoints directors, renews auditor contract | 11/14/2024 |
About G Willi 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 WILC or other stocks. Alpha measures the amount that position in G Willi Food 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 (projected) | Dividend Yield | 0.0805 | 0.0774 | 0.0813 | Price To Sales Ratio | 1.37 | 0.95 | 0.9 |
G Willi Upcoming Company Events
As portrayed in its financial statements, the presentation of G Willi's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, G Willi's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of G Willi's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of G Willi. Please utilize our Beneish M Score to check the likelihood of G Willi's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with G Willi
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out G Willi Backtesting, G Willi Valuation, G Willi Correlation, G Willi Hype Analysis, G Willi Volatility, G Willi History and analyze G Willi Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
G Willi 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.