Watts Water Technologies Stock Alpha and Beta Analysis
| WTS Stock | USD 215.79 1.13 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Watts Water Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Watts Water over a specified time horizon. Remember, high Watts Water'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 Watts Water's market risk premium analysis include:
Beta 1.43 | Alpha (0.01) | Risk 1.44 | Sharpe Ratio 0.13 | Expected Return 0.18 |
Watts Water Quarterly Cash And Equivalents |
|
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.
Watts |
Watts Water Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Watts Water market risk premium is the additional return an investor will receive from holding Watts Water 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 Watts Water. 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 Watts Water's performance over market.| α | -0.01 | β | 1.43 |
Watts Water 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 Watts Water's Buy-and-hold return. Our buy-and-hold chart shows how Watts Water performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Watts Water Market Price Analysis
Market price analysis indicators help investors to evaluate how Watts Water stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Watts Water shares will generate the highest return on investment. By understating and applying Watts Water stock market price indicators, traders can identify Watts Water position entry and exit signals to maximize returns.
Watts Water Return and Market Media
The median price of Watts Water for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 205.34 with a coefficient of variation of 3.68. The daily time series for the period is distributed with a sample standard deviation of 7.45, arithmetic mean of 202.76, and mean deviation of 6.33. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Watts Water dividend paid on 13th of September 2024 | 09/13/2024 |
1 | IQ EQ FUND MANAGEMENT IRELAND Ltd Lowers Stake in Watts Water Technologies, Inc. | 10/17/2024 |
2 | Watts Waters Q3 Earnings Beat Estimates on Steady Revenue Growth | 10/31/2024 |
3 | Disposition of 5000 shares by Horne Timothy P of Watts Water at 214.52 subject to Rule 16b-3 | 11/06/2024 |
4 | Insider Sale CFO Shashank Patel Sells Shares of Watts Water Technologies Inc | 11/12/2024 |
5 | Why Watts Water is a Top Value Stock for the Long-Term | 11/13/2024 |
6 | Forbidden Planet Warner Bros Remake Brian K. Vaughan Emma Watts Sci-fi | 11/15/2024 |
7 | Is It Too Late To Consider Buying Watts Water Technologies, Inc. | 11/18/2024 |
8 | Heres Why Watts Water is a Strong Growth Stock | 11/21/2024 |
9 | Watts Water Technologies, Inc. to Issue Quarterly Dividend of 0.43 on December 13th | 11/27/2024 |
10 | Watts Water Up 12.9 percent Since Last Earnings Report Can It Continue | 11/29/2024 |
About Watts Water 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 Watts or other stocks. Alpha measures the amount that position in Watts Water Technologies 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 | 0.005226 | 0.008063 | 0.006682 | 0.0131 | Price To Sales Ratio | 3.63 | 2.47 | 3.38 | 3.55 |
Watts Water Upcoming Company Events
As portrayed in its financial statements, the presentation of Watts Water's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Watts Water's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Watts Water's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Watts Water. Please utilize our Beneish M Score to check the likelihood of Watts Water's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Watts Water
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
Additional Tools for Watts Stock Analysis
When running Watts Water's price analysis, check to measure Watts Water's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Watts Water is operating at the current time. Most of Watts Water's value examination focuses on studying past and present price action to predict the probability of Watts Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Watts Water's price. Additionally, you may evaluate how the addition of Watts Water to your portfolios can decrease your overall portfolio volatility.