Woori Financial Group Stock Alpha and Beta Analysis
| WF Stock | USD 33.97 0.09 0.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Woori Financial Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Woori Financial over a specified time horizon. Remember, high Woori Financial'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 Woori Financial's market risk premium analysis include:
Beta 1.13 | Alpha (0.06) | Risk 1.95 | Sharpe Ratio 0.0677 | Expected Return 0.13 |
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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.
Woori |
Woori Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Woori Financial market risk premium is the additional return an investor will receive from holding Woori Financial 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 Woori Financial. 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 Woori Financial's performance over market.| α | -0.06 | β | 1.13 |
Woori Financial 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 Woori Financial's Buy-and-hold return. Our buy-and-hold chart shows how Woori Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Woori Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Woori Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Woori Financial shares will generate the highest return on investment. By understating and applying Woori Financial stock market price indicators, traders can identify Woori Financial position entry and exit signals to maximize returns.
Woori Financial Return and Market Media
The median price of Woori Financial for the period between Tue, Aug 6, 2024 and Mon, Nov 4, 2024 is 35.73 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 35.41, and mean deviation of 1.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Woori Financial dividend paid on 15th of August 2024 | 08/15/2024 |
1 | Woori Financial head vows to comply with FSS, prosecution sanctions on unethical loans | 08/28/2024 |
2 | Woori Financial Group Inc Shares Gap Down to 33.42 on Sep 11 | 09/11/2024 |
3 | Top Dividend Stocks On KRX You Should Know | 09/19/2024 |
4 | Samsung to collaborate with financial watchdog, lenders on climate initiatives | 09/24/2024 |
5 | Why Woori Bank is a Great Dividend Stock Right Now | 09/26/2024 |
6 | Woori Financial Group Inc Shares Up 3.77 percent on Oct 14 | 10/14/2024 |
7 | Earnings call Woori Financial Group reports robust Q3 performance | 10/25/2024 |
8 | ANNIVERSARY Foreign residents in Korea frustrated over inconvenient online financial services | 10/29/2024 |
About Woori Financial 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 Woori or other stocks. Alpha measures the amount that position in Woori Financial Group 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 | 2024 (projected) | Dividend Yield | 0.0629 | 0.0971 | Price To Sales Ratio | 0.96 | 0.37 |
Woori Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Woori Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Woori Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Woori Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Woori Financial. Please utilize our Beneish M Score to check the likelihood of Woori Financial's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 21st of May 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 Woori Financial Backtesting, Woori Financial Valuation, Woori Financial Correlation, Woori Financial Hype Analysis, Woori Financial Volatility, Woori Financial History and analyze Woori Financial Performance. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Woori Financial 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.