(WAL) Western Alliance - Ratings and Ratios
Deposits, Commercial Loans, Real Estate Loans, Treasury Services, Mortgages
EPS (Earnings per Share)
Revenue
| Risk via 10d forecast | |
|---|---|
| Volatility | 47.2% |
| Value at Risk 5%th | 67.0% |
| Relative Tail Risk | -13.70% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.30 |
| Alpha | -34.40 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.428 |
| Beta | 1.500 |
| Beta Downside | 1.641 |
| Drawdowns 3y | |
|---|---|
| Max DD | 77.31% |
| Mean DD | 22.32% |
| Median DD | 18.48% |
Description: WAL Western Alliance November 04, 2025
Western Alliance Bancorporation (NYSE: WAL) is a bank holding company headquartered in Phoenix, Arizona, that operates Western Alliance Bank across Arizona, California, and Nevada. The business is split into Commercial and Consumer segments, offering a full suite of deposit products (checking, savings, money-market, CDs, demand deposits) and treasury-management services, as well as a broad array of loan products ranging from working-capital lines and technology-company financing to commercial-real-estate, construction, and consumer loans.
Beyond traditional banking, the firm holds investment securities, municipal and non-profit loans, and participates in low-income-housing tax-credit projects and Small Business Investment Company (SBIC) investments. These ancillary assets add diversification but also introduce exposure to policy-driven credit risk, especially in the affordable-housing sector.
Key recent metrics (as of Q3 2024) include a net interest margin of roughly 3.6%-slightly above the regional-bank average of 3.4%-and loan growth of 7% YoY, driven primarily by commercial-real-estate and technology-sector lending. Deposit balances have risen 5% YoY, reflecting continued inflows amid a high-interest-rate environment, while the loan-to-deposit ratio sits near 78%, indicating a relatively conservative funding profile.
Sector-wide, regional banks like WAL are sensitive to Federal Reserve policy cycles; the current 5.25%–5.50% policy rate supports net interest income but also pressures credit quality in rate-sensitive commercial-real-estate portfolios. Monitoring the Fed’s stance on inflation and any potential easing in 2025 will be critical to assessing WAL’s earnings trajectory.
For a deeper quantitative assessment, you may find ValueRay’s platform useful for modeling WAL’s risk-adjusted returns.
WAL Stock Overview
| Market Cap in USD | 8,152m |
| Sub-Industry | Regional Banks |
| IPO / Inception | 2005-06-30 |
| Return 12m vs S&P 500 | -25.7% |
| Analyst Rating | 4.53 of 5 |
WAL Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 2.11% |
| Yield on Cost 5y | 3.23% |
| Yield CAGR 5y | 10.48% |
| Payout Consistency | 100.0% |
| Payout Ratio | 20.1% |
WAL Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 5.27% |
| CAGR/Max DD Calmar Ratio | 0.07 |
| CAGR/Mean DD Pain Ratio | 0.24 |
| Current Volume | 1042.7k |
| Average Volume | 954.6k |
Piotroski VR‑10 (Strict, 0-10) 4.0
| Net Income (899.8m TTM) > 0 and > 6% of Revenue (6% = 303.5m TTM) |
| FCFTA -0.04 (>2.0%) and ΔFCFTA -1.33pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue -1490 % (prev -1262 %; Δ -227.7pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA -0.04 (>3.0%) and CFO -3.23b <= Net Income 899.8m (YES >=105%, WARN >=100%) |
| Net Debt (-1.05b) to EBITDA (1.22b) ratio: -0.86 <= 3.0 (WARN <= 3.5) |
| Current Ratio 0.07 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (109.8m) change vs 12m ago 0.27% (target <= -2.0% for YES) |
| Gross Margin 62.89% (prev 59.30%; Δ 3.59pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 5.92% (prev 6.13%; Δ -0.21pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 0.60 (EBITDA TTM 1.22b / Interest Expense TTM 1.85b) >= 6 (WARN >= 3) |
Altman Z'' -5.07
| (A) -0.83 = (Total Current Assets 5.76b - Total Current Liabilities 81.11b) / Total Assets 90.97b |
| (B) 0.06 = Retained Earnings (Balance) 5.37b / Total Assets 90.97b |
| (C) 0.01 = EBIT TTM 1.10b / Avg Total Assets 85.53b |
| (D) 0.09 = Book Value of Equity 7.10b / Total Liabilities 83.28b |
| Total Rating: -5.07 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 43.68
| 1. Piotroski 4.0pt = -1.0 |
| 2. FCF Yield -46.79% = -5.0 |
| 3. FCF Margin -65.69% = -7.50 |
| 4. Debt/Equity 0.64 = 2.30 |
| 5. Debt/Ebitda -0.86 = 2.50 |
| 6. ROIC - WACC (= -3.02)% = -3.77 |
| 7. RoE 12.79% = 1.07 |
| 8. Rev. Trend 81.50% = 6.11 |
| 9. EPS Trend -20.56% = -1.03 |
What is the price of WAL shares?
Over the past week, the price has changed by -6.99%, over one month by -1.38%, over three months by -10.28% and over the past year by -15.56%.
Is WAL a buy, sell or hold?
- Strong Buy: 9
- Buy: 5
- Hold: 1
- Sell: 0
- Strong Sell: 0
What are the forecasts/targets for the WAL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 100.2 | 35.4% |
| Analysts Target Price | 100.2 | 35.4% |
| ValueRay Target Price | 74.9 | 1.2% |
WAL Fundamental Data Overview November 18, 2025
P/E Trailing = 9.1298
P/E Forward = 7.5131
P/S = 2.5559
P/B = 1.2112
P/EG = 1.84
Beta = 1.369
Revenue TTM = 5.06b USD
EBIT TTM = 1.10b USD
EBITDA TTM = 1.22b USD
Long Term Debt = 3.58b USD (from longTermDebt, last quarter)
Short Term Debt = 3.86b USD (from shortTermDebt, last quarter)
Debt = 4.71b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = -1.05b USD (from netDebt column, last quarter)
Enterprise Value = 7.10b USD (8.15b + Debt 4.71b - CCE 5.76b)
Interest Coverage Ratio = 0.60 (Ebit TTM 1.10b / Interest Expense TTM 1.85b)
FCF Yield = -46.79% (FCF TTM -3.32b / Enterprise Value 7.10b)
FCF Margin = -65.69% (FCF TTM -3.32b / Revenue TTM 5.06b)
Net Margin = 17.79% (Net Income TTM 899.8m / Revenue TTM 5.06b)
Gross Margin = 62.89% ((Revenue TTM 5.06b - Cost of Revenue TTM 1.88b) / Revenue TTM)
Gross Margin QoQ = 69.39% (prev 61.87%)
Tobins Q-Ratio = 0.08 (Enterprise Value 7.10b / Total Assets 90.97b)
Interest Expense / Debt = 10.09% (Interest Expense 475.1m / Debt 4.71b)
Taxrate = 16.99% (53.3m / 313.8m)
NOPAT = 915.7m (EBIT 1.10b * (1 - 16.99%))
Current Ratio = 0.07 (Total Current Assets 5.76b / Total Current Liabilities 81.11b)
Debt / Equity = 0.64 (Debt 4.71b / totalStockholderEquity, last quarter 7.40b)
Debt / EBITDA = -0.86 (Net Debt -1.05b / EBITDA 1.22b)
Debt / FCF = 0.32 (negative FCF - burning cash) (Net Debt -1.05b / FCF TTM -3.32b)
Total Stockholder Equity = 7.04b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.99% (Net Income 899.8m / Total Assets 90.97b)
RoE = 12.79% (Net Income TTM 899.8m / Total Stockholder Equity 7.04b)
RoCE = 10.39% (EBIT 1.10b / Capital Employed (Equity 7.04b + L.T.Debt 3.58b))
RoIC = 7.37% (NOPAT 915.7m / Invested Capital 12.43b)
WACC = 10.38% (E(8.15b)/V(12.86b) * Re(11.54%) + D(4.71b)/V(12.86b) * Rd(10.09%) * (1-Tc(0.17)))
Discount Rate = 11.54% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: 100.0 | Cagr: 0.50%
Fair Price DCF = unknown (Cash Flow -3.32b)
EPS Correlation: -20.56 | EPS CAGR: -7.57% | SUE: 0.32 | # QB: 0
Revenue Correlation: 81.50 | Revenue CAGR: 9.82% | SUE: 0.48 | # QB: 0
Additional Sources for WAL Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle