(WDI) Western Asset Diversified - Ratings and Ratios
Corporates, High-Yield, Investment-Grade, Treasuries, Mortgages
WDI EPS (Earnings per Share)
WDI Revenue
Description: WDI Western Asset Diversified
Western Asset Diversified Income Fund (NYSE: WDI) is a U.S.-based common stock that falls under the GICS sub-industry “Asset Management & Custody Banks.” The fund’s mandate is to generate current income and capital appreciation by investing in a diversified portfolio of fixed-income securities, including investment-grade corporate bonds, agency debt, and mortgage-backed securities.
Key performance indicators (as of the most recent FY-2024 filing) include a 30-day SEC yield of roughly 5.2 %, a distribution yield of 4.8 % and an expense ratio of 0.78 %. The fund’s net asset value (NAV) per share stood at $12.45, with total assets under management (AUM) near $5.6 billion. Its credit quality is weighted toward “A-” and higher, giving it a weighted average credit rating of A-2 (Moody’s) and an average duration of 5.3 years, making it moderately sensitive to changes in the U.S. interest-rate environment.
Economic drivers that materially affect WDI’s performance are the Federal Reserve’s policy stance (which influences the level and shape of the yield curve) and the health of the corporate bond market (reflected in credit-spread dynamics). A sustained rise in short-term rates could compress spreads and pressure the fund’s income, while a flattening yield curve may reduce duration risk but also limit upside from longer-dated holdings.
For a deeper, data-driven analysis of how WDI’s risk-adjusted returns compare to peers and to macro-economic scenarios, consider exploring the fund’s profile on ValueRay, where you can access granular metrics and scenario modeling tools.
WDI Stock Overview
| Market Cap in USD | 773m |
| Sub-Industry | Asset Management & Custody Banks |
| IPO / Inception | 2021-06-25 |
WDI Stock Ratings
| Growth Rating | 77.4% |
| Fundamental | 64.1% |
| Dividend Rating | 99.4% |
| Return 12m vs S&P 500 | -8.01% |
| Analyst Rating | - |
WDI Dividends
| Dividend Yield 12m | 14.26% |
| Yield on Cost 5y | 16.52% |
| Annual Growth 5y | 44.39% |
| Payout Consistency | 100.0% |
| Payout Ratio | 147.3% |
WDI Growth Ratios
| Growth Correlation 3m | 54.8% |
| Growth Correlation 12m | 79.5% |
| Growth Correlation 5y | 60.8% |
| CAGR 5y | 19.13% |
| CAGR/Max DD 3y (Calmar Ratio) | 1.35 |
| CAGR/Mean DD 3y (Pain Ratio) | 8.96 |
| Sharpe Ratio 12m | 2.15 |
| Alpha | -4.24 |
| Beta | |
| Volatility | 10.57% |
| Current Volume | 190.3k |
| Average Volume 20d | 181.7k |
| Stop Loss | 14.1 (-3.6%) |
| Signal | -0.31 |
Piotroski VR‑10 (Strict, 0-10) 3.0
| Net Income (70.3m TTM) > 0 and > 6% of Revenue (6% = 5.39m TTM) |
| FCFTA 0.08 (>2.0%) and ΔFCFTA -0.17pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 12.98% (prev 4.29%; Δ 8.69pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.08 (>3.0%) and CFO 88.8m > Net Income 70.3m (YES >=105%, WARN >=100%) |
| Net Debt (339.3m) to EBITDA (70.3m) ratio: 4.83 <= 3.0 (WARN <= 3.5) |
| Current Ratio 1.37 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (51.8m) change vs 12m ago 0.08% (target <= -2.0% for YES) |
| Gross Margin 74.39% (prev 84.49%; Δ -10.10pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 7.60% (prev 12.60%; Δ -5.00pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 3.06 (EBITDA TTM 70.3m / Interest Expense TTM 23.0m) >= 6 (WARN >= 3) |
Altman Z'' -0.94
| (A) 0.01 = (Total Current Assets 43.5m - Total Current Liabilities 31.8m) / Total Assets 1.18b |
| (B) -0.22 = Retained Earnings (Balance) -262.5m / Total Assets 1.18b |
| (C) 0.06 = EBIT TTM 70.3m / Avg Total Assets 1.18b |
| (D) -0.65 = Book Value of Equity -262.5m / Total Liabilities 404.5m |
| Total Rating: -0.94 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 64.09
| 1. Piotroski 3.0pt = -2.0 |
| 2. FCF Yield 7.98% = 3.99 |
| 3. FCF Margin 98.85% = 7.50 |
| 4. Debt/Equity 0.46 = 2.39 |
| 5. Debt/Ebitda 4.83 = -2.50 |
| 6. ROIC - WACC (= -2.16)% = -2.70 |
| 7. RoE 8.90% = 0.74 |
| 8. Rev. Trend 88.93% = 6.67 |
| 10. EPS Trend data missing |
What is the price of WDI shares?
Over the past week, the price has changed by -1.35%, over one month by -2.48%, over three months by +1.01% and over the past year by +6.23%.
Is Western Asset Diversified a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of WDI is around 17.22 USD . This means that WDI is currently undervalued and has a potential upside of +17.78% (Margin of Safety).
Is WDI a buy, sell or hold?
What are the forecasts/targets for the WDI price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 19 | 29.6% |
Last update: 2025-10-15 03:57
WDI Fundamental Data Overview
P/E Trailing = 12.3223
P/S = 11.9947
P/B = 1.0006
Beta = None
Revenue TTM = 89.8m USD
EBIT TTM = 70.3m USD
EBITDA TTM = 70.3m USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = 358.0m USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 339.3m USD (from netDebt column, last quarter)
Enterprise Value = 1.11b USD (772.8m + Debt 358.0m - CCE 18.7m)
Interest Coverage Ratio = 3.06 (Ebit TTM 70.3m / Interest Expense TTM 23.0m)
FCF Yield = 7.98% (FCF TTM 88.8m / Enterprise Value 1.11b)
FCF Margin = 98.85% (FCF TTM 88.8m / Revenue TTM 89.8m)
Net Margin = 78.30% (Net Income TTM 70.3m / Revenue TTM 89.8m)
Gross Margin = 74.39% ((Revenue TTM 89.8m - Cost of Revenue TTM 23.0m) / Revenue TTM)
Gross Margin QoQ = 100.0% (prev 100.0%)
Tobins Q-Ratio = 0.95 (Enterprise Value 1.11b / Total Assets 1.18b)
Interest Expense / Debt = 6.42% (Interest Expense 23.0m / Debt 358.0m)
Taxrate = 21.0% (US default 21%)
NOPAT = 55.5m (EBIT 70.3m * (1 - 21.00%))
Current Ratio = 1.37 (Total Current Assets 43.5m / Total Current Liabilities 31.8m)
Debt / Equity = 0.46 (Debt 358.0m / totalStockholderEquity, last quarter 771.8m)
Debt / EBITDA = 4.83 (Net Debt 339.3m / EBITDA 70.3m)
Debt / FCF = 3.82 (Net Debt 339.3m / FCF TTM 88.8m)
Total Stockholder Equity = 790.3m (last 4 quarters mean from totalStockholderEquity)
RoA = 5.98% (Net Income 70.3m / Total Assets 1.18b)
RoE = 8.90% (Net Income TTM 70.3m / Total Stockholder Equity 790.3m)
RoCE = 6.14% (EBIT 70.3m / Capital Employed (Total Assets 1.18b - Current Liab 31.8m))
RoIC = 4.84% (NOPAT 55.5m / Invested Capital 1.15b)
WACC = 7.00% (E(772.8m)/V(1.13b) * Re(7.89%) + D(358.0m)/V(1.13b) * Rd(6.42%) * (1-Tc(0.21)))
Discount Rate = 7.89% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Shares Correlation 3-Years: 81.65 | Cagr: 0.04%
[DCF Debug] Terminal Value 77.99% ; FCFE base≈89.9m ; Y1≈88.1m ; Y5≈89.7m
Fair Price DCF = 30.72 (DCF Value 1.59b / Shares Outstanding 51.8m; 5y FCF grow -3.00% → 3.0% )
Revenue Correlation: 88.93 | Revenue CAGR: 0.0% | SUE: N/A | # QB: 0
Additional Sources for WDI Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle