Falconstor Software Stock Alpha and Beta Analysis
| FALC Stock | USD 1.40 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FalconStor Software. It also helps investors analyze the systematic and unsystematic risks associated with investing in FalconStor Software over a specified time horizon. Remember, high FalconStor Software'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 FalconStor Software's market risk premium analysis include:
Beta 0.36 | Alpha (0.08) | Risk 7.95 | Sharpe Ratio 0.0064 | Expected Return 0.051 |
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.
FalconStor |
FalconStor Software Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FalconStor Software market risk premium is the additional return an investor will receive from holding FalconStor Software 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 FalconStor Software. 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 FalconStor Software's performance over market.| α | -0.08 | β | 0.36 |
FalconStor Software 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 FalconStor Software's Buy-and-hold return. Our buy-and-hold chart shows how FalconStor Software performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FalconStor Software Market Price Analysis
Market price analysis indicators help investors to evaluate how FalconStor Software pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FalconStor Software shares will generate the highest return on investment. By understating and applying FalconStor Software pink sheet market price indicators, traders can identify FalconStor Software position entry and exit signals to maximize returns.
FalconStor Software Return and Market Media
The median price of FalconStor Software for the period between Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 1.57 with a coefficient of variation of 11.04. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.56, and mean deviation of 0.15. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About FalconStor Software 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 FalconStor or other pink sheets. Alpha measures the amount that position in FalconStor Software 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.
FalconStor Software Upcoming Company Events
As portrayed in its financial statements, the presentation of FalconStor Software's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FalconStor Software's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FalconStor Software's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FalconStor Software. Please utilize our Beneish M Score to check the likelihood of FalconStor Software's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Other Information on Investing in FalconStor Pink Sheet
FalconStor Software financial ratios help investors to determine whether FalconStor Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in FalconStor with respect to the benefits of owning FalconStor Software security.