Secureworks Corp Stock Alpha and Beta Analysis
| SCWX Stock | USD 8.36 0.01 0.12% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Secureworks Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Secureworks Corp over a specified time horizon. Remember, high Secureworks Corp'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 Secureworks Corp's market risk premium analysis include:
Beta 1.06 | Alpha 0.19 | Risk 4.3 | Sharpe Ratio 0.0643 | Expected Return 0.28 |
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.
Secureworks |
Secureworks Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Secureworks Corp market risk premium is the additional return an investor will receive from holding Secureworks Corp 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 Secureworks Corp. 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 Secureworks Corp's performance over market.| α | 0.19 | β | 1.06 |
Secureworks Corp 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 Secureworks Corp's Buy-and-hold return. Our buy-and-hold chart shows how Secureworks Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Secureworks Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how Secureworks Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Secureworks Corp shares will generate the highest return on investment. By understating and applying Secureworks Corp stock market price indicators, traders can identify Secureworks Corp position entry and exit signals to maximize returns.
Secureworks Corp Return and Market Media
The median price of Secureworks Corp for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.13 with a coefficient of variation of 4.77. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 8.06, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SecureWorks Second Quarter 2025 Earnings US0.17 loss per share | 09/06/2024 |
2 | Y.D. More Investments Ltd Lowers Stock Holdings in SecureWorks Corp. | 09/13/2024 |
3 | Acquisition by Gagnon Neil of 1900 shares of Secureworks Corp at 6.5494 subject to Rule 16b-3 | 09/18/2024 |
4 | SecureWorks Shares Gap Down to 8.09 - MarketBeat | 09/23/2024 |
5 | Disposition of 46792 shares by Stephen Fulton of Secureworks Corp at 6.1 subject to Rule 16b-3 | 10/02/2024 |
6 | SecureWorks Insider Confidence Rewarded, Stock Hits US718m Market Cap | 10/03/2024 |
7 | Disposition of 10331 shares by Stephen Fulton of Secureworks Corp at 5.91 subject to Rule 16b-3 | 10/16/2024 |
8 | Sophos to Acquire Secureworks to Accelerate Cybersecurity Services and Technology for Organizations Worldwide | 10/21/2024 |
9 | Acquisition by Stephen Fulton of 275735 shares of Secureworks Corp subject to Rule 16b-3 | 10/25/2024 |
10 | SecureWorks Sees Unusually-High Trading Volume Heres What Happened | 11/04/2024 |
11 | Kovack Advisors Inc. Has 2.90 Million Stock Position in SecureWorks Corp. | 11/13/2024 |
12 | Insider Trading | 11/15/2024 |
13 | Secureworks to Report Third Quarter Fiscal 2025 Financial Results on December 4, 2024 | 11/20/2024 |
About Secureworks Corp 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 Secureworks or other stocks. Alpha measures the amount that position in Secureworks Corp 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.
| 2010 | 2019 | 2024 (projected) | Days Sales Outstanding | 99.46 | 59.22 | 73.82 | PTB Ratio | 2.69 | 1.31 | 1.9 |
Secureworks Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of Secureworks Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Secureworks Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Secureworks Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Secureworks Corp. Please utilize our Beneish M Score to check the likelihood of Secureworks Corp's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 13th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Additional Tools for Secureworks Stock Analysis
When running Secureworks Corp's price analysis, check to measure Secureworks Corp'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 Secureworks Corp is operating at the current time. Most of Secureworks Corp's value examination focuses on studying past and present price action to predict the probability of Secureworks Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Secureworks Corp's price. Additionally, you may evaluate how the addition of Secureworks Corp to your portfolios can decrease your overall portfolio volatility.