Supercom Stock Alpha and Beta Analysis
| SPCB Stock | USD 13.42 2.79 26.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Supercom. It also helps investors analyze the systematic and unsystematic risks associated with investing in Supercom over a specified time horizon. Remember, high Supercom'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 Supercom's market risk premium analysis include:
Beta (0.51) | Alpha 2.59 | Risk 12.54 | Sharpe Ratio 0.24 | Expected Return 2.96 |
Enterprise Value |
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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.
Supercom |
Supercom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Supercom market risk premium is the additional return an investor will receive from holding Supercom 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 Supercom. 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 Supercom's performance over market.| α | 2.59 | β | -0.51 |
Supercom 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 Supercom's Buy-and-hold return. Our buy-and-hold chart shows how Supercom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Supercom Market Price Analysis
Market price analysis indicators help investors to evaluate how Supercom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Supercom shares will generate the highest return on investment. By understating and applying Supercom stock market price indicators, traders can identify Supercom position entry and exit signals to maximize returns.
Supercom Return and Market Media
The median price of Supercom for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 3.49 with a coefficient of variation of 52.71. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 4.52, and mean deviation of 1.73. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Supercom earnings beat by 0.57, revenue topped estimates | 11/14/2024 |
2 | SuperCom Ltd Q3 2024 Earnings Call Highlights Strategic Wins and Revenue Surge Amid ... | 11/15/2024 |
3 | SuperCom Launches New Domestic Violence Monitoring Project with the State Police of Latvia | 12/23/2024 |
4 | SuperCom Secures New Contracts with South Dakota Sheriff Agencies, Accelerating U.S. Expansion | 12/30/2024 |
5 | Why Is SuperCom Stock Jumping Around 100 percent On Thursday | 01/02/2025 |
6 | SuperCom Secures First Contract in Alabama, Rapid US Expansion Continues | 01/06/2025 |
7 | Does SuperCom Ltd. Create Value For Shareholders | 01/16/2025 |
About Supercom 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 Supercom or other stocks. Alpha measures the amount that position in Supercom 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 8.89 | 8.68 | 7.81 | 8.2 | Days Of Inventory On Hand | 110.56 | 55.89 | 64.27 | 118.68 |
Supercom Upcoming Company Events
As portrayed in its financial statements, the presentation of Supercom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Supercom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Supercom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Supercom. Please utilize our Beneish M Score to check the likelihood of Supercom's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Supercom Backtesting, Supercom Valuation, Supercom Correlation, Supercom Hype Analysis, Supercom Volatility, Supercom History and analyze Supercom Performance. For information on how to trade Supercom Stock refer to our How to Trade Supercom Stock guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Supercom 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.