Radcom Stock Alpha and Beta Analysis
| RDCM Stock | USD 11.78 0.53 4.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Radcom. It also helps investors analyze the systematic and unsystematic risks associated with investing in Radcom over a specified time horizon. Remember, high Radcom'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 Radcom's market risk premium analysis include:
Beta 0.23 | Alpha 0.27 | Risk 3.33 | Sharpe Ratio 0.1 | Expected Return 0.34 |
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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.
Radcom |
Radcom Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Radcom market risk premium is the additional return an investor will receive from holding Radcom 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 Radcom. 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 Radcom's performance over market.| α | 0.27 | β | 0.23 |
Radcom 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 Radcom's Buy-and-hold return. Our buy-and-hold chart shows how Radcom performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Radcom Market Price Analysis
Market price analysis indicators help investors to evaluate how Radcom stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Radcom shares will generate the highest return on investment. By understating and applying Radcom stock market price indicators, traders can identify Radcom position entry and exit signals to maximize returns.
Radcom Return and Market Media
The median price of Radcom for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.2 with a coefficient of variation of 5.72. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 10.29, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ms. Heli Bennun to Step Down as Executive Chairman of RADCOM Mr. Sami Totah Nominated as Successor | 09/06/2024 |
2 | Radcom Ltd Shares Up 4 percent on Sep 18 - GuruFocus.com | 09/19/2024 |
3 | Radcom Soars 6.6 percent Is Further Upside Left in the Stock | 09/23/2024 |
4 | Radcom Ltd Trading Down 3.46 percent on Oct 3 | 10/03/2024 |
5 | Radcom Ltd Shares Down 2.65 percent on Oct 17 | 10/17/2024 |
6 | Yelin Lapidot Holdings Management Ltd.s Strategic Reduction in Radcom Ltd. Shares | 11/04/2024 |
7 | Radcom Q3 2024 Earnings Preview | 11/12/2024 |
8 | Should You Be Adding RADCOM To Your Watchlist Today | 11/14/2024 |
About Radcom 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 Radcom or other stocks. Alpha measures the amount that position in Radcom 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 94.25 | 91.62 | 94.87 | 97.08 | PTB Ratio | 2.63 | 2.18 | 1.48 | 2.5 |
Radcom Upcoming Company Events
As portrayed in its financial statements, the presentation of Radcom's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Radcom's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Radcom's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Radcom. Please utilize our Beneish M Score to check the likelihood of Radcom's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Align your risk with return expectations
Check out Radcom Backtesting, Radcom Valuation, Radcom Correlation, Radcom Hype Analysis, Radcom Volatility, Radcom History and analyze Radcom Performance. To learn how to invest in Radcom Stock, please use our How to Invest in Radcom guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Radcom 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.