Runway Growth Finance Stock Alpha and Beta Analysis
| RWAY Stock | USD 10.31 0.11 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Runway Growth Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in Runway Growth over a specified time horizon. Remember, high Runway Growth'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 Runway Growth's market risk premium analysis include:
Beta 0.69 | Alpha (0.05) | Risk 1.08 | Sharpe Ratio 0.0081 | Expected Return 0.0088 |
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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.
Runway |
Runway Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Runway Growth market risk premium is the additional return an investor will receive from holding Runway Growth 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 Runway Growth. 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 Runway Growth's performance over market.| α | -0.05 | β | 0.69 |
Runway Growth 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 Runway Growth's Buy-and-hold return. Our buy-and-hold chart shows how Runway Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Runway Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Runway Growth stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Runway Growth shares will generate the highest return on investment. By understating and applying Runway Growth stock market price indicators, traders can identify Runway Growth position entry and exit signals to maximize returns.
Runway Growth Return and Market Media
The median price of Runway Growth for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 10.01 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 10.01, and mean deviation of 0.16. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 562500 shares by Ocm Growth Holdings Llc of Runway Growth at 12.0576 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Ocm Growth Holdings Llc of 11461 shares of Runway Growth at 13.6079 subject to Rule 16b-3 | 09/06/2024 |
3 | Runway Growth Finance Corp. Given Consensus Recommendation of Hold by Analysts - MarketBeat | 09/24/2024 |
4 | Runway Growth Finance Corp. Announces Date for Third Quarter 2024 Financial Results and Conference Call | 10/15/2024 |
5 | Runway Growth Capital Announces Combination with BC Partners Credit | 10/31/2024 |
6 | FS KKR Capital Q3 Earnings and Revenues Beat Estimates | 11/06/2024 |
7 | Runway Growth Finance reports Q3 results | 11/12/2024 |
8 | Earnings call Runway Growth Finance reports solid Q3 results, acquisition | 11/13/2024 |
9 | Runway Growth Finance Corp. announces director resignation | 11/18/2024 |
10 | Acquisition by Thomas Raterman of 13187 shares of Runway Growth at 10.1 subject to Rule 16b-3 | 11/19/2024 |
11 | Runway Growth Finance CEO David Spreng buys 209,655 in stock | 11/20/2024 |
About Runway Growth 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 Runway or other stocks. Alpha measures the amount that position in Runway Growth Finance 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) | Dividend Yield | 0.0354 | 0.11 | 0.14 | 0.15 | Price To Sales Ratio | 9.82 | 11.26 | 3.51 | 3.33 |
Runway Growth Upcoming Company Events
As portrayed in its financial statements, the presentation of Runway Growth's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Runway Growth's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Runway Growth's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Runway Growth. Please utilize our Beneish M Score to check the likelihood of Runway Growth's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of March 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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Additional Tools for Runway Stock Analysis
When running Runway Growth's price analysis, check to measure Runway Growth'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 Runway Growth is operating at the current time. Most of Runway Growth's value examination focuses on studying past and present price action to predict the probability of Runway Growth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Runway Growth's price. Additionally, you may evaluate how the addition of Runway Growth to your portfolios can decrease your overall portfolio volatility.