Verastem Stock Alpha and Beta Analysis
| VSTM Stock | USD 6.22 0.19 3.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verastem. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verastem over a specified time horizon. Remember, high Verastem'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 Verastem's market risk premium analysis include:
Beta (0.75) | Alpha 1.25 | Risk 8.33 | Sharpe Ratio 0.12 | Expected Return 1.04 |
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.
Verastem |
Verastem Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verastem market risk premium is the additional return an investor will receive from holding Verastem 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 Verastem. 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 Verastem's performance over market.| α | 1.25 | β | -0.75 |
Verastem 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 Verastem's Buy-and-hold return. Our buy-and-hold chart shows how Verastem performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Verastem Market Price Analysis
Market price analysis indicators help investors to evaluate how Verastem stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Verastem shares will generate the highest return on investment. By understating and applying Verastem stock market price indicators, traders can identify Verastem position entry and exit signals to maximize returns.
Verastem Return and Market Media
The median price of Verastem for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 4.48 with a coefficient of variation of 20.14. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 4.67, and mean deviation of 0.82. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 812 shares by Paterson Dan of Verastem at 3.84 subject to Rule 16b-3 | 11/05/2024 |
2 | Verastem Cut to Sell at StockNews.com | 11/08/2024 |
3 | Disposition of 3245 shares by Paterson Dan of Verastem at 2.16 subject to Rule 16b-3 | 11/18/2024 |
4 | Disposition of 273 shares by Stuglik Brian M of Verastem at 10.38 subject to Rule 16b-3 | 11/27/2024 |
5 | Disposition of 244 shares by Paterson Dan of Verastem at 4.54 subject to Rule 16b-3 | 12/16/2024 |
6 | Verastem Oncology Provides a Clinical Update for RAMP 203 Trial in Advanced KRAS G12C Mutant Non-Small Cell Lung Cancer | 12/18/2024 |
7 | Disposition of 183 shares by Paterson Dan of Verastem at 4.37 subject to Rule 16b-3 | 12/19/2024 |
8 | Disposition of tradable shares by Daniel Calkins of Verastem at 3.91 subject to Rule 16b-3 | 12/24/2024 |
9 | Verastem price target raised by 7 at BTIG, heres why VSTM | 12/31/2024 |
10 | Disposition of tradable shares by Daniel Calkins of Verastem at 6.94 subject to Rule 16b-3 | 01/06/2025 |
11 | Verastem Oncology Announces Inducement Grants Under Nasdaq Listing Rule 5635 | 01/08/2025 |
12 | Acquisition by Daniel Calkins of 38800 shares of Verastem subject to Rule 16b-3 | 01/10/2025 |
13 | Verastem Oncology announces debt refinancing with Oberland Capital | 01/13/2025 |
14 | Verastem Oncology Exercises Option Early to License VS-7375, an Oral KRAS G12D Inhibitor, from GenFleet Therapeutics and Provides Preliminary Clinical Update on... | 01/14/2025 |
15 | Verastem appoints new COO with extensive biotech experience | 01/21/2025 |
About Verastem 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 Verastem or other stocks. Alpha measures the amount that position in Verastem 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 | 2024 | 2025 (projected) | Graham Number | 17.39 | 17.51 | 16.64 | Receivables Turnover | 83.74 | 96.3 | 121.51 |
Verastem Upcoming Company Events
As portrayed in its financial statements, the presentation of Verastem's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verastem's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verastem's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verastem. Please utilize our Beneish M Score to check the likelihood of Verastem's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th 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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Check out Verastem Backtesting, Verastem Valuation, Verastem Correlation, Verastem Hype Analysis, Verastem Volatility, Verastem History and analyze Verastem Performance. To learn how to invest in Verastem Stock, please use our How to Invest in Verastem guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Verastem 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.