Radcom Stock Alpha and Beta Analysis

RDCM Stock  USD 11.16  0.36  3.33%   
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
0.76
Alpha
0.44
Risk
3.29
Sharpe Ratio
0.18
Expected Return
0.6
Please note that although Radcom alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Radcom did 0.44  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Radcom stock's relative risk over its benchmark. Radcom has a beta of 0.76  . As returns on the market increase, Radcom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Radcom is expected to be smaller as well. At this time, Radcom's Price Book Value Ratio is very stable compared to the past year. As of the 29th of March 2024, Price Fair Value is likely to grow to 2.56, though Enterprise Value Multiple is likely to grow to (39.11).
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.
  
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.

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.
α0.44   β0.76

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, Dec 30, 2023 and Fri, Mar 29, 2024 is 9.96 with a coefficient of variation of 12.58. The daily time series for the period is distributed with a sample standard deviation of 1.21, arithmetic mean of 9.63, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
RADCOM Receives New Coverage from Analysts at StockNews.com
01/04/2024
2
RADCOM CEO Harari to retire, successor appointed
01/31/2024
3
RADCOM Ltd. Q4 2023 Earnings Call Transcript
02/01/2024
4
WINDTRE with NTT DATA and RADCOM to implement sustainable Virtual Drive Test technology and enhance its customers mobile experience on Italys roads and railway ...
02/07/2024
5
3 Overlooked Stocks with Potential for 500 percent Growth by 2025
02/27/2024
6
3 Stocks Primed for a 5X Surge Before 2030
03/12/2024
7
3 Stocks at the Forefront of the Next Market Boom
03/19/2024
8
Short Interest in RADCOM Ltd. Rises By 297.1 percent - MarketBeat
03/27/2024

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)
Price Book Value Ratio2.632.121.912.56
Operating Cycle138.44125.88144.76137.52

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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When determining whether Radcom is a strong investment it is important to analyze Radcom's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Radcom's future performance. For an informed investment choice regarding Radcom Stock, refer to the following important reports:
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.
Note that the Radcom information on this page should be used as a complementary analysis to other Radcom's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. 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.

Complementary Tools for Radcom Stock analysis

When running Radcom's price analysis, check to measure Radcom'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 Radcom is operating at the current time. Most of Radcom's value examination focuses on studying past and present price action to predict the probability of Radcom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Radcom's price. Additionally, you may evaluate how the addition of Radcom to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Radcom technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Radcom trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...