Verastem Stock Alpha and Beta Analysis
| VSTM Stock | USD 9.31 0.30 3.12% |
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 1.62 | Alpha (0.29) | Risk 3.95 | Sharpe Ratio (0.08) | Expected Return (0.31) |
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 | -0.29 | β | 1.62 |
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 Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 11.79 with a coefficient of variation of 7.68. The daily time series for the period is distributed with a sample standard deviation of 0.9, arithmetic mean of 11.75, and mean deviation of 0.68. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Director Robert Gagnon Sells 9,204 Shares of Verastem Inc | 02/07/2024 |
2 | Payment of 5530 shares by Christoph Westphal of Verastem subject to Rule 16b-3 | 02/29/2024 |
3 | Verastem Oncology Announces Multiple Oral Presentations at SGO 2024 Annual Meeting on Womens Cancer that Highlight Advances in Low-Grade Serous Ovarian Cancer R... | 03/11/2024 |
4 | Verastem Cut to Sell at StockNews.com - Defense World | 03/13/2024 |
5 | VSTM Stock Earnings Verastem Misses EPS for Q4 2023 | 03/15/2024 |
6 | Disposition of tradable shares by Daniel Calkins of Verastem at 11.07 subject to Rule 16b-3 | 03/20/2024 |
7 | Disposition of tradable shares by Daniel Calkins of Verastem at 12.02 subject to Rule 16b-3 | 03/25/2024 |
8 | Verastem Share Price Crosses Above Two Hundred Day Moving Average of 9.30 - MarketBeat | 03/27/2024 |
9 | Disposition of 5500 shares by Paterson Dan of Verastem at 22.32 subject to Rule 16b-3 | 03/28/2024 |
10 | Disposition of 3654 shares by Robert Gagnon of Verastem at 0.4 subject to Rule 16b-3 | 04/03/2024 |
11 | Verastem Oncology Announces Inducement Grants Under Nasdaq Listing Rule 5635 | 04/04/2024 |
12 | Disposition of tradable shares by Daniel Calkins of Verastem at 10.87 subject to Rule 16b-3 | 04/05/2024 |
13 | Verastem CFO sells shares to cover tax obligations | 04/08/2024 |
14 | Verastem Shares Cross Above Two Hundred Day Moving Average of 9.47 - MarketBeat | 04/11/2024 |
15 | Disposition of 478 shares by Brian Stuglik of Verastem at 9.91 subject to Rule 16b-3 | 04/23/2024 |
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.
| 2023 | 2024 (projected) | Dividend Yield | 1.35E-4 | 1.2E-4 | Price To Sales Ratio | 26.85 | 35.54 |
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 |
Build Portfolio with Verastem
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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.
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When running Verastem's price analysis, check to measure Verastem'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 Verastem is operating at the current time. Most of Verastem's value examination focuses on studying past and present price action to predict the probability of Verastem's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verastem's price. Additionally, you may evaluate how the addition of Verastem to your portfolios can decrease your overall portfolio volatility.
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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.