Riskified Stock Alpha and Beta Analysis
| RSKD Stock | USD 4.85 0.05 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Riskified. It also helps investors analyze the systematic and unsystematic risks associated with investing in Riskified over a specified time horizon. Remember, high Riskified'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 Riskified's market risk premium analysis include:
Beta 1.26 | Alpha (0.17) | Risk 2.05 | Sharpe Ratio (0.01) | Expected Return (0.02) |
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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.
Riskified |
Riskified Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Riskified market risk premium is the additional return an investor will receive from holding Riskified 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 Riskified. 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 Riskified's performance over market.| α | -0.17 | β | 1.26 |
Riskified 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 Riskified's Buy-and-hold return. Our buy-and-hold chart shows how Riskified performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Riskified Market Price Analysis
Market price analysis indicators help investors to evaluate how Riskified stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Riskified shares will generate the highest return on investment. By understating and applying Riskified stock market price indicators, traders can identify Riskified position entry and exit signals to maximize returns.
Riskified Return and Market Media
The median price of Riskified for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 4.61 with a coefficient of variation of 3.93. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 4.62, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Une nouvelle tude montre que les consommateurs paient le prix du trop grand nombre dabus des politiques et que les dtaillants du monde entier durcissent leurs p... | 10/09/2024 |
2 | Riskified prsentera ses rsultats financiers pour le troisime trimestre 2024 le mercredi 13 novembre | 10/24/2024 |
3 | Financial Analysis The OLB Group vs. Riskified | 11/11/2024 |
4 | Riskified Achieves Record Quarterly Free Cash Flows Board Authorizes Additional 75 Million Share Repurchase Program | 11/13/2024 |
5 | Riskified Ltd Q3 2024 Earnings Call Highlights Record Free Cash Flow and Strategic ... | 11/14/2024 |
6 | Riskified Takes a Stand Against Fraud as a Leading Supporter of International Fraud Awareness ... | 11/18/2024 |
7 | Jennison Associates LLC Purchases 573,596 Shares of Riskified Ltd. - MarketBeat | 11/22/2024 |
About Riskified 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 Riskified or other stocks. Alpha measures the amount that position in Riskified 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) | Net Debt To EBITDA | 7.55 | 1.39 | 5.71 | 8.57 | Intangibles To Total Assets | 0.004878 | 0.008211 | 0.005815 | 0.008573 |
Riskified Upcoming Company Events
As portrayed in its financial statements, the presentation of Riskified's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Riskified's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Riskified's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Riskified. Please utilize our Beneish M Score to check the likelihood of Riskified's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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 Riskified
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 Riskified Backtesting, Riskified Valuation, Riskified Correlation, Riskified Hype Analysis, Riskified Volatility, Riskified History and analyze Riskified Performance. For information on how to trade Riskified Stock refer to our How to Trade Riskified Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Riskified 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.