Rapid7 Inc Stock Alpha and Beta Analysis
| RPD Stock | USD 42.53 0.77 1.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rapid7 Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rapid7 over a specified time horizon. Remember, high Rapid7'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 Rapid7's market risk premium analysis include:
Beta 1.58 | Alpha 0.008767 | Risk 2.23 | Sharpe Ratio 0.0925 | Expected Return 0.21 |
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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.
Rapid7 |
Rapid7 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rapid7 market risk premium is the additional return an investor will receive from holding Rapid7 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 Rapid7. 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 Rapid7's performance over market.| α | 0.01 | β | 1.58 |
Rapid7 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 Rapid7's Buy-and-hold return. Our buy-and-hold chart shows how Rapid7 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rapid7 Market Price Analysis
Market price analysis indicators help investors to evaluate how Rapid7 stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rapid7 shares will generate the highest return on investment. By understating and applying Rapid7 stock market price indicators, traders can identify Rapid7 position entry and exit signals to maximize returns.
Rapid7 Return and Market Media
The median price of Rapid7 for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 39.02 with a coefficient of variation of 6.76. The daily time series for the period is distributed with a sample standard deviation of 2.61, arithmetic mean of 38.62, and mean deviation of 2.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rapid7 Inc Shares Up 7.09 percent on Sep 30 | 09/30/2024 |
2 | Rapid7 Inc Is Being Investigated For Securities Law Violations And The Schall Law Firm Urges Affected Stockholders To Reach Out | 10/15/2024 |
3 | Disposition of 16562 shares by Andrew Burton of Rapid7 at 53.66 subject to Rule 16b-3 | 10/21/2024 |
4 | Investors Are Invited To Join The Schall Law Firms Inquiry Into Rapid7, Inc. For Securities Fraud | 11/04/2024 |
5 | Rapid7 Surpasses Q3 Earnings and Revenue Estimates | 11/06/2024 |
6 | Rapid7 Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth Amidst Elongated Deal ... | 11/07/2024 |
7 | Rapid7 Third Quarter 2024 Earnings Beats Expectations | 11/08/2024 |
8 | Migdal Insurance Financial Holdings Ltd. Sells 486 Shares of Rapid7, Inc. | 11/11/2024 |
9 | Disposition of 3663 shares by Sondhi Reeny of Rapid7 at 40.75 subject to Rule 16b-3 | 11/15/2024 |
About Rapid7 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 Rapid7 or other stocks. Alpha measures the amount that position in Rapid7 Inc 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) | Payables Turnover | 47.98 | 20.9 | 14.66 | 14.38 | Days Of Inventory On Hand | 64.76 | 59.44 | 53.5 | 36.62 |
Rapid7 Upcoming Company Events
As portrayed in its financial statements, the presentation of Rapid7's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rapid7's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rapid7's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rapid7. Please utilize our Beneish M Score to check the likelihood of Rapid7's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 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 Rapid7 Backtesting, Rapid7 Valuation, Rapid7 Correlation, Rapid7 Hype Analysis, Rapid7 Volatility, Rapid7 History and analyze Rapid7 Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Rapid7 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.