Radian Group Stock Alpha and Beta Analysis
| RDN Stock | USD 35.54 0.35 0.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Radian Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Radian over a specified time horizon. Remember, high Radian'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 Radian's market risk premium analysis include:
Beta 1.06 | Alpha (0.11) | Risk 1.97 | Sharpe Ratio 0.0019 | Expected Return 0.0037 |
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.
Radian |
Radian Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Radian market risk premium is the additional return an investor will receive from holding Radian 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 Radian. 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 Radian's performance over market.| α | -0.11 | β | 1.06 |
Radian 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 Radian's Buy-and-hold return. Our buy-and-hold chart shows how Radian performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Radian Market Price Analysis
Market price analysis indicators help investors to evaluate how Radian stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Radian shares will generate the highest return on investment. By understating and applying Radian stock market price indicators, traders can identify Radian position entry and exit signals to maximize returns.
Radian Return and Market Media
The median price of Radian for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 34.42 with a coefficient of variation of 2.5. The daily time series for the period is distributed with a sample standard deviation of 0.86, arithmetic mean of 34.41, and mean deviation of 0.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Nasdaq Stock Rallies 42.5 percent in a Year More Room for Upside | 09/05/2024 |
| Radian dividend paid on 11th of September 2024 | 09/11/2024 |
2 | Disposition of 1890 shares by Mary Dickerson of Radian subject to Rule 16b-3 | 09/13/2024 |
3 | Raiden Resources Launches Maiden Drilling at Andover South | 09/30/2024 |
4 | CNO Financial Beats Q3 Earnings and Revenue Estimates | 10/31/2024 |
5 | Acquisition by Sumita Pandit of 7866 shares of Radian subject to Rule 16b-3 | 11/01/2024 |
6 | Radian Q3 Earnings Beat Estimates | 11/06/2024 |
7 | Radian Group Inc Trading Down 2.93 percent on Nov 7 | 11/07/2024 |
8 | Radian Upgraded to Buy Heres What You Should Know | 11/08/2024 |
9 | Raiden Resources concludes 79-hole Drilling at Arrow Gold Project | 11/18/2024 |
10 | Moran Wealth Management LLC Purchases New Shares in Radian Group Inc. - MarketBeat | 11/22/2024 |
11 | Disposition of 20000 shares by Richard Thornberry of Radian at 34.9578 subject to Rule 16b-3 | 11/26/2024 |
About Radian 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 Radian or other stocks. Alpha measures the amount that position in Radian Group 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) | Dividend Yield | 0.026 | 0.0423 | 0.0323 | 0.0339 | Price To Sales Ratio | 2.99 | 2.69 | 3.64 | 3.3 |
Radian Upcoming Company Events
As portrayed in its financial statements, the presentation of Radian's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Radian's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Radian's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Radian. Please utilize our Beneish M Score to check the likelihood of Radian's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st 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 Radian Backtesting, Radian Valuation, Radian Correlation, Radian Hype Analysis, Radian Volatility, Radian History and analyze Radian Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Radian 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.