Research Frontiers Incorporated Stock Alpha and Beta Analysis
| REFR Stock | USD 1.29 0.05 3.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Research Frontiers Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Research Frontiers over a specified time horizon. Remember, high Research Frontiers' 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 Research Frontiers' market risk premium analysis include:
Beta 0.7 | Alpha (0.36) | Risk 3.36 | Sharpe Ratio (0.14) | Expected Return (0.48) |
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.
Research |
Research Frontiers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Research Frontiers market risk premium is the additional return an investor will receive from holding Research Frontiers 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 Research Frontiers. 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 Research Frontiers' performance over market.| α | -0.36 | β | 0.70 |
Research Frontiers 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 Research Frontiers' Buy-and-hold return. Our buy-and-hold chart shows how Research Frontiers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Research Frontiers Market Price Analysis
Market price analysis indicators help investors to evaluate how Research Frontiers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Research Frontiers shares will generate the highest return on investment. By understating and applying Research Frontiers stock market price indicators, traders can identify Research Frontiers position entry and exit signals to maximize returns.
Research Frontiers Return and Market Media
The median price of Research Frontiers for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 1.57 with a coefficient of variation of 11.24. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 1.55, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Peso Eyal of 45000 shares of Research Frontiers at 1.68 subject to Rule 16b-3 | 12/31/2024 |
2 | Meet Gauzy and Research Frontiers at CES This Week to See the Latest in SPD-SmartGlass Products ... | 01/06/2025 |
3 | RESEARCH FRONTIERS TO HOST YEAR-END 2024 CONFERENCE CALL | 03/03/2025 |
4 | Research Frontiers Reports 2024 Financial Results and Will Host a Conference Call at 430p.m. Today | 03/06/2025 |
5 | Q4 2024 Research Frontiers Inc Earnings Call Transcript | 03/07/2025 |
6 | Acquisition by Peso Eyal of 45000 shares of Research Frontiers at 1.02 subject to Rule 16b-3 | 03/13/2025 |
About Research Frontiers 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 Research or other stocks. Alpha measures the amount that position in Research Frontiers 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 398.76 | 402.64 | 179.89 | 164.94 | PTB Ratio | 12.77 | 9.61 | 22.01 | 23.11 |
Research Frontiers Upcoming Company Events
As portrayed in its financial statements, the presentation of Research Frontiers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Research Frontiers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Research Frontiers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Research Frontiers. Please utilize our Beneish M Score to check the likelihood of Research Frontiers' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Research Frontiers
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Additional Tools for Research Stock Analysis
When running Research Frontiers' price analysis, check to measure Research Frontiers' 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 Research Frontiers is operating at the current time. Most of Research Frontiers' value examination focuses on studying past and present price action to predict the probability of Research Frontiers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Research Frontiers' price. Additionally, you may evaluate how the addition of Research Frontiers to your portfolios can decrease your overall portfolio volatility.