Rail Vision Ltd Stock Alpha and Beta Analysis
| RVSN Stock | USD 1.21 0.44 57.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rail Vision Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rail Vision over a specified time horizon. Remember, high Rail Vision'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 Rail Vision's market risk premium analysis include:
Beta (1.66) | Alpha 2.36 | Risk 12.29 | Sharpe Ratio 0.15 | Expected Return 1.8 |
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.
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Rail Vision Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rail Vision market risk premium is the additional return an investor will receive from holding Rail Vision 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 Rail Vision. 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 Rail Vision's performance over market.| α | 2.36 | β | -1.66 |
Rail Vision 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 Rail Vision's Buy-and-hold return. Our buy-and-hold chart shows how Rail Vision performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rail Vision Market Price Analysis
Market price analysis indicators help investors to evaluate how Rail Vision stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rail Vision shares will generate the highest return on investment. By understating and applying Rail Vision stock market price indicators, traders can identify Rail Vision position entry and exit signals to maximize returns.
Rail Vision Return and Market Media
The median price of Rail Vision for the period between Sun, Sep 29, 2024 and Sat, Dec 28, 2024 is 0.47 with a coefficient of variation of 21.68. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 0.49, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rail Vision Announces 20 Million Standby Equity Purchase Agreement | 10/09/2024 |
2 | Rail Vision Unveils Innovative Active Control System, Enabling Semi-Autonomous Locomotive Capabilities | 11/18/2024 |
3 | Rail Vision Introduces D.A.S.H. SaaS Platform Powerful Safety and Data-Driven Insights for Rail Industry | 12/04/2024 |
4 | Whats Going On With Rail Vision Stock On Friday | 12/27/2024 |
About Rail Vision 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 Rail or other stocks. Alpha measures the amount that position in Rail Vision 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) | Current Ratio | 1.55 | 6.45 | 1.76 | 1.68 | Net Debt To EBITDA | 0.12 | 0.68 | 0.2 | 0.19 |
Rail Vision Upcoming Company Events
As portrayed in its financial statements, the presentation of Rail Vision's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rail Vision's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rail Vision's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rail Vision. Please utilize our Beneish M Score to check the likelihood of Rail Vision's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Rail Vision
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Check out Rail Vision Backtesting, Rail Vision Valuation, Rail Vision Correlation, Rail Vision Hype Analysis, Rail Vision Volatility, Rail Vision History and analyze Rail Vision Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Rail Vision 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.