I listen in a close room.
I have this kind of radio, but it doesn't give a clear sound... it has "shhhhhhh" sound.
There's a certain position where it will give out a clear sound but that position is not a good position in the long run.
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The noise you hear is most likely the result of the signal being weak inside the room.
In order to receive the signal better without relocating the radio you need to relocate the antenna — that is, use an add-on antenna. This can be as simple as taking a piece of wire and fastening one (bare) end to the telescoping antenna on the radio, then stringing the rest of it towards and across the space where you get better reception.
(You can use any kind of wire you have available, but for convenience, thin, stranded is best. Thin so that it is lightweight, stranded so that it is flexible and doesn't break easily. But you might also use solid wire if you need it to stand up by itself instead of being supported at the end, for example.)
@kyukzkie I assume you don't mean for a radio transmitter, but just for transferring the signal. The type of wire you use doesn't matter electrically. For convenience, you . And don't bother with aluminum foil shapes or anything.
In general, antenna design is complex, but for basic receiving there's no need to work from theory and you can just try rearranging the wire until something helps.
If you want something more designed than a piece of wire, you can get a piece of wire with a connector on the end and a winder, such as the Sangean ANT-60. The clip supplied with it attaches to the end of a standard telescoping antenna, or you can plug it directly into an external antenna jack if your radio has one. (If your radio is genuinely a Kaito KA2100 as the picture you linked, then you will need an adapter to its type of jack.)