Repositrak Stock Alpha and Beta Analysis
| TRAK Stock | 22.51 0.06 0.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ReposiTrak. It also helps investors analyze the systematic and unsystematic risks associated with investing in ReposiTrak over a specified time horizon. Remember, high ReposiTrak'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 ReposiTrak's market risk premium analysis include:
Beta 0.32 | Alpha 0.37 | Risk 2.4 | Sharpe Ratio 0.14 | Expected Return 0.34 |
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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.
ReposiTrak |
ReposiTrak Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ReposiTrak market risk premium is the additional return an investor will receive from holding ReposiTrak 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 ReposiTrak. 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 ReposiTrak's performance over market.| α | 0.37 | β | 0.32 |
ReposiTrak 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 ReposiTrak's Buy-and-hold return. Our buy-and-hold chart shows how ReposiTrak performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ReposiTrak Market Price Analysis
Market price analysis indicators help investors to evaluate how ReposiTrak stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ReposiTrak shares will generate the highest return on investment. By understating and applying ReposiTrak stock market price indicators, traders can identify ReposiTrak position entry and exit signals to maximize returns.
ReposiTrak Return and Market Media
The median price of ReposiTrak for the period between Tue, Oct 8, 2024 and Mon, Jan 6, 2025 is 21.61 with a coefficient of variation of 9.13. The daily time series for the period is distributed with a sample standard deviation of 1.94, arithmetic mean of 21.21, and mean deviation of 1.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 4100 shares by Randall Fields of ReposiTrak at 19.0547 subject to Rule 16b-3 | 10/23/2024 |
2 | Disposition of 3400 shares by Randall Fields of ReposiTrak at 19.2823 subject to Rule 16b-3 | 10/24/2024 |
3 | Disposition of 2500 shares by Randall Fields of ReposiTrak at 19.3033 subject to Rule 16b-3 | 10/28/2024 |
4 | Disposition of 1200 shares by Randall Fields of ReposiTrak at 19.0305 subject to Rule 16b-3 | 11/04/2024 |
5 | ReposiTrak Welcomes 50 New Suppliers Featuring Nut Butter Products to Rapidly Expanding Food Traceability Network | 11/05/2024 |
6 | Disposition of 2800 shares by Randall Fields of ReposiTrak at 21.1191 subject to Rule 16b-3 | 11/11/2024 |
| ReposiTrak dividend paid on 13th of November 2024 | 11/13/2024 |
7 | Disposition of 4500 shares by Randall Fields of ReposiTrak at 21.9702 subject to Rule 16b-3 | 11/18/2024 |
8 | ReposiTrak Welcomes 50 New Seafood Suppliers to Rapidly Expanding Food Traceability Network | 11/19/2024 |
9 | Disposition of 3000 shares by Randall Fields of ReposiTrak at 22.7006 subject to Rule 16b-3 | 11/25/2024 |
10 | ReposiTrak Welcomes 50 New Produce Suppliers to Rapidly Expanding Food Traceability Network | 12/03/2024 |
11 | ReposiTrak Chief Executive Officer Trades Companys Stock | 12/04/2024 |
12 | Depay changes fortunes for Corinthians and becomes the most popular player in Brazil | 12/09/2024 |
13 | Massive Insider Trade At ReposiTrak | 12/11/2024 |
14 | Disposition of 7500 shares by Randall Fields of ReposiTrak at 24.4577 subject to Rule 16b-3 | 12/16/2024 |
15 | 50 Suppliers of Products Containing Nut Butters Join ReposiTraks Rapidly Expanding Food Traceability Network | 12/17/2024 |
16 | Disposition of 218 shares by Randall Fields of ReposiTrak at 22.3713 subject to Rule 16b-3 | 12/23/2024 |
17 | Disposition of 5000 shares by Randall Fields of ReposiTrak at 22.0731 subject to Rule 16b-3 | 12/24/2024 |
18 | Investing in ReposiTrak five years ago would have delivered you a 336 percent gain | 12/26/2024 |
19 | Disposition of 7500 shares by Randall Fields of ReposiTrak at 21.8719 subject to Rule 16b-3 | 12/30/2024 |
About ReposiTrak 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 ReposiTrak or other stocks. Alpha measures the amount that position in ReposiTrak 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) | Dividend Yield | 0.007619 | 0.006013 | 0.005412 | 0.003442 | Price To Sales Ratio | 9.72 | 14.0 | 16.1 | 10.42 |
ReposiTrak Upcoming Company Events
As portrayed in its financial statements, the presentation of ReposiTrak's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ReposiTrak's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ReposiTrak's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ReposiTrak. Please utilize our Beneish M Score to check the likelihood of ReposiTrak's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out ReposiTrak Backtesting, ReposiTrak Valuation, ReposiTrak Correlation, ReposiTrak Hype Analysis, ReposiTrak Volatility, ReposiTrak History and analyze ReposiTrak Performance. For more information on how to buy ReposiTrak Stock please use our How to buy in ReposiTrak Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
ReposiTrak 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.