Reto Eco Solutions Stock Alpha and Beta Analysis
| RETO Stock | USD 0.98 0.00 0.000002% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ReTo Eco Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in ReTo Eco over a specified time horizon. Remember, high ReTo Eco'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 ReTo Eco's market risk premium analysis include:
Beta 1.32 | Alpha (0.49) | Risk 4.81 | Sharpe Ratio (0.09) | Expected Return (0.42) |
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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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ReTo Eco Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ReTo Eco market risk premium is the additional return an investor will receive from holding ReTo Eco 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 ReTo Eco. 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 ReTo Eco's performance over market.| α | -0.49 | β | 1.32 |
ReTo Eco 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 ReTo Eco's Buy-and-hold return. Our buy-and-hold chart shows how ReTo Eco performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ReTo Eco Market Price Analysis
Market price analysis indicators help investors to evaluate how ReTo Eco stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ReTo Eco shares will generate the highest return on investment. By understating and applying ReTo Eco stock market price indicators, traders can identify ReTo Eco position entry and exit signals to maximize returns.
ReTo Eco Return and Market Media
The median price of ReTo Eco for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 1.11 with a coefficient of variation of 14.18. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 1.13, and mean deviation of 0.13. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | RETO.us Shares Plunge Amid Broader Construction Materials Sector Decline | 10/21/2024 |
2 | VENDE GLOBE ALAN ROURA, HUBLOT Y TODA SUIZA A LAS PUERTAS DEL RETO DEPORTIVO MS EXTREMO | 11/11/2024 |
3 | ReTo Eco-Solutions Secures Major Forest Rights Deal - TipRanks | 12/05/2024 |
About ReTo Eco 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 ReTo or other stocks. Alpha measures the amount that position in ReTo Eco Solutions 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) | Days Sales Outstanding | 809.54 | 160.38 | 204.67 | 183.49 | PTB Ratio | 3.28 | 3.75 | 0.69 | 0.66 |
ReTo Eco Upcoming Company Events
As portrayed in its financial statements, the presentation of ReTo Eco's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ReTo Eco's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ReTo Eco's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ReTo Eco. Please utilize our Beneish M Score to check the likelihood of ReTo Eco's management manipulating its earnings.
| 6th of May 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with ReTo Eco
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ReTo Eco Backtesting, ReTo Eco Valuation, ReTo Eco Correlation, ReTo Eco Hype Analysis, ReTo Eco Volatility, ReTo Eco History and analyze ReTo Eco Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
ReTo Eco 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.