Reto Eco Solutions Stock Alpha and Beta Analysis

RETO Stock  USD 0.91  0.05  5.21%   
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
(1.30)
Alpha
(0.36)
Risk
5.21
Sharpe Ratio
(0.15)
Expected Return
(0.79)
Please note that although ReTo Eco alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, ReTo Eco did 0.36  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of ReTo Eco Solutions stock's relative risk over its benchmark. ReTo Eco Solutions has a beta of 1.30  . As returns on the market increase, returns on owning ReTo Eco are expected to decrease by larger amounts. On the other hand, during market turmoil, ReTo Eco is expected to outperform it. As of the 5th of December 2024, Book Value Per Share is likely to drop to 5.73. In addition to that, Tangible Book Value Per Share is likely to drop to 0.47.

Enterprise Value

12.49 Million

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.
  
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.

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-0.36   β-1.3

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 Fri, Sep 6, 2024 and Thu, Dec 5, 2024 is 1.16 with a coefficient of variation of 16.13. The daily time series for the period is distributed with a sample standard deviation of 0.19, arithmetic mean of 1.2, and mean deviation of 0.16. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
ReTo Eco-Solutions files to sell 15.36M Class A shares for holders
09/24/2024
2
ReTo Eco-Solutions, Inc. Short Interest Update
10/25/2024

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 Outstanding809.54160.38204.67183.49
PTB Ratio3.283.750.690.66

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether ReTo Eco Solutions offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ReTo Eco's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Reto Eco Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Reto Eco Solutions Stock:
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.
A focus of ReTo Eco technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ReTo Eco trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...