Renn Fund Alpha and Beta Analysis
| RCG Stock | USD 2.78 0.02 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RENN Fund. It also helps investors analyze the systematic and unsystematic risks associated with investing in RENN Fund over a specified time horizon. Remember, high RENN Fund'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 RENN Fund's market risk premium analysis include:
Beta 0.52 | Alpha 0.4 | Risk 3.61 | Sharpe Ratio 0.13 | Expected Return 0.48 |
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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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RENN Fund Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RENN Fund market risk premium is the additional return an investor will receive from holding RENN Fund 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 RENN Fund. 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 RENN Fund's performance over market.| α | 0.40 | β | 0.52 |
RENN Fund 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 RENN Fund's Buy-and-hold return. Our buy-and-hold chart shows how RENN Fund performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RENN Fund Market Price Analysis
Market price analysis indicators help investors to evaluate how RENN Fund stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RENN Fund shares will generate the highest return on investment. By understating and applying RENN Fund stock market price indicators, traders can identify RENN Fund position entry and exit signals to maximize returns.
RENN Fund Return and Market Media
The median price of RENN Fund for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 2.49 with a coefficient of variation of 8.32. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 2.48, and mean deviation of 0.17. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Renn Fund CEO Murray Stahl acquires 2,711 in common stock | 11/05/2024 |
2 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.33 subject to Rule 16b-3 | 11/11/2024 |
3 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.37 subject to Rule 16b-3 | 11/19/2024 |
4 | Renn fund president Murray Stahl acquires 2915 in common stock | 11/20/2024 |
5 | Acquisition by Murray Stahl of 342 shares of RENN Fund at 2.33 subject to Rule 16b-3 | 11/29/2024 |
6 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.73 subject to Rule 16b-3 | 12/02/2024 |
7 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.69 subject to Rule 16b-3 | 12/03/2024 |
8 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.63 subject to Rule 16b-3 | 12/11/2024 |
9 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.58 subject to Rule 16b-3 | 12/12/2024 |
10 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.52 subject to Rule 16b-3 | 12/13/2024 |
11 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.5 subject to Rule 16b-3 | 12/16/2024 |
12 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.51 subject to Rule 16b-3 | 12/17/2024 |
13 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.48 subject to Rule 16b-3 | 12/20/2024 |
14 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.43 subject to Rule 16b-3 | 12/23/2024 |
15 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.45 subject to Rule 16b-3 | 12/26/2024 |
16 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.55 subject to Rule 16b-3 | 12/27/2024 |
17 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.34 subject to Rule 16b-3 | 12/30/2024 |
18 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.29 subject to Rule 16b-3 | 01/02/2025 |
19 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.49 subject to Rule 16b-3 | 01/03/2025 |
20 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.53 subject to Rule 16b-3 | 01/06/2025 |
21 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.47 subject to Rule 16b-3 | 01/10/2025 |
22 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.57 subject to Rule 16b-3 | 01/15/2025 |
23 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.8 subject to Rule 16b-3 | 01/21/2025 |
24 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.85 subject to Rule 16b-3 | 01/22/2025 |
25 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.82 subject to Rule 16b-3 | 01/24/2025 |
26 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.77 subject to Rule 16b-3 | 01/27/2025 |
27 | Acquisition by Murray Stahl of tradable shares of RENN Fund at 2.86 subject to Rule 16b-3 | 01/28/2025 |
About RENN Fund 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 RENN or other stocks. Alpha measures the amount that position in RENN Fund 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.
| 2024 | 2025 (projected) | PTB Ratio | 0.78 | 0.65 | Dividend Yield | 0.002426 | 0.002305 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards RENN Fund in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, RENN Fund's short interest history, or implied volatility extrapolated from RENN Fund options trading.
Build Portfolio with RENN Fund
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 RENN Fund Backtesting, RENN Fund Valuation, RENN Fund Correlation, RENN Fund Hype Analysis, RENN Fund Volatility, RENN Fund History and analyze RENN Fund Performance. For more detail on how to invest in RENN Stock please use our How to Invest in RENN Fund guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
RENN Fund 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.