Emeren Group Stock Alpha and Beta Analysis
| SOL Stock | USD 1.82 0.05 2.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emeren Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emeren over a specified time horizon. Remember, high Emeren'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 Emeren's market risk premium analysis include:
Beta (0.46) | Alpha 0.15 | Risk 4.66 | Sharpe Ratio 0.0067 | Expected Return 0.031 |
Emeren Quarterly Cash And Equivalents |
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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.
Emeren |
Emeren Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emeren market risk premium is the additional return an investor will receive from holding Emeren 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 Emeren. 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 Emeren's performance over market.| α | 0.15 | β | -0.46 |
Emeren 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 Emeren's Buy-and-hold return. Our buy-and-hold chart shows how Emeren performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Emeren Market Price Analysis
Market price analysis indicators help investors to evaluate how Emeren stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Emeren shares will generate the highest return on investment. By understating and applying Emeren stock market price indicators, traders can identify Emeren position entry and exit signals to maximize returns.
Emeren Return and Market Media
The median price of Emeren for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.33 with a coefficient of variation of 13.35. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 2.29, and mean deviation of 0.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Iyer Ramnath Narayan of Emeren at 4.1 subject to Rule 16b-3 | 09/05/2024 |
2 | Solana User Base Skyrockets To Over 123 Million, Riding The Memecoin Wave | 11/06/2024 |
3 | Solana Rising Key Metrics Hint At Serious Ethereum Competitor | 11/14/2024 |
4 | Emeren Group Ltd Q3 2024 Earnings Call Highlights Navigating Delays and Expanding in ... | 11/15/2024 |
5 | Solana Analyst Expects A Retrace Before It Breaks ATH Targets Revealed | 11/19/2024 |
About Emeren 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 Emeren or other stocks. Alpha measures the amount that position in Emeren Group 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.
| 2023 | 2024 (projected) | Dividend Yield | 30.76 | 32.3 | Price To Sales Ratio | 1.46 | 1.39 |
Emeren Upcoming Company Events
As portrayed in its financial statements, the presentation of Emeren's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Emeren's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Emeren's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Emeren. Please utilize our Beneish M Score to check the likelihood of Emeren's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 29th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Emeren
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 Emeren Backtesting, Emeren Valuation, Emeren Correlation, Emeren Hype Analysis, Emeren Volatility, Emeren History and analyze Emeren Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Emeren 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.