Eugene Investment (Korea) Performance
| 001200 Stock | 2,960 60.00 1.99% |
The firm shows a Beta (market volatility) of -0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Eugene Investment are expected to decrease at a much lower rate. During the bear market, Eugene Investment is likely to outperform the market. At this point, Eugene Investment has a negative expected return of -0.64%. Please make sure to confirm Eugene Investment's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Eugene Investment performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Eugene Investment Securities has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Eugene |
Eugene Investment Relative Risk vs. Return Landscape
If you would invest 440,000 in Eugene Investment Securities on August 29, 2024 and sell it today you would lose (144,000) from holding Eugene Investment Securities or give up 32.73% of portfolio value over 90 days. Eugene Investment Securities is generating negative expected returns and assumes 2.9198% volatility on return distribution over the 90 days horizon. Simply put, 26% of stocks are less volatile than Eugene, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Eugene Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eugene Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Eugene Investment Securities, and traders can use it to determine the average amount a Eugene Investment's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2187
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| Negative Returns | 001200 |
Estimated Market Risk
| 2.92 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.64 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Eugene Investment is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Eugene Investment by adding Eugene Investment to a well-diversified portfolio.
About Eugene Investment Performance
By analyzing Eugene Investment's fundamental ratios, stakeholders can gain valuable insights into Eugene Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Eugene Investment has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Eugene Investment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Eugene Investment performance evaluation
Checking the ongoing alerts about Eugene Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Eugene Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Eugene Investment generated a negative expected return over the last 90 days |
- Analyzing Eugene Investment's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Eugene Investment's stock is overvalued or undervalued compared to its peers.
- Examining Eugene Investment's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Eugene Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Eugene Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Eugene Investment's stock. These opinions can provide insight into Eugene Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Eugene Stock analysis
When running Eugene Investment's price analysis, check to measure Eugene Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Eugene Investment is operating at the current time. Most of Eugene Investment's value examination focuses on studying past and present price action to predict the probability of Eugene Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eugene Investment's price. Additionally, you may evaluate how the addition of Eugene Investment to your portfolios can decrease your overall portfolio volatility.
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