Cho Bi (Korea) Performance
| 001550 Stock | 10,580 300.00 2.92% |
The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cho Bi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cho Bi is expected to be smaller as well. At this point, Cho Bi has a negative expected return of -0.12%. Please make sure to confirm Cho Bi's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Cho Bi performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Cho Bi has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Cho |
Cho Bi Relative Risk vs. Return Landscape
If you would invest 1,144,000 in Cho Bi on September 2, 2024 and sell it today you would lose (86,000) from holding Cho Bi or give up 7.52% of portfolio value over 90 days. Cho Bi is generating negative expected returns and assumes 1.7449% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Cho, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Cho Bi Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cho Bi's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cho Bi, and traders can use it to determine the average amount a Cho Bi'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 = -0.0674
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| Negative Returns | 001550 |
Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Cho Bi 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 Cho Bi by adding Cho Bi to a well-diversified portfolio.
Things to note about Cho Bi performance evaluation
Checking the ongoing alerts about Cho Bi for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cho Bi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cho Bi generated a negative expected return over the last 90 days |
- Analyzing Cho Bi'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 Cho Bi's stock is overvalued or undervalued compared to its peers.
- Examining Cho Bi'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 Cho Bi's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cho Bi's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Cho Bi's stock. These opinions can provide insight into Cho Bi's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Cho Stock analysis
When running Cho Bi's price analysis, check to measure Cho Bi'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 Cho Bi is operating at the current time. Most of Cho Bi's value examination focuses on studying past and present price action to predict the probability of Cho Bi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cho Bi's price. Additionally, you may evaluate how the addition of Cho Bi to your portfolios can decrease your overall portfolio volatility.
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