Korea Industrial (Korea) Performance
| 002140 Stock | 2,775 25.00 0.91% |
The company secures a Beta (Market Risk) of 0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Korea Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Industrial is expected to be smaller as well. At this point, Korea Industrial has a negative expected return of -0.0676%. Please make sure to verify Korea Industrial's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Korea Industrial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Korea Industrial Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Korea Industrial is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Korea |
Korea Industrial Relative Risk vs. Return Landscape
If you would invest 295,786 in Korea Industrial Co on November 1, 2024 and sell it today you would lose (18,286) from holding Korea Industrial Co or give up 6.18% of portfolio value over 90 days. Korea Industrial Co is generating negative expected returns and assumes 2.8701% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Korea, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Korea Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korea Industrial Co, and traders can use it to determine the average amount a Korea Industrial'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 = -0.0236
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 002140 |
Estimated Market Risk
| 2.87 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Korea Industrial 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 Korea Industrial by adding Korea Industrial to a well-diversified portfolio.
About Korea Industrial Performance
By analyzing Korea Industrial's fundamental ratios, stakeholders can gain valuable insights into Korea Industrial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korea Industrial 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 Korea Industrial 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 Korea Industrial performance evaluation
Checking the ongoing alerts about Korea Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korea Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Korea Industrial generated a negative expected return over the last 90 days |
- Analyzing Korea Industrial'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 Korea Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Korea Industrial'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 Korea Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korea Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korea Industrial's stock. These opinions can provide insight into Korea Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korea Stock analysis
When running Korea Industrial's price analysis, check to measure Korea Industrial'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 Korea Industrial is operating at the current time. Most of Korea Industrial's value examination focuses on studying past and present price action to predict the probability of Korea Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korea Industrial's price. Additionally, you may evaluate how the addition of Korea Industrial to your portfolios can decrease your overall portfolio volatility.
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |