Samlip General (Korea) Performance
| 005610 Stock | 47,100 350.00 0.74% |
The entity has a beta of 0.0693, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samlip General's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samlip General is expected to be smaller as well. At this point, Samlip General Foods has a negative expected return of -0.17%. Please make sure to validate Samlip General's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Samlip General Foods 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 Samlip General Foods 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
Samlip |
Samlip General Relative Risk vs. Return Landscape
If you would invest 5,240,000 in Samlip General Foods on September 1, 2024 and sell it today you would lose (530,000) from holding Samlip General Foods or give up 10.11% of portfolio value over 90 days. Samlip General Foods is generating negative expected returns and assumes 1.2481% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Samlip, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samlip General Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samlip General's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samlip General Foods, and traders can use it to determine the average amount a Samlip General'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 = -0.1385
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| Negative Returns | 005610 |
Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samlip General 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 Samlip General by adding Samlip General to a well-diversified portfolio.
About Samlip General Performance
By analyzing Samlip General's fundamental ratios, stakeholders can gain valuable insights into Samlip General's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Samlip General 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 Samlip General 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 Samlip General Foods performance evaluation
Checking the ongoing alerts about Samlip General for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samlip General Foods help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samlip General Foods generated a negative expected return over the last 90 days |
- Analyzing Samlip General'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 Samlip General's stock is overvalued or undervalued compared to its peers.
- Examining Samlip General'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 Samlip General's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samlip General's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samlip General's stock. These opinions can provide insight into Samlip General's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samlip Stock analysis
When running Samlip General's price analysis, check to measure Samlip General'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 Samlip General is operating at the current time. Most of Samlip General's value examination focuses on studying past and present price action to predict the probability of Samlip General's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samlip General's price. Additionally, you may evaluate how the addition of Samlip General to your portfolios can decrease your overall portfolio volatility.
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