Samsung SDI (Korea) Performance
| 006400 Stock | 269,000 4,500 1.70% |
The entity has a beta of -0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Samsung SDI are expected to decrease at a much lower rate. During the bear market, Samsung SDI is likely to outperform the market. At this point, Samsung SDI has a negative expected return of -0.3%. Please make sure to validate Samsung SDI's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Samsung SDI 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 Samsung SDI 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
| Begin Period Cash Flow | 1.5 T | |
| Total Cashflows From Investing Activities | -1.9 T |
Samsung |
Samsung SDI Relative Risk vs. Return Landscape
If you would invest 33,200,000 in Samsung SDI on August 25, 2024 and sell it today you would lose (6,300,000) from holding Samsung SDI or give up 18.98% of portfolio value over 90 days. Samsung SDI is generating negative expected returns and assumes 3.271% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Samsung, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung SDI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung SDI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samsung SDI, and traders can use it to determine the average amount a Samsung SDI'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 = -0.0929
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| Negative Returns | 006400 |
Estimated Market Risk
| 3.27 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samsung SDI 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 Samsung SDI by adding Samsung SDI to a well-diversified portfolio.
Samsung SDI Fundamentals Growth
Samsung Stock prices reflect investors' perceptions of the future prospects and financial health of Samsung SDI, and Samsung SDI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Samsung Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0361 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 46.33 T | |||
| Shares Outstanding | 65.43 M | |||
| Price To Book | 2.73 X | |||
| Price To Sales | 2.45 X | |||
| Revenue | 13.55 T | |||
| EBITDA | 2.97 T | |||
| Total Debt | 2.11 T | |||
| Cash Flow From Operations | 2.18 T | |||
| Earnings Per Share | 8,634 X | |||
| Total Asset | 25.83 T | |||
About Samsung SDI Performance
By analyzing Samsung SDI's fundamental ratios, stakeholders can gain valuable insights into Samsung SDI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Samsung SDI 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 Samsung SDI 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 Samsung SDI performance evaluation
Checking the ongoing alerts about Samsung SDI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samsung SDI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samsung SDI generated a negative expected return over the last 90 days | |
| Samsung SDI has high historical volatility and very poor performance | |
| About 20.0% of the company shares are owned by insiders or employees |
- Analyzing Samsung SDI'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 Samsung SDI's stock is overvalued or undervalued compared to its peers.
- Examining Samsung SDI'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 Samsung SDI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samsung SDI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samsung SDI's stock. These opinions can provide insight into Samsung SDI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samsung Stock analysis
When running Samsung SDI's price analysis, check to measure Samsung SDI'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 Samsung SDI is operating at the current time. Most of Samsung SDI's value examination focuses on studying past and present price action to predict the probability of Samsung SDI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung SDI's price. Additionally, you may evaluate how the addition of Samsung SDI to your portfolios can decrease your overall portfolio volatility.
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