Samwha Electronics (Korea) Performance
| 011230 Stock | 2,980 40.00 1.32% |
The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samwha Electronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Samwha Electronics is expected to be smaller as well. Samwha Electronics right now has a risk of 4.27%. Please validate Samwha Electronics jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Samwha Electronics will be following its existing price patterns.
Risk-Adjusted Performance
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Over the last 90 days Samwha Electronics Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Samwha Electronics is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Samwha |
Samwha Electronics Relative Risk vs. Return Landscape
If you would invest 309,000 in Samwha Electronics Co on August 31, 2024 and sell it today you would lose (11,000) from holding Samwha Electronics Co or give up 3.56% of portfolio value over 90 days. Samwha Electronics Co is generating 0.019% of daily returns and assumes 4.2665% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Samwha, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samwha Electronics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samwha Electronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samwha Electronics Co, and traders can use it to determine the average amount a Samwha Electronics' 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 = 0.0044
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| Negative Returns | 011230 |
Estimated Market Risk
| 4.27 actual daily | 38 62% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samwha Electronics 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 Samwha Electronics by adding Samwha Electronics to a well-diversified portfolio.
About Samwha Electronics Performance
By analyzing Samwha Electronics' fundamental ratios, stakeholders can gain valuable insights into Samwha Electronics' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Samwha Electronics 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 Samwha Electronics 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 Samwha Electronics performance evaluation
Checking the ongoing alerts about Samwha Electronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samwha Electronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samwha Electronics had very high historical volatility over the last 90 days |
- Analyzing Samwha Electronics' 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 Samwha Electronics' stock is overvalued or undervalued compared to its peers.
- Examining Samwha Electronics' 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 Samwha Electronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samwha Electronics' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samwha Electronics' stock. These opinions can provide insight into Samwha Electronics' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samwha Stock analysis
When running Samwha Electronics' price analysis, check to measure Samwha Electronics' 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 Samwha Electronics is operating at the current time. Most of Samwha Electronics' value examination focuses on studying past and present price action to predict the probability of Samwha Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samwha Electronics' price. Additionally, you may evaluate how the addition of Samwha Electronics to your portfolios can decrease your overall portfolio volatility.
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