Lee Ku (Korea) Performance
| 025820 Stock | 4,335 5.00 0.12% |
The company secures a Beta (Market Risk) of -0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lee Ku are expected to decrease at a much lower rate. During the bear market, Lee Ku is likely to outperform the market. At this point, Lee Ku Industrial has a negative expected return of -0.0569%. Please make sure to verify Lee Ku's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Lee Ku 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 Lee Ku Industrial has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Lee Ku is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Lee |
Lee Ku Relative Risk vs. Return Landscape
If you would invest 460,000 in Lee Ku Industrial on October 18, 2024 and sell it today you would lose (26,500) from holding Lee Ku Industrial or give up 5.76% of portfolio value over 90 days. Lee Ku Industrial is generating negative expected returns and assumes 2.868% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Lee, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lee Ku Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lee Ku's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lee Ku Industrial, and traders can use it to determine the average amount a Lee Ku'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 = -0.0198
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 025820 |
Estimated Market Risk
| 2.87 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.06 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 Lee Ku 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 Lee Ku by adding Lee Ku to a well-diversified portfolio.
About Lee Ku Performance
By analyzing Lee Ku's fundamental ratios, stakeholders can gain valuable insights into Lee Ku's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lee Ku 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 Lee Ku 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 Lee Ku Industrial performance evaluation
Checking the ongoing alerts about Lee Ku for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lee Ku Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lee Ku Industrial generated a negative expected return over the last 90 days |
- Analyzing Lee Ku'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 Lee Ku's stock is overvalued or undervalued compared to its peers.
- Examining Lee Ku'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 Lee Ku's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lee Ku's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lee Ku's stock. These opinions can provide insight into Lee Ku's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lee Stock analysis
When running Lee Ku's price analysis, check to measure Lee Ku'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 Lee Ku is operating at the current time. Most of Lee Ku's value examination focuses on studying past and present price action to predict the probability of Lee Ku's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lee Ku's price. Additionally, you may evaluate how the addition of Lee Ku to your portfolios can decrease your overall portfolio volatility.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |