KTB Investment (Korea) Performance
| 030210 Stock | 2,605 45.00 1.76% |
The company owns a Beta (Systematic Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KTB Investment are expected to decrease at a much lower rate. During the bear market, KTB Investment is likely to outperform the market. At this point, KTB Investment Securities has a negative expected return of -0.24%. Please make sure to verify KTB Investment's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if KTB Investment Securities performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days KTB Investment Securities 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 January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
KTB |
KTB Investment Relative Risk vs. Return Landscape
If you would invest 302,000 in KTB Investment Securities on September 14, 2024 and sell it today you would lose (41,500) from holding KTB Investment Securities or give up 13.74% of portfolio value over 90 days. KTB Investment Securities is generating negative expected returns and assumes 1.4215% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than KTB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KTB Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KTB Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KTB Investment Securities, and traders can use it to determine the average amount a KTB Investment'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 = -0.172
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| Negative Returns | 030210 |
Estimated Market Risk
| 1.42 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KTB Investment 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 KTB Investment by adding KTB Investment to a well-diversified portfolio.
About KTB Investment Performance
By analyzing KTB Investment's fundamental ratios, stakeholders can gain valuable insights into KTB Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KTB Investment 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 KTB Investment 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 KTB Investment Securities performance evaluation
Checking the ongoing alerts about KTB Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KTB Investment Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KTB Investment generated a negative expected return over the last 90 days |
- Analyzing KTB Investment'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 KTB Investment's stock is overvalued or undervalued compared to its peers.
- Examining KTB Investment'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 KTB Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KTB Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KTB Investment's stock. These opinions can provide insight into KTB Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KTB Stock analysis
When running KTB Investment's price analysis, check to measure KTB Investment'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 KTB Investment is operating at the current time. Most of KTB Investment's value examination focuses on studying past and present price action to predict the probability of KTB Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KTB Investment's price. Additionally, you may evaluate how the addition of KTB Investment to your portfolios can decrease your overall portfolio volatility.
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