Shinsegae Information (Korea) Performance
| 035510 Stock | 8,860 10.00 0.11% |
The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Shinsegae Information are expected to decrease at a much lower rate. During the bear market, Shinsegae Information is likely to outperform the market. At this point, Shinsegae Information has a negative expected return of -0.15%. Please make sure to validate Shinsegae Information's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Shinsegae Information performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Shinsegae Information Communication 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
Shinsegae |
Shinsegae Information Relative Risk vs. Return Landscape
If you would invest 975,000 in Shinsegae Information Communication on August 25, 2024 and sell it today you would lose (89,000) from holding Shinsegae Information Communication or give up 9.13% of portfolio value over 90 days. Shinsegae Information Communication is generating negative expected returns and assumes 1.6371% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Shinsegae, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shinsegae Information Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shinsegae Information's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shinsegae Information Communication, and traders can use it to determine the average amount a Shinsegae Information'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 = -0.0894
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| Negative Returns | 035510 |
Estimated Market Risk
| 1.64 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.15 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 Shinsegae Information 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 Shinsegae Information by adding Shinsegae Information to a well-diversified portfolio.
About Shinsegae Information Performance
By analyzing Shinsegae Information's fundamental ratios, stakeholders can gain valuable insights into Shinsegae Information's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shinsegae Information 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 Shinsegae Information 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 Shinsegae Information performance evaluation
Checking the ongoing alerts about Shinsegae Information for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shinsegae Information help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shinsegae Information generated a negative expected return over the last 90 days |
- Analyzing Shinsegae Information'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 Shinsegae Information's stock is overvalued or undervalued compared to its peers.
- Examining Shinsegae Information'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 Shinsegae Information's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shinsegae Information's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shinsegae Information's stock. These opinions can provide insight into Shinsegae Information's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shinsegae Stock analysis
When running Shinsegae Information's price analysis, check to measure Shinsegae Information'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 Shinsegae Information is operating at the current time. Most of Shinsegae Information's value examination focuses on studying past and present price action to predict the probability of Shinsegae Information's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shinsegae Information's price. Additionally, you may evaluate how the addition of Shinsegae Information to your portfolios can decrease your overall portfolio volatility.
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