Amorepacific Corp (Korea) Performance
| 090430 Stock | 104,200 5,000 4.58% |
The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amorepacific Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amorepacific Corp is expected to be smaller as well. At this point, Amorepacific Corp has a negative expected return of -0.19%. Please make sure to confirm Amorepacific Corp's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Amorepacific Corp 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 Amorepacific Corp 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
| Begin Period Cash Flow | 793.7 B | |
| Total Cashflows From Investing Activities | -708.4 B |
Amorepacific |
Amorepacific Corp Relative Risk vs. Return Landscape
If you would invest 12,530,000 in Amorepacific Corp on August 31, 2024 and sell it today you would lose (1,610,000) from holding Amorepacific Corp or give up 12.85% of portfolio value over 90 days. Amorepacific Corp is generating negative expected returns and assumes 3.0512% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than Amorepacific, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Amorepacific Corp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amorepacific Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amorepacific Corp, and traders can use it to determine the average amount a Amorepacific Corp'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 = -0.0613
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 090430 |
Estimated Market Risk
| 3.05 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amorepacific Corp 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 Amorepacific Corp by adding Amorepacific Corp to a well-diversified portfolio.
Amorepacific Corp Fundamentals Growth
Amorepacific Stock prices reflect investors' perceptions of the future prospects and financial health of Amorepacific Corp, and Amorepacific Corp 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 Amorepacific Stock performance.
| Return On Equity | 0.0104 | |||
| Return On Asset | 0.0191 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 7.68 T | |||
| Shares Outstanding | 58.44 M | |||
| Price To Book | 1.92 X | |||
| Price To Sales | 1.88 X | |||
| Revenue | 4.86 T | |||
| EBITDA | 671.17 B | |||
| Cash Flow From Operations | 691.43 B | |||
| Earnings Per Share | 401.86 X | |||
| Total Asset | 6.12 T | |||
About Amorepacific Corp Performance
By analyzing Amorepacific Corp's fundamental ratios, stakeholders can gain valuable insights into Amorepacific Corp's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Amorepacific Corp 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 Amorepacific Corp 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 Amorepacific Corp performance evaluation
Checking the ongoing alerts about Amorepacific Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amorepacific Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Amorepacific Corp generated a negative expected return over the last 90 days | |
| Amorepacific Corp has high historical volatility and very poor performance | |
| About 50.0% of the company shares are owned by insiders or employees |
- Analyzing Amorepacific Corp'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 Amorepacific Corp's stock is overvalued or undervalued compared to its peers.
- Examining Amorepacific Corp'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 Amorepacific Corp's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amorepacific Corp's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amorepacific Corp's stock. These opinions can provide insight into Amorepacific Corp's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Amorepacific Stock analysis
When running Amorepacific Corp's price analysis, check to measure Amorepacific Corp'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 Amorepacific Corp is operating at the current time. Most of Amorepacific Corp's value examination focuses on studying past and present price action to predict the probability of Amorepacific Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amorepacific Corp's price. Additionally, you may evaluate how the addition of Amorepacific Corp to your portfolios can decrease your overall portfolio volatility.
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |