Amogreentech (Korea) Performance
| 125210 Stock | 6,070 330.00 5.16% |
The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amogreentech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amogreentech is expected to be smaller as well. At this point, Amogreentech has a negative expected return of -0.32%. Please make sure to confirm Amogreentech's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Amogreentech performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Amogreentech Co 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 December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Amogreentech |
Amogreentech Relative Risk vs. Return Landscape
If you would invest 795,000 in Amogreentech Co on August 31, 2024 and sell it today you would lose (155,000) from holding Amogreentech Co or give up 19.5% of portfolio value over 90 days. Amogreentech Co is generating negative expected returns and assumes 3.4071% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than Amogreentech, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Amogreentech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amogreentech's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Amogreentech Co, and traders can use it to determine the average amount a Amogreentech'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 = -0.093
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| Negative Returns | 125210 |
Estimated Market Risk
| 3.41 actual daily | 30 70% of assets are more volatile |
Expected Return
| -0.32 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 Amogreentech 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 Amogreentech by adding Amogreentech to a well-diversified portfolio.
About Amogreentech Performance
By analyzing Amogreentech's fundamental ratios, stakeholders can gain valuable insights into Amogreentech's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Amogreentech 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 Amogreentech 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 Amogreentech performance evaluation
Checking the ongoing alerts about Amogreentech for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Amogreentech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Amogreentech generated a negative expected return over the last 90 days | |
| Amogreentech has high historical volatility and very poor performance |
- Analyzing Amogreentech'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 Amogreentech's stock is overvalued or undervalued compared to its peers.
- Examining Amogreentech'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 Amogreentech's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Amogreentech's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Amogreentech's stock. These opinions can provide insight into Amogreentech's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Amogreentech Stock analysis
When running Amogreentech's price analysis, check to measure Amogreentech'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 Amogreentech is operating at the current time. Most of Amogreentech's value examination focuses on studying past and present price action to predict the probability of Amogreentech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amogreentech's price. Additionally, you may evaluate how the addition of Amogreentech to your portfolios can decrease your overall portfolio volatility.
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