DRB Industrial (Korea) Performance
| 163560 Stock | 7,100 30.00 0.42% |
The firm owns a Beta (Systematic Risk) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, DRB Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding DRB Industrial is expected to be smaller as well. At this point, DRB Industrial has a negative expected return of -0.0192%. Please make sure to confirm DRB Industrial'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 DRB Industrial performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days DRB Industrial Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, DRB Industrial is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
DRB |
DRB Industrial Relative Risk vs. Return Landscape
If you would invest 734,674 in DRB Industrial Co on October 12, 2024 and sell it today you would lose (24,674) from holding DRB Industrial Co or give up 3.36% of portfolio value over 90 days. DRB Industrial Co is generating negative expected returns and assumes 2.7532% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than DRB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DRB Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DRB Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DRB Industrial Co, and traders can use it to determine the average amount a DRB Industrial'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 = -0.007
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| Negative Returns | 163560 |
Estimated Market Risk
| 2.75 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DRB Industrial 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 DRB Industrial by adding DRB Industrial to a well-diversified portfolio.
About DRB Industrial Performance
By analyzing DRB Industrial's fundamental ratios, stakeholders can gain valuable insights into DRB Industrial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DRB Industrial 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 DRB Industrial 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 DRB Industrial performance evaluation
Checking the ongoing alerts about DRB Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DRB Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DRB Industrial generated a negative expected return over the last 90 days |
- Analyzing DRB Industrial'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 DRB Industrial's stock is overvalued or undervalued compared to its peers.
- Examining DRB Industrial'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 DRB Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DRB Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DRB Industrial's stock. These opinions can provide insight into DRB Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for DRB Stock analysis
When running DRB Industrial's price analysis, check to measure DRB Industrial'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 DRB Industrial is operating at the current time. Most of DRB Industrial's value examination focuses on studying past and present price action to predict the probability of DRB Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DRB Industrial's price. Additionally, you may evaluate how the addition of DRB Industrial to your portfolios can decrease your overall portfolio volatility.
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