HuMC (Korea) Performance
| 263920 Stock | 992.00 2.00 0.20% |
The company retains a Market Volatility (i.e., Beta) of -0.0773, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HuMC are expected to decrease at a much lower rate. During the bear market, HuMC is likely to outperform the market. At this point, HuMC has a negative expected return of -0.13%. Please make sure to check out HuMC's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if HuMC 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 HuMC Co 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
HuMC |
HuMC Relative Risk vs. Return Landscape
If you would invest 107,300 in HuMC Co on September 1, 2024 and sell it today you would lose (8,100) from holding HuMC Co or give up 7.55% of portfolio value over 90 days. HuMC Co is generating negative expected returns and assumes 0.8563% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than HuMC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HuMC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HuMC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as HuMC Co, and traders can use it to determine the average amount a HuMC'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 = -0.151
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 263920 |
Estimated Market Risk
| 0.86 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HuMC 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 HuMC by adding HuMC to a well-diversified portfolio.
Things to note about HuMC performance evaluation
Checking the ongoing alerts about HuMC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for HuMC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| HuMC generated a negative expected return over the last 90 days |
- Analyzing HuMC'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 HuMC's stock is overvalued or undervalued compared to its peers.
- Examining HuMC'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 HuMC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HuMC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of HuMC's stock. These opinions can provide insight into HuMC's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for HuMC Stock analysis
When running HuMC's price analysis, check to measure HuMC'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 HuMC is operating at the current time. Most of HuMC's value examination focuses on studying past and present price action to predict the probability of HuMC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HuMC's price. Additionally, you may evaluate how the addition of HuMC to your portfolios can decrease your overall portfolio volatility.
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