Lotte Data (Korea) Performance
| 286940 Stock | 20,150 50.00 0.25% |
The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lotte Data are expected to decrease at a much lower rate. During the bear market, Lotte Data is likely to outperform the market. At this point, Lotte Data Communication has a negative expected return of -0.57%. Please make sure to verify Lotte Data's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Lotte Data Communication 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 Lotte Data Communication 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
| Begin Period Cash Flow | 97.3 B | |
| Total Cashflows From Investing Activities | -123.3 B |
Lotte |
Lotte Data Relative Risk vs. Return Landscape
If you would invest 2,850,000 in Lotte Data Communication on August 29, 2024 and sell it today you would lose (835,000) from holding Lotte Data Communication or give up 29.3% of portfolio value over 90 days. Lotte Data Communication is generating negative expected returns and assumes 2.4389% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Lotte, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lotte Data Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotte Data's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lotte Data Communication, and traders can use it to determine the average amount a Lotte Data'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 = -0.2322
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| Negative Returns | 286940 |
Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.57 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lotte Data 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 Lotte Data by adding Lotte Data to a well-diversified portfolio.
Lotte Data Fundamentals Growth
Lotte Stock prices reflect investors' perceptions of the future prospects and financial health of Lotte Data, and Lotte Data 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 Lotte Stock performance.
| Return On Equity | 0.0296 | |||
| Return On Asset | 0.0182 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.02 % | |||
| Current Valuation | 358.39 B | |||
| Shares Outstanding | 15.13 M | |||
| Price To Book | 0.84 X | |||
| Price To Sales | 0.36 X | |||
| Revenue | 930 B | |||
| EBITDA | 86.59 B | |||
| Total Debt | 100 B | |||
| Cash Flow From Operations | 87.3 B | |||
| Earnings Per Share | 595.69 X | |||
| Total Asset | 750.13 B | |||
About Lotte Data Performance
By analyzing Lotte Data's fundamental ratios, stakeholders can gain valuable insights into Lotte Data's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lotte Data 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 Lotte Data 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 Lotte Data Communication performance evaluation
Checking the ongoing alerts about Lotte Data for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lotte Data Communication help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lotte Data generated a negative expected return over the last 90 days | |
| About 67.0% of the company shares are owned by insiders or employees |
- Analyzing Lotte Data'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 Lotte Data's stock is overvalued or undervalued compared to its peers.
- Examining Lotte Data'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 Lotte Data's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lotte Data's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lotte Data's stock. These opinions can provide insight into Lotte Data's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lotte Stock analysis
When running Lotte Data's price analysis, check to measure Lotte Data'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 Lotte Data is operating at the current time. Most of Lotte Data's value examination focuses on studying past and present price action to predict the probability of Lotte Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotte Data's price. Additionally, you may evaluate how the addition of Lotte Data to your portfolios can decrease your overall portfolio volatility.
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