Cots Technology (Korea) Performance
| 448710 Stock | 16,190 610.00 3.63% |
The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cots Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cots Technology is expected to be smaller as well. At this point, Cots Technology has a negative expected return of -0.21%. Please make sure to confirm Cots Technology's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Cots Technology 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 Cots Technology 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
Cots |
Cots Technology Relative Risk vs. Return Landscape
If you would invest 1,966,000 in Cots Technology Co on August 29, 2024 and sell it today you would lose (286,000) from holding Cots Technology Co or give up 14.55% of portfolio value over 90 days. Cots Technology Co is generating negative expected returns and assumes 3.5316% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Cots, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Cots Technology Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cots Technology's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cots Technology Co, and traders can use it to determine the average amount a Cots Technology'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 = -0.0582
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| Negative Returns | 448710 |
Estimated Market Risk
| 3.53 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.21 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 Cots Technology 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 Cots Technology by adding Cots Technology to a well-diversified portfolio.
Things to note about Cots Technology performance evaluation
Checking the ongoing alerts about Cots Technology for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cots Technology help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cots Technology generated a negative expected return over the last 90 days | |
| Cots Technology has high historical volatility and very poor performance |
- Analyzing Cots Technology'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 Cots Technology's stock is overvalued or undervalued compared to its peers.
- Examining Cots Technology'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 Cots Technology's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cots Technology's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Cots Technology's stock. These opinions can provide insight into Cots Technology's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Cots Stock analysis
When running Cots Technology's price analysis, check to measure Cots Technology'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 Cots Technology is operating at the current time. Most of Cots Technology's value examination focuses on studying past and present price action to predict the probability of Cots Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cots Technology's price. Additionally, you may evaluate how the addition of Cots Technology to your portfolios can decrease your overall portfolio volatility.
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