Samsung Asset (Korea) Performance
| 449190 Etf | 16,380 35.00 0.21% |
The entity has a beta of 0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Samsung Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samsung Asset is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Samsung Asset Management are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Samsung Asset may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Samsung |
Samsung Asset Relative Risk vs. Return Landscape
If you would invest 1,541,884 in Samsung Asset Management on September 2, 2024 and sell it today you would earn a total of 96,116 from holding Samsung Asset Management or generate 6.23% return on investment over 90 days. Samsung Asset Management is generating 0.1057% of daily returns and assumes 0.9956% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Samsung, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung Asset Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Asset's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Samsung Asset Management, and traders can use it to determine the average amount a Samsung Asset'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 = 0.1062
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| Cash | 449190 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Samsung Asset is performing at about 8% of its full potential. 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 Samsung Asset by adding it to a well-diversified portfolio.