Shinhan Inverse (Korea) Performance
| 500007 Stock | 3,520 20.00 0.57% |
The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Shinhan Inverse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shinhan Inverse is expected to be smaller as well. At this point, Shinhan Inverse Silver has a negative expected return of -0.0496%. Please make sure to validate Shinhan Inverse's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Shinhan Inverse Silver 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 Shinhan Inverse Silver has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Shinhan Inverse is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Shinhan |
Shinhan Inverse Relative Risk vs. Return Landscape
If you would invest 367,000 in Shinhan Inverse Silver on August 26, 2024 and sell it today you would lose (15,000) from holding Shinhan Inverse Silver or give up 4.09% of portfolio value over 90 days. Shinhan Inverse Silver is generating negative expected returns and assumes 2.1225% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Shinhan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shinhan Inverse Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shinhan Inverse's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shinhan Inverse Silver, and traders can use it to determine the average amount a Shinhan Inverse'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 = -0.0234
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| Negative Returns | 500007 |
Estimated Market Risk
| 2.12 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shinhan Inverse 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 Shinhan Inverse by adding Shinhan Inverse to a well-diversified portfolio.
About Shinhan Inverse Performance
By analyzing Shinhan Inverse's fundamental ratios, stakeholders can gain valuable insights into Shinhan Inverse's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shinhan Inverse 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 Shinhan Inverse 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 Shinhan Inverse Silver performance evaluation
Checking the ongoing alerts about Shinhan Inverse for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shinhan Inverse Silver help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shinhan Inverse generated a negative expected return over the last 90 days |
- Analyzing Shinhan Inverse'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 Shinhan Inverse's stock is overvalued or undervalued compared to its peers.
- Examining Shinhan Inverse'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 Shinhan Inverse's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shinhan Inverse's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shinhan Inverse's stock. These opinions can provide insight into Shinhan Inverse's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shinhan Stock analysis
When running Shinhan Inverse's price analysis, check to measure Shinhan Inverse'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 Shinhan Inverse is operating at the current time. Most of Shinhan Inverse's value examination focuses on studying past and present price action to predict the probability of Shinhan Inverse's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shinhan Inverse's price. Additionally, you may evaluate how the addition of Shinhan Inverse to your portfolios can decrease your overall portfolio volatility.
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