Jeju Bank (Korea) Performance
| 006220 Stock | 8,120 60.00 0.73% |
The company retains a Market Volatility (i.e., Beta) of -0.0833, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jeju Bank are expected to decrease at a much lower rate. During the bear market, Jeju Bank is likely to outperform the market. At this point, Jeju Bank has a negative expected return of -0.18%. Please make sure to check out Jeju Bank's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Jeju Bank performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Jeju Bank 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
Jeju |
Jeju Bank Relative Risk vs. Return Landscape
If you would invest 911,000 in Jeju Bank on August 29, 2024 and sell it today you would lose (99,000) from holding Jeju Bank or give up 10.87% of portfolio value over 90 days. Jeju Bank is generating negative expected returns and assumes 1.6352% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Jeju, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Jeju Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jeju Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Jeju Bank, and traders can use it to determine the average amount a Jeju Bank'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 = -0.111
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| Negative Returns | 006220 |
Estimated Market Risk
| 1.64 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Jeju Bank 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 Jeju Bank by adding Jeju Bank to a well-diversified portfolio.
About Jeju Bank Performance
By analyzing Jeju Bank's fundamental ratios, stakeholders can gain valuable insights into Jeju Bank's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Jeju Bank 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 Jeju Bank 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 Jeju Bank performance evaluation
Checking the ongoing alerts about Jeju Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Jeju Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Jeju Bank generated a negative expected return over the last 90 days |
- Analyzing Jeju Bank'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 Jeju Bank's stock is overvalued or undervalued compared to its peers.
- Examining Jeju Bank'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 Jeju Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Jeju Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Jeju Bank's stock. These opinions can provide insight into Jeju Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Jeju Stock analysis
When running Jeju Bank's price analysis, check to measure Jeju Bank'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 Jeju Bank is operating at the current time. Most of Jeju Bank's value examination focuses on studying past and present price action to predict the probability of Jeju Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jeju Bank's price. Additionally, you may evaluate how the addition of Jeju Bank to your portfolios can decrease your overall portfolio volatility.
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