Daelim Trading (Korea) Performance
| 006570 Stock | 2,800 55.00 2.00% |
The firm shows a Beta (market volatility) of -0.0246, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Daelim Trading are expected to decrease at a much lower rate. During the bear market, Daelim Trading is likely to outperform the market. At this point, Daelim Trading has a negative expected return of -0.0633%. Please make sure to confirm Daelim Trading's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Daelim Trading performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Daelim Trading Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Daelim Trading is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Daelim |
Daelim Trading Relative Risk vs. Return Landscape
If you would invest 295,500 in Daelim Trading Co on August 25, 2024 and sell it today you would lose (15,500) from holding Daelim Trading Co or give up 5.25% of portfolio value over 90 days. Daelim Trading Co is generating negative expected returns and assumes 2.3197% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Daelim, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Daelim Trading Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daelim Trading's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Daelim Trading Co, and traders can use it to determine the average amount a Daelim Trading'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 = -0.0273
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 006570 |
Estimated Market Risk
| 2.32 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Daelim Trading 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 Daelim Trading by adding Daelim Trading to a well-diversified portfolio.
About Daelim Trading Performance
By analyzing Daelim Trading's fundamental ratios, stakeholders can gain valuable insights into Daelim Trading's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Daelim Trading 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 Daelim Trading 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 Daelim Trading performance evaluation
Checking the ongoing alerts about Daelim Trading for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Daelim Trading help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Daelim Trading generated a negative expected return over the last 90 days |
- Analyzing Daelim Trading'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 Daelim Trading's stock is overvalued or undervalued compared to its peers.
- Examining Daelim Trading'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 Daelim Trading's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Daelim Trading's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Daelim Trading's stock. These opinions can provide insight into Daelim Trading's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Daelim Stock analysis
When running Daelim Trading's price analysis, check to measure Daelim Trading'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 Daelim Trading is operating at the current time. Most of Daelim Trading's value examination focuses on studying past and present price action to predict the probability of Daelim Trading's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daelim Trading's price. Additionally, you may evaluate how the addition of Daelim Trading to your portfolios can decrease your overall portfolio volatility.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |