Sajo Ind (Korea) Performance
| 007160 Stock | 36,950 450.00 1.20% |
The entity has a beta of -1.01, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Sajo Ind are expected to decrease slowly. On the other hand, during market turmoil, Sajo Ind is expected to outperform it slightly. At this point, Sajo Ind has a negative expected return of -0.69%. Please make sure to validate Sajo Ind's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Sajo Ind 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 Sajo Ind 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
Sajo |
Sajo Ind Relative Risk vs. Return Landscape
If you would invest 6,020,000 in Sajo Ind on August 30, 2024 and sell it today you would lose (2,325,000) from holding Sajo Ind or give up 38.62% of portfolio value over 90 days. Sajo Ind is generating negative expected returns and assumes 5.2769% volatility on return distribution over the 90 days horizon. Simply put, 46% of stocks are less volatile than Sajo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sajo Ind Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sajo Ind's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sajo Ind, and traders can use it to determine the average amount a Sajo Ind'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 = -0.1306
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| Negative Returns | 007160 |
Estimated Market Risk
| 5.28 actual daily | 47 53% of assets are more volatile |
Expected Return
| -0.69 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sajo Ind 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 Sajo Ind by adding Sajo Ind to a well-diversified portfolio.
Things to note about Sajo Ind performance evaluation
Checking the ongoing alerts about Sajo Ind for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sajo Ind help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sajo Ind generated a negative expected return over the last 90 days | |
| Sajo Ind has high historical volatility and very poor performance |
- Analyzing Sajo Ind'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 Sajo Ind's stock is overvalued or undervalued compared to its peers.
- Examining Sajo Ind'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 Sajo Ind's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sajo Ind's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sajo Ind's stock. These opinions can provide insight into Sajo Ind's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Sajo Stock analysis
When running Sajo Ind's price analysis, check to measure Sajo Ind'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 Sajo Ind is operating at the current time. Most of Sajo Ind's value examination focuses on studying past and present price action to predict the probability of Sajo Ind's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sajo Ind's price. Additionally, you may evaluate how the addition of Sajo Ind to your portfolios can decrease your overall portfolio volatility.
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