Hansol Chemical (Korea) Performance
| 014680 Stock | 106,300 200.00 0.19% |
The company retains a Market Volatility (i.e., Beta) of -0.0682, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hansol Chemical are expected to decrease at a much lower rate. During the bear market, Hansol Chemical is likely to outperform the market. At this point, Hansol Chemical has a negative expected return of -0.43%. Please make sure to check out Hansol Chemical's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Hansol Chemical 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 Hansol Chemical Co 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
Hansol |
Hansol Chemical Relative Risk vs. Return Landscape
If you would invest 13,950,000 in Hansol Chemical Co on August 29, 2024 and sell it today you would lose (3,320,000) from holding Hansol Chemical Co or give up 23.8% of portfolio value over 90 days. Hansol Chemical Co is generating negative expected returns and assumes 2.6393% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Hansol, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hansol Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hansol Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hansol Chemical Co, and traders can use it to determine the average amount a Hansol Chemical'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 = -0.1612
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| Negative Returns | 014680 |
Estimated Market Risk
| 2.64 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.43 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hansol Chemical 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 Hansol Chemical by adding Hansol Chemical to a well-diversified portfolio.
About Hansol Chemical Performance
By analyzing Hansol Chemical's fundamental ratios, stakeholders can gain valuable insights into Hansol Chemical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Hansol Chemical 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 Hansol Chemical 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 Hansol Chemical performance evaluation
Checking the ongoing alerts about Hansol Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hansol Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hansol Chemical generated a negative expected return over the last 90 days |
- Analyzing Hansol Chemical'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 Hansol Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Hansol Chemical'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 Hansol Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hansol Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hansol Chemical's stock. These opinions can provide insight into Hansol Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Hansol Stock analysis
When running Hansol Chemical's price analysis, check to measure Hansol Chemical'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 Hansol Chemical is operating at the current time. Most of Hansol Chemical's value examination focuses on studying past and present price action to predict the probability of Hansol Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hansol Chemical's price. Additionally, you may evaluate how the addition of Hansol Chemical to your portfolios can decrease your overall portfolio volatility.
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