Korea Electric (Korea) Performance
| 015760 Stock | 21,050 200.00 0.94% |
The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Korea Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Electric is expected to be smaller as well. At this point, Korea Electric Power has a negative expected return of -0.14%. Please make sure to verify Korea Electric's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Korea Electric Power 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 Korea Electric Power 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
| Begin Period Cash Flow | 2 T | |
| Total Cashflows From Investing Activities | -12.4 T |
Korea |
Korea Electric Relative Risk vs. Return Landscape
If you would invest 2,310,000 in Korea Electric Power on November 3, 2024 and sell it today you would lose (205,000) from holding Korea Electric Power or give up 8.87% of portfolio value over 90 days. Korea Electric Power is generating negative expected returns and assumes 2.0351% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than Korea, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Korea Electric Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Electric's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korea Electric Power, and traders can use it to determine the average amount a Korea Electric'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 = -0.0685
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 015760 |
Estimated Market Risk
| 2.04 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Korea Electric 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 Korea Electric by adding Korea Electric to a well-diversified portfolio.
Korea Electric Fundamentals Growth
Korea Stock prices reflect investors' perceptions of the future prospects and financial health of Korea Electric, and Korea Electric fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Korea Stock performance.
| Return On Equity | -0.34 | |||
| Return On Asset | -0.0761 | |||
| Profit Margin | (0.30) % | |||
| Operating Margin | (0.39) % | |||
| Current Valuation | 11.95 T | |||
| Shares Outstanding | 641.96 M | |||
| Price To Book | 0.25 X | |||
| Price To Sales | 0.21 X | |||
| Revenue | 60.58 T | |||
| EBITDA | (5.86 T) | |||
| Total Debt | 2.27 T | |||
| Cash Flow From Operations | 4.47 T | |||
| Earnings Per Share | (8,388) X | |||
| Total Asset | 211.07 T | |||
About Korea Electric Performance
By analyzing Korea Electric's fundamental ratios, stakeholders can gain valuable insights into Korea Electric's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korea Electric 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 Korea Electric 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 Korea Electric Power performance evaluation
Checking the ongoing alerts about Korea Electric for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korea Electric Power help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Korea Electric Power generated a negative expected return over the last 90 days | |
| The company reported the revenue of 60.58 T. Net Loss for the year was (5.32 T) with loss before overhead, payroll, taxes, and interest of (3.12 T). | |
| About 19.0% of the company shares are owned by insiders or employees |
- Analyzing Korea Electric'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 Korea Electric's stock is overvalued or undervalued compared to its peers.
- Examining Korea Electric'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 Korea Electric's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korea Electric's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korea Electric's stock. These opinions can provide insight into Korea Electric's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korea Stock analysis
When running Korea Electric's price analysis, check to measure Korea Electric'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 Korea Electric is operating at the current time. Most of Korea Electric's value examination focuses on studying past and present price action to predict the probability of Korea Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korea Electric's price. Additionally, you may evaluate how the addition of Korea Electric to your portfolios can decrease your overall portfolio volatility.
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