KTB Investment (Korea) Performance
| 030210 Stock | 2,920 45.00 1.52% |
KTB Investment has a performance score of 3 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KTB Investment are expected to decrease at a much lower rate. During the bear market, KTB Investment is likely to outperform the market. KTB Investment Securities currently owns a risk of 3.26%. Please verify KTB Investment Securities semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if KTB Investment Securities will be following its current price history.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in KTB Investment Securities are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KTB Investment may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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KTB Investment Relative Risk vs. Return Landscape
If you would invest 279,500 in KTB Investment Securities on November 3, 2024 and sell it today you would earn a total of 12,500 from holding KTB Investment Securities or generate 4.47% return on investment over 90 days. KTB Investment Securities is generating 0.1287% of daily returns and assumes 3.2595% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than KTB, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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KTB Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KTB Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KTB Investment Securities, and traders can use it to determine the average amount a KTB Investment'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 = 0.0395
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| Cash | Small Risk | 030210 | High Risk | Huge Risk |
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Estimated Market Risk
| 3.26 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average KTB Investment is performing at about 3% of its full potential. 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 KTB Investment by adding it to a well-diversified portfolio.
About KTB Investment Performance
By analyzing KTB Investment's fundamental ratios, stakeholders can gain valuable insights into KTB Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KTB Investment 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 KTB Investment 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 KTB Investment Securities performance evaluation
Checking the ongoing alerts about KTB Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KTB Investment Securities help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KTB Investment had very high historical volatility over the last 90 days |
- Analyzing KTB Investment'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 KTB Investment's stock is overvalued or undervalued compared to its peers.
- Examining KTB Investment'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 KTB Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KTB Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KTB Investment's stock. These opinions can provide insight into KTB Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KTB Stock analysis
When running KTB Investment's price analysis, check to measure KTB Investment'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 KTB Investment is operating at the current time. Most of KTB Investment's value examination focuses on studying past and present price action to predict the probability of KTB Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KTB Investment's price. Additionally, you may evaluate how the addition of KTB Investment to your portfolios can decrease your overall portfolio volatility.
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