Hanmi Semicon (Korea) Performance
| 042700 Stock | 84,200 800.00 0.96% |
The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hanmi Semicon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hanmi Semicon is expected to be smaller as well. At this point, Hanmi Semicon has a negative expected return of -0.59%. Please make sure to check out Hanmi Semicon's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Hanmi Semicon 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 Hanmi Semicon 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
Hanmi |
Hanmi Semicon Relative Risk vs. Return Landscape
If you would invest 12,280,000 in Hanmi Semicon on August 28, 2024 and sell it today you would lose (3,860,000) from holding Hanmi Semicon or give up 31.43% of portfolio value over 90 days. Hanmi Semicon is generating negative expected returns and assumes 3.5084% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Hanmi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hanmi Semicon Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanmi Semicon's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hanmi Semicon, and traders can use it to determine the average amount a Hanmi Semicon'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 = -0.1674
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| Negative Returns | 042700 |
Estimated Market Risk
| 3.51 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.59 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hanmi Semicon 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 Hanmi Semicon by adding Hanmi Semicon to a well-diversified portfolio.
Things to note about Hanmi Semicon performance evaluation
Checking the ongoing alerts about Hanmi Semicon for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hanmi Semicon help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hanmi Semicon generated a negative expected return over the last 90 days | |
| Hanmi Semicon has high historical volatility and very poor performance |
- Analyzing Hanmi Semicon'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 Hanmi Semicon's stock is overvalued or undervalued compared to its peers.
- Examining Hanmi Semicon'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 Hanmi Semicon's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hanmi Semicon's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hanmi Semicon's stock. These opinions can provide insight into Hanmi Semicon's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Hanmi Stock analysis
When running Hanmi Semicon's price analysis, check to measure Hanmi Semicon'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 Hanmi Semicon is operating at the current time. Most of Hanmi Semicon's value examination focuses on studying past and present price action to predict the probability of Hanmi Semicon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanmi Semicon's price. Additionally, you may evaluate how the addition of Hanmi Semicon to your portfolios can decrease your overall portfolio volatility.
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