KEPCO Engineering (Korea) Performance
| 052690 Stock | 64,500 2,200 3.53% |
The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KEPCO Engineering's returns are expected to increase less than the market. However, during the bear market, the loss of holding KEPCO Engineering is expected to be smaller as well. At this point, KEPCO Engineering has a negative expected return of -0.13%. Please make sure to verify KEPCO Engineering's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if KEPCO Engineering performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days KEPCO Engineering Construction 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 | 39.1 B | |
| Total Cashflows From Investing Activities | 19 B |
KEPCO |
KEPCO Engineering Relative Risk vs. Return Landscape
If you would invest 7,200,000 in KEPCO Engineering Construction on October 20, 2024 and sell it today you would lose (750,000) from holding KEPCO Engineering Construction or give up 10.42% of portfolio value over 90 days. KEPCO Engineering Construction is generating negative expected returns and assumes 3.0469% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than KEPCO, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KEPCO Engineering Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KEPCO Engineering's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KEPCO Engineering Construction, and traders can use it to determine the average amount a KEPCO Engineering'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 = -0.0424
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| Negative Returns | 052690 |
Estimated Market Risk
| 3.05 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KEPCO Engineering 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 KEPCO Engineering by adding KEPCO Engineering to a well-diversified portfolio.
KEPCO Engineering Fundamentals Growth
KEPCO Stock prices reflect investors' perceptions of the future prospects and financial health of KEPCO Engineering, and KEPCO Engineering 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 KEPCO Stock performance.
| Return On Equity | 0.0397 | |||
| Return On Asset | 0.0157 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.04 % | |||
| Current Valuation | 2.2 T | |||
| Shares Outstanding | 38.04 M | |||
| Price To Book | 4.19 X | |||
| Price To Sales | 4.47 X | |||
| Revenue | 433.13 B | |||
| EBITDA | 42.66 B | |||
| Cash Flow From Operations | (15.76 B) | |||
| Earnings Per Share | 456.50 X | |||
| Total Asset | 705.51 B | |||
About KEPCO Engineering Performance
By analyzing KEPCO Engineering's fundamental ratios, stakeholders can gain valuable insights into KEPCO Engineering's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KEPCO Engineering 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 KEPCO Engineering 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 KEPCO Engineering performance evaluation
Checking the ongoing alerts about KEPCO Engineering for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KEPCO Engineering help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KEPCO Engineering generated a negative expected return over the last 90 days | |
| KEPCO Engineering has high historical volatility and very poor performance | |
| KEPCO Engineering generates negative cash flow from operations | |
| About 66.0% of the company shares are owned by insiders or employees |
- Analyzing KEPCO Engineering'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 KEPCO Engineering's stock is overvalued or undervalued compared to its peers.
- Examining KEPCO Engineering'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 KEPCO Engineering's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KEPCO Engineering's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KEPCO Engineering's stock. These opinions can provide insight into KEPCO Engineering's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KEPCO Stock analysis
When running KEPCO Engineering's price analysis, check to measure KEPCO Engineering'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 KEPCO Engineering is operating at the current time. Most of KEPCO Engineering's value examination focuses on studying past and present price action to predict the probability of KEPCO Engineering's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KEPCO Engineering's price. Additionally, you may evaluate how the addition of KEPCO Engineering to your portfolios can decrease your overall portfolio volatility.
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