KPX Green (Korea) Performance
| 083420 Stock | 6,800 400.00 6.25% |
KPX Green has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -1.8, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning KPX Green are expected to decrease by larger amounts. On the other hand, during market turmoil, KPX Green is expected to outperform it. KPX Green Chemical presently secures a risk of 3.8%. Please verify KPX Green Chemical sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if KPX Green Chemical will be following its current price movements.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in KPX Green Chemical are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KPX Green may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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KPX Green Relative Risk vs. Return Landscape
If you would invest 658,000 in KPX Green Chemical on September 25, 2024 and sell it today you would earn a total of 22,000 from holding KPX Green Chemical or generate 3.34% return on investment over 90 days. KPX Green Chemical is generating 0.1215% of daily returns and assumes 3.7979% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than KPX, 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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KPX Green Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KPX Green's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KPX Green Chemical, and traders can use it to determine the average amount a KPX Green'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 = 0.032
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| Cash | Small Risk | Average Risk | 083420 | Huge Risk |
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Estimated Market Risk
| 3.8 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average KPX Green is performing at about 2% 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 KPX Green by adding it to a well-diversified portfolio.
About KPX Green Performance
By analyzing KPX Green's fundamental ratios, stakeholders can gain valuable insights into KPX Green's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KPX Green 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 KPX Green 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 KPX Green Chemical performance evaluation
Checking the ongoing alerts about KPX Green for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for KPX Green Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| KPX Green Chemical had very high historical volatility over the last 90 days |
- Analyzing KPX Green'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 KPX Green's stock is overvalued or undervalued compared to its peers.
- Examining KPX Green'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 KPX Green's management team can have a significant impact on its success or failure. Reviewing the track record and experience of KPX Green's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of KPX Green's stock. These opinions can provide insight into KPX Green's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for KPX Stock analysis
When running KPX Green's price analysis, check to measure KPX Green'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 KPX Green is operating at the current time. Most of KPX Green's value examination focuses on studying past and present price action to predict the probability of KPX Green's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move KPX Green's price. Additionally, you may evaluate how the addition of KPX Green to your portfolios can decrease your overall portfolio volatility.
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