Lotte Rental (Korea) Performance
| 089860 Stock | 29,250 600.00 2.01% |
The company secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lotte Rental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lotte Rental is expected to be smaller as well. At this point, Lotte Rental has a negative expected return of -0.0248%. Please make sure to verify Lotte Rental's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Lotte Rental 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 Lotte Rental Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Lotte Rental is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Lotte Rental Relative Risk vs. Return Landscape
If you would invest 3,020,000 in Lotte Rental Co on October 12, 2024 and sell it today you would lose (95,000) from holding Lotte Rental Co or give up 3.15% of portfolio value over 90 days. Lotte Rental Co is generating negative expected returns and assumes 2.3039% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Lotte, and 99% 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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Lotte Rental Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotte Rental's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lotte Rental Co, and traders can use it to determine the average amount a Lotte Rental'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 = -0.0108
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| Negative Returns | 089860 |
Estimated Market Risk
| 2.3 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lotte Rental 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 Lotte Rental by adding Lotte Rental to a well-diversified portfolio.
Things to note about Lotte Rental performance evaluation
Checking the ongoing alerts about Lotte Rental for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lotte Rental help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lotte Rental generated a negative expected return over the last 90 days |
- Analyzing Lotte Rental'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 Lotte Rental's stock is overvalued or undervalued compared to its peers.
- Examining Lotte Rental'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 Lotte Rental's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lotte Rental's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lotte Rental's stock. These opinions can provide insight into Lotte Rental's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lotte Stock analysis
When running Lotte Rental's price analysis, check to measure Lotte Rental'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 Lotte Rental is operating at the current time. Most of Lotte Rental's value examination focuses on studying past and present price action to predict the probability of Lotte Rental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotte Rental's price. Additionally, you may evaluate how the addition of Lotte Rental to your portfolios can decrease your overall portfolio volatility.
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