ED (Korea) Performance
| 101360 Stock | 29,000 1,200 4.32% |
The firm owns a Beta (Systematic Risk) of -0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ED are expected to decrease at a much lower rate. During the bear market, ED is likely to outperform the market. At this point, ED Co has a negative expected return of -0.0026%. Please make sure to confirm ED's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if ED Co performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days ED Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ED is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ED |
ED Relative Risk vs. Return Landscape
If you would invest 3,100,000 in ED Co on August 27, 2024 and sell it today you would lose (200,000) from holding ED Co or give up 6.45% of portfolio value over 90 days. ED Co is generating negative expected returns and assumes 4.7322% volatility on return distribution over the 90 days horizon. Simply put, 42% of stocks are less volatile than ED, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ED's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ED Co, and traders can use it to determine the average amount a ED'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 = -6.0E-4
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 101360 |
Estimated Market Risk
| 4.73 actual daily | 42 58% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ED 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 ED by adding ED to a well-diversified portfolio.
Things to note about ED Co performance evaluation
Checking the ongoing alerts about ED for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ED Co help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ED Co generated a negative expected return over the last 90 days | |
| ED Co has high historical volatility and very poor performance |
- Analyzing ED'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 ED's stock is overvalued or undervalued compared to its peers.
- Examining ED'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 ED's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ED's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ED's stock. These opinions can provide insight into ED's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ED Stock analysis
When running ED's price analysis, check to measure ED'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 ED is operating at the current time. Most of ED's value examination focuses on studying past and present price action to predict the probability of ED's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ED's price. Additionally, you may evaluate how the addition of ED to your portfolios can decrease your overall portfolio volatility.
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