122830 (Korea) Performance
| 122830 Stock | 1,299 253.00 16.30% |
The firm owns a Beta (Systematic Risk) of -1.41, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 122830 are expected to decrease by larger amounts. On the other hand, during market turmoil, 122830 is expected to outperform it. At this point, 122830 has a negative expected return of -1.33%. Please make sure to confirm 122830'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 122830 performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days 122830 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
122830 |
122830 Relative Risk vs. Return Landscape
If you would invest 346,000 in 122830 on August 27, 2024 and sell it today you would lose (216,100) from holding 122830 or give up 62.46% of portfolio value over 90 days. 122830 is generating negative expected returns and assumes 7.9614% volatility on return distribution over the 90 days horizon. Simply put, 70% of stocks are less volatile than 122830, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
122830 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 122830's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as 122830, and traders can use it to determine the average amount a 122830'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 = -0.1669
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| Negative Returns | 122830 |
Estimated Market Risk
| 7.96 actual daily | 70 70% of assets are less volatile |
Expected Return
| -1.33 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 122830 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 122830 by adding 122830 to a well-diversified portfolio.
Things to note about 122830 performance evaluation
Checking the ongoing alerts about 122830 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for 122830 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| 122830 generated a negative expected return over the last 90 days | |
| 122830 has high historical volatility and very poor performance |
- Analyzing 122830'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 122830's stock is overvalued or undervalued compared to its peers.
- Examining 122830'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 122830's management team can have a significant impact on its success or failure. Reviewing the track record and experience of 122830's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of 122830's stock. These opinions can provide insight into 122830's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 122830 Stock analysis
When running 122830's price analysis, check to measure 122830'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 122830 is operating at the current time. Most of 122830's value examination focuses on studying past and present price action to predict the probability of 122830's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 122830's price. Additionally, you may evaluate how the addition of 122830 to your portfolios can decrease your overall portfolio volatility.
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