Miwon Chemicals (Korea) Performance
| 134380 Stock | 76,700 300.00 0.39% |
The company secures a Beta (Market Risk) of 0.0556, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Miwon Chemicals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Miwon Chemicals is expected to be smaller as well. At this point, Miwon Chemicals has a negative expected return of -0.0628%. Please make sure to verify Miwon Chemicals' treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Miwon Chemicals performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Miwon Chemicals Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Miwon Chemicals is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Miwon |
Miwon Chemicals Relative Risk vs. Return Landscape
If you would invest 8,000,000 in Miwon Chemicals Co on August 27, 2024 and sell it today you would lose (300,000) from holding Miwon Chemicals Co or give up 3.75% of portfolio value over 90 days. Miwon Chemicals Co is generating negative expected returns and assumes 0.6246% volatility on return distribution over the 90 days horizon. Simply put, 5% of stocks are less volatile than Miwon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Miwon Chemicals Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Miwon Chemicals' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Miwon Chemicals Co, and traders can use it to determine the average amount a Miwon Chemicals' 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 = -0.1006
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 134380 |
Estimated Market Risk
| 0.62 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Miwon Chemicals 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 Miwon Chemicals by adding Miwon Chemicals to a well-diversified portfolio.
About Miwon Chemicals Performance
By analyzing Miwon Chemicals' fundamental ratios, stakeholders can gain valuable insights into Miwon Chemicals' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Miwon Chemicals 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 Miwon Chemicals 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 Miwon Chemicals performance evaluation
Checking the ongoing alerts about Miwon Chemicals for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Miwon Chemicals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Miwon Chemicals generated a negative expected return over the last 90 days |
- Analyzing Miwon Chemicals' 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 Miwon Chemicals' stock is overvalued or undervalued compared to its peers.
- Examining Miwon Chemicals' 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 Miwon Chemicals' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Miwon Chemicals' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Miwon Chemicals' stock. These opinions can provide insight into Miwon Chemicals' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Miwon Stock analysis
When running Miwon Chemicals' price analysis, check to measure Miwon Chemicals' 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 Miwon Chemicals is operating at the current time. Most of Miwon Chemicals' value examination focuses on studying past and present price action to predict the probability of Miwon Chemicals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Miwon Chemicals' price. Additionally, you may evaluate how the addition of Miwon Chemicals to your portfolios can decrease your overall portfolio volatility.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Money Managers Screen money managers from public funds and ETFs managed around the world |