Macromill Embrain (Korea) Performance
| 169330 Stock | KRW 2,040 75.00 3.55% |
The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Macromill Embrain are expected to decrease at a much lower rate. During the bear market, Macromill Embrain is likely to outperform the market. At this point, Macromill Embrain has a negative expected return of -0.0925%. Please make sure to verify Macromill Embrain's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Macromill Embrain 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 Macromill Embrain Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Macromill Embrain is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Total Cashflows From Investing Activities | -2.1 B |
Macromill |
Macromill Embrain Relative Risk vs. Return Landscape
If you would invest 217,500 in Macromill Embrain Co on August 27, 2024 and sell it today you would lose (13,500) from holding Macromill Embrain Co or give up 6.21% of portfolio value over 90 days. Macromill Embrain Co is generating negative expected returns and assumes 1.8031% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Macromill, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Macromill Embrain Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Macromill Embrain's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Macromill Embrain Co, and traders can use it to determine the average amount a Macromill Embrain'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 = -0.0513
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| Negative Returns | 169330 |
Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Macromill Embrain 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 Macromill Embrain by adding Macromill Embrain to a well-diversified portfolio.
Macromill Embrain Fundamentals Growth
Macromill Stock prices reflect investors' perceptions of the future prospects and financial health of Macromill Embrain, and Macromill Embrain fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Macromill Stock performance.
| Return On Equity | 22.24 | |||
| Return On Asset | 0.0974 | |||
| Profit Margin | 0.09 % | |||
| Operating Margin | 0.11 % | |||
| Current Valuation | 60.43 B | |||
| Revenue | 51.27 B | |||
| EBITDA | 6.46 B | |||
| Cash And Equivalents | 20.44 B | |||
| Total Debt | 1.05 B | |||
| Debt To Equity | 0.12 % | |||
| Cash Flow From Operations | 9.42 B | |||
| Total Asset | 45.64 B | |||
About Macromill Embrain Performance
By analyzing Macromill Embrain's fundamental ratios, stakeholders can gain valuable insights into Macromill Embrain's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Macromill Embrain 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 Macromill Embrain has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Macromill Embrain Co., Ltd. operates as an online research company in South Korea and internationally. Macromill Embrain Co., Ltd. is a subsidiary of Macromill, Inc. Embrain is traded on Korean Securities Dealers Automated Quotations in South Korea.Things to note about Macromill Embrain performance evaluation
Checking the ongoing alerts about Macromill Embrain for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Macromill Embrain help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Macromill Embrain generated a negative expected return over the last 90 days | |
| About 70.0% of the company shares are owned by insiders or employees |
- Analyzing Macromill Embrain'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 Macromill Embrain's stock is overvalued or undervalued compared to its peers.
- Examining Macromill Embrain'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 Macromill Embrain's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Macromill Embrain's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Macromill Embrain's stock. These opinions can provide insight into Macromill Embrain's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Macromill Stock analysis
When running Macromill Embrain's price analysis, check to measure Macromill Embrain'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 Macromill Embrain is operating at the current time. Most of Macromill Embrain's value examination focuses on studying past and present price action to predict the probability of Macromill Embrain's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macromill Embrain's price. Additionally, you may evaluate how the addition of Macromill Embrain to your portfolios can decrease your overall portfolio volatility.
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