Cosmax (Korea) Performance
| 192820 Stock | 138,300 4,400 1.69% |
On a scale of 0 to 100, Cosmax holds a performance score of 4. The firm shows a Beta (market volatility) of -0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cosmax are expected to decrease at a much lower rate. During the bear market, Cosmax is likely to outperform the market. Please check Cosmax's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Cosmax's price patterns will revert.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Cosmax Inc are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Cosmax sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Cosmax |
Cosmax Relative Risk vs. Return Landscape
If you would invest 12,130,000 in Cosmax Inc on August 27, 2024 and sell it today you would earn a total of 1,120,000 from holding Cosmax Inc or generate 9.23% return on investment over 90 days. Cosmax Inc is generating 0.2088% of daily returns and assumes 3.4651% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than Cosmax, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Cosmax Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cosmax's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Cosmax Inc, and traders can use it to determine the average amount a Cosmax'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 = 0.0603
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Estimated Market Risk
| 3.47 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Cosmax is performing at about 4% of its full potential. 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 Cosmax by adding it to a well-diversified portfolio.
Things to note about Cosmax Inc performance evaluation
Checking the ongoing alerts about Cosmax for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Cosmax Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Cosmax Inc had very high historical volatility over the last 90 days |
- Analyzing Cosmax'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 Cosmax's stock is overvalued or undervalued compared to its peers.
- Examining Cosmax'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 Cosmax's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Cosmax's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Cosmax's stock. These opinions can provide insight into Cosmax's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Cosmax Stock analysis
When running Cosmax's price analysis, check to measure Cosmax'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 Cosmax is operating at the current time. Most of Cosmax's value examination focuses on studying past and present price action to predict the probability of Cosmax's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cosmax's price. Additionally, you may evaluate how the addition of Cosmax to your portfolios can decrease your overall portfolio volatility.
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