Mirai Semiconductors (Korea) Performance
| 254490 Stock | 10,900 500.00 4.81% |
The company secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. Mirai Semiconductors returns are very sensitive to returns on the market. As the market goes up or down, Mirai Semiconductors is expected to follow. At this point, Mirai Semiconductors has a negative expected return of -0.51%. Please make sure to verify Mirai Semiconductors' treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Mirai Semiconductors 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 Mirai Semiconductors Co 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 January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Mirai |
Mirai Semiconductors Relative Risk vs. Return Landscape
If you would invest 1,540,000 in Mirai Semiconductors Co on September 13, 2024 and sell it today you would lose (450,000) from holding Mirai Semiconductors Co or give up 29.22% of portfolio value over 90 days. Mirai Semiconductors Co is generating negative expected returns and assumes 4.2589% volatility on return distribution over the 90 days horizon. Simply put, 37% of stocks are less volatile than Mirai, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Mirai Semiconductors Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mirai Semiconductors' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Mirai Semiconductors Co, and traders can use it to determine the average amount a Mirai Semiconductors' 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 = -0.1192
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| Negative Returns | 254490 |
Estimated Market Risk
| 4.26 actual daily | 37 63% of assets are more volatile |
Expected Return
| -0.51 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Mirai Semiconductors 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 Mirai Semiconductors by adding Mirai Semiconductors to a well-diversified portfolio.
About Mirai Semiconductors Performance
By analyzing Mirai Semiconductors' fundamental ratios, stakeholders can gain valuable insights into Mirai Semiconductors' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Mirai Semiconductors 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 Mirai Semiconductors 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 Mirai Semiconductors performance evaluation
Checking the ongoing alerts about Mirai Semiconductors for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Mirai Semiconductors help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Mirai Semiconductors generated a negative expected return over the last 90 days | |
| Mirai Semiconductors has high historical volatility and very poor performance |
- Analyzing Mirai Semiconductors' 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 Mirai Semiconductors' stock is overvalued or undervalued compared to its peers.
- Examining Mirai Semiconductors' 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 Mirai Semiconductors' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Mirai Semiconductors' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Mirai Semiconductors' stock. These opinions can provide insight into Mirai Semiconductors' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Mirai Stock analysis
When running Mirai Semiconductors' price analysis, check to measure Mirai Semiconductors' 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 Mirai Semiconductors is operating at the current time. Most of Mirai Semiconductors' value examination focuses on studying past and present price action to predict the probability of Mirai Semiconductors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mirai Semiconductors' price. Additionally, you may evaluate how the addition of Mirai Semiconductors to your portfolios can decrease your overall portfolio volatility.
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