Lindeman Asia (Korea) Performance
| 277070 Stock | 3,485 5.00 0.14% |
The company secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lindeman Asia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lindeman Asia is expected to be smaller as well. At this point, Lindeman Asia Investment has a negative expected return of -0.49%. Please make sure to verify Lindeman Asia's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if Lindeman Asia Investment 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 Lindeman Asia Investment 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
Lindeman |
Lindeman Asia Relative Risk vs. Return Landscape
If you would invest 473,500 in Lindeman Asia Investment on August 28, 2024 and sell it today you would lose (125,000) from holding Lindeman Asia Investment or give up 26.4% of portfolio value over 90 days. Lindeman Asia Investment is generating negative expected returns and assumes 2.6537% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Lindeman, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Lindeman Asia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lindeman Asia's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lindeman Asia Investment, and traders can use it to determine the average amount a Lindeman Asia'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 = -0.1853
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| Negative Returns | 277070 |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.49 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lindeman Asia 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 Lindeman Asia by adding Lindeman Asia to a well-diversified portfolio.
About Lindeman Asia Performance
By analyzing Lindeman Asia's fundamental ratios, stakeholders can gain valuable insights into Lindeman Asia's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Lindeman Asia 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 Lindeman Asia 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 Lindeman Asia Investment performance evaluation
Checking the ongoing alerts about Lindeman Asia for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lindeman Asia Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lindeman Asia generated a negative expected return over the last 90 days |
- Analyzing Lindeman Asia'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 Lindeman Asia's stock is overvalued or undervalued compared to its peers.
- Examining Lindeman Asia'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 Lindeman Asia's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lindeman Asia's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lindeman Asia's stock. These opinions can provide insight into Lindeman Asia's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lindeman Stock analysis
When running Lindeman Asia's price analysis, check to measure Lindeman Asia'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 Lindeman Asia is operating at the current time. Most of Lindeman Asia's value examination focuses on studying past and present price action to predict the probability of Lindeman Asia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lindeman Asia's price. Additionally, you may evaluate how the addition of Lindeman Asia to your portfolios can decrease your overall portfolio volatility.
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