SP Systems (Korea) Performance
| 317830 Stock | KRW 4,640 35.00 0.76% |
The entity owns a Beta (Systematic Risk) of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SP Systems are expected to decrease at a much lower rate. During the bear market, SP Systems is likely to outperform the market. At this point, SP Systems CoLtd has a negative expected return of -0.52%. Please make sure to validate SP Systems' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SP Systems CoLtd performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days SP Systems CoLtd 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
| Total Cashflows From Investing Activities | -13.2 B |
317830 |
SP Systems Relative Risk vs. Return Landscape
If you would invest 646,000 in SP Systems CoLtd on August 25, 2024 and sell it today you would lose (182,000) from holding SP Systems CoLtd or give up 28.17% of portfolio value over 90 days. SP Systems CoLtd is generating negative expected returns and assumes 2.3355% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than 317830, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP Systems Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Systems' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SP Systems CoLtd, and traders can use it to determine the average amount a SP Systems' 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 = -0.2239
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Estimated Market Risk
| 2.34 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.52 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SP Systems 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 SP Systems by adding SP Systems to a well-diversified portfolio.
SP Systems Fundamentals Growth
317830 Stock prices reflect investors' perceptions of the future prospects and financial health of SP Systems, and SP Systems 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 317830 Stock performance.
| Return On Equity | 4.32 | |||
| Return On Asset | 0.0021 | |||
| Profit Margin | 0.0009 % | |||
| Operating Margin | 0.01 % | |||
| Current Valuation | 51.09 B | |||
| Revenue | 35.9 B | |||
| EBITDA | 873.22 M | |||
| Cash And Equivalents | 8.89 B | |||
| Total Debt | 5.17 B | |||
| Debt To Equity | 0.31 % | |||
| Cash Flow From Operations | 1.91 B | |||
| Total Asset | 68.33 B | |||
About SP Systems Performance
By analyzing SP Systems' fundamental ratios, stakeholders can gain valuable insights into SP Systems' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SP Systems 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 SP Systems has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
,Ltd. develops, produces, and sells industrial gantry robots and logistics automation systems. The company was founded in 1988 and is based in Yangsan, South Korea. SPSystems is traded on Korean Securities Dealers Automated Quotations in South Korea.Things to note about SP Systems CoLtd performance evaluation
Checking the ongoing alerts about SP Systems for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SP Systems CoLtd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SP Systems CoLtd generated a negative expected return over the last 90 days | |
| The company reported the revenue of 35.9 B. Net Loss for the year was (607.13 M) with profit before overhead, payroll, taxes, and interest of 4.21 B. | |
| About 65.0% of the company shares are owned by insiders or employees |
- Analyzing SP Systems' 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 SP Systems' stock is overvalued or undervalued compared to its peers.
- Examining SP Systems' 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 SP Systems' management team can have a significant impact on its success or failure. Reviewing the track record and experience of SP Systems' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SP Systems' stock. These opinions can provide insight into SP Systems' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 317830 Stock analysis
When running SP Systems' price analysis, check to measure SP Systems' 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 SP Systems is operating at the current time. Most of SP Systems' value examination focuses on studying past and present price action to predict the probability of SP Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SP Systems' price. Additionally, you may evaluate how the addition of SP Systems to your portfolios can decrease your overall portfolio volatility.
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