JLK (Korea) Performance
| 322510 Stock | 8,160 270.00 3.42% |
The company retains a Market Volatility (i.e., Beta) of -0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JLK are expected to decrease at a much lower rate. During the bear market, JLK is likely to outperform the market. At this point, JLK Inc has a negative expected return of -0.21%. Please make sure to check out JLK's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if JLK Inc performance from the past will be repeated at future time.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days JLK Inc 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
JLK |
JLK Relative Risk vs. Return Landscape
If you would invest 1,000,000 in JLK Inc on September 15, 2024 and sell it today you would lose (184,000) from holding JLK Inc or give up 18.4% of portfolio value over 90 days. JLK Inc is generating negative expected returns and assumes 5.1783% volatility on return distribution over the 90 days horizon. Simply put, 46% of stocks are less volatile than JLK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JLK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JLK's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as JLK Inc, and traders can use it to determine the average amount a JLK'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 = -0.041
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 322510 |
Estimated Market Risk
| 5.18 actual daily | 46 54% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JLK 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 JLK by adding JLK to a well-diversified portfolio.
Things to note about JLK Inc performance evaluation
Checking the ongoing alerts about JLK for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for JLK Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| JLK Inc generated a negative expected return over the last 90 days | |
| JLK Inc has high historical volatility and very poor performance |
- Analyzing JLK'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 JLK's stock is overvalued or undervalued compared to its peers.
- Examining JLK'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 JLK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JLK's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of JLK's stock. These opinions can provide insight into JLK's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for JLK Stock analysis
When running JLK's price analysis, check to measure JLK'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 JLK is operating at the current time. Most of JLK's value examination focuses on studying past and present price action to predict the probability of JLK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JLK's price. Additionally, you may evaluate how the addition of JLK to your portfolios can decrease your overall portfolio volatility.
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |