LS Materials (Korea) Performance
| 417200 Stock | 11,930 260.00 2.13% |
The company owns a Beta (Systematic Risk) of -0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning LS Materials are expected to decrease at a much lower rate. During the bear market, LS Materials is likely to outperform the market. At this point, LS Materials has a negative expected return of -0.61%. Please make sure to verify LS Materials' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if LS Materials performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days LS Materials 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
417200 |
LS Materials Relative Risk vs. Return Landscape
If you would invest 1,748,000 in LS Materials on August 29, 2024 and sell it today you would lose (555,000) from holding LS Materials or give up 31.75% of portfolio value over 90 days. LS Materials is generating negative expected returns and assumes 2.6408% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than 417200, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
LS Materials Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LS Materials' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as LS Materials, and traders can use it to determine the average amount a LS Materials' 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 = -0.2313
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| Negative Returns | 417200 |
Estimated Market Risk
| 2.64 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.61 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average LS Materials 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 LS Materials by adding LS Materials to a well-diversified portfolio.
Things to note about LS Materials performance evaluation
Checking the ongoing alerts about LS Materials for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for LS Materials help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| LS Materials generated a negative expected return over the last 90 days |
- Analyzing LS Materials' 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 LS Materials' stock is overvalued or undervalued compared to its peers.
- Examining LS Materials' 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 LS Materials' management team can have a significant impact on its success or failure. Reviewing the track record and experience of LS Materials' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of LS Materials' stock. These opinions can provide insight into LS Materials' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 417200 Stock analysis
When running LS Materials' price analysis, check to measure LS Materials' 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 LS Materials is operating at the current time. Most of LS Materials' value examination focuses on studying past and present price action to predict the probability of LS Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LS Materials' price. Additionally, you may evaluate how the addition of LS Materials to your portfolios can decrease your overall portfolio volatility.
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