Samsung Special (Korea) Performance
| 425290 Stock | 2,085 10.00 0.48% |
The entity has a beta of -0.0114, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samsung Special are expected to decrease at a much lower rate. During the bear market, Samsung Special is likely to outperform the market. At this point, Samsung Special Purpose has a negative expected return of -0.0705%. Please make sure to validate Samsung Special's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Samsung Special Purpose performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Samsung Special Purpose has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Samsung Special is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Samsung |
Samsung Special Relative Risk vs. Return Landscape
If you would invest 217,500 in Samsung Special Purpose on August 31, 2024 and sell it today you would lose (9,000) from holding Samsung Special Purpose or give up 4.14% of portfolio value over 90 days. Samsung Special Purpose is generating negative expected returns and assumes 0.4704% volatility on return distribution over the 90 days horizon. Simply put, 4% of stocks are less volatile than Samsung, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung Special Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Special's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samsung Special Purpose, and traders can use it to determine the average amount a Samsung Special'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 = -0.1499
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| Negative Returns | 425290 |
Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samsung Special 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 Samsung Special by adding Samsung Special to a well-diversified portfolio.
About Samsung Special Performance
By analyzing Samsung Special's fundamental ratios, stakeholders can gain valuable insights into Samsung Special's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Samsung Special 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 Samsung Special 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 Samsung Special Purpose performance evaluation
Checking the ongoing alerts about Samsung Special for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samsung Special Purpose help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samsung Special generated a negative expected return over the last 90 days |
- Analyzing Samsung Special'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 Samsung Special's stock is overvalued or undervalued compared to its peers.
- Examining Samsung Special'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 Samsung Special's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samsung Special's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samsung Special's stock. These opinions can provide insight into Samsung Special's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samsung Stock analysis
When running Samsung Special's price analysis, check to measure Samsung Special'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 Samsung Special is operating at the current time. Most of Samsung Special's value examination focuses on studying past and present price action to predict the probability of Samsung Special's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Special's price. Additionally, you may evaluate how the addition of Samsung Special to your portfolios can decrease your overall portfolio volatility.
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