DONGKUK TED (Korea) Performance
| 460850 Stock | 6,140 30.00 0.49% |
The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, DONGKUK TED's returns are expected to increase less than the market. However, during the bear market, the loss of holding DONGKUK TED is expected to be smaller as well. At this point, DONGKUK TED METAL has a negative expected return of -0.31%. Please make sure to confirm DONGKUK TED's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if DONGKUK TED METAL performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days DONGKUK TED METAL 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
DONGKUK |
DONGKUK TED Relative Risk vs. Return Landscape
If you would invest 744,000 in DONGKUK TED METAL on August 29, 2024 and sell it today you would lose (130,000) from holding DONGKUK TED METAL or give up 17.47% of portfolio value over 90 days. DONGKUK TED METAL is generating negative expected returns and assumes 1.8738% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than DONGKUK, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
DONGKUK TED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DONGKUK TED's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DONGKUK TED METAL, and traders can use it to determine the average amount a DONGKUK TED'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 = -0.1672
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| Negative Returns | 460850 |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DONGKUK TED 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 DONGKUK TED by adding DONGKUK TED to a well-diversified portfolio.
Things to note about DONGKUK TED METAL performance evaluation
Checking the ongoing alerts about DONGKUK TED for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DONGKUK TED METAL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DONGKUK TED METAL generated a negative expected return over the last 90 days |
- Analyzing DONGKUK TED'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 DONGKUK TED's stock is overvalued or undervalued compared to its peers.
- Examining DONGKUK TED'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 DONGKUK TED's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DONGKUK TED's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DONGKUK TED's stock. These opinions can provide insight into DONGKUK TED's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for DONGKUK Stock analysis
When running DONGKUK TED's price analysis, check to measure DONGKUK TED'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 DONGKUK TED is operating at the current time. Most of DONGKUK TED's value examination focuses on studying past and present price action to predict the probability of DONGKUK TED's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DONGKUK TED's price. Additionally, you may evaluate how the addition of DONGKUK TED to your portfolios can decrease your overall portfolio volatility.
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