Shinhan Inverse Financials

Please note, the presentation of Shinhan Inverse's financial position, as portrayed in its financial statements, is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Shinhan Inverse's management is honest, while the outside auditors are strict and uncompromising. Please utilize our Beneish M Score to check the likelihood of Shinhan Inverse's management manipulating its earnings.

Shinhan Inverse's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Shinhan Inverse volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Beta measures systematic risk based on how returns on Shinhan Inverse WTI correlated with the market. If Beta is less than 0 Shinhan Inverse generally moves in the opposite direction as compared to the market. If Shinhan Inverse Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Shinhan Inverse WTI is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Shinhan Inverse is generally in the same direction as the market. If Beta > 1 Shinhan Inverse moves generally in the same direction as, but more than the movement of the benchmark.