WOORI FIN (Germany) Alpha and Beta Analysis
| 2WGA Stock | EUR 29.00 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WOORI FIN GRP. It also helps investors analyze the systematic and unsystematic risks associated with investing in WOORI FIN over a specified time horizon. Remember, high WOORI FIN's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to WOORI FIN's market risk premium analysis include:
Beta (0.35) | Alpha (0.17) | Risk 2.33 | Sharpe Ratio (0.04) | Expected Return (0.1) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
WOORI |
WOORI FIN Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WOORI FIN market risk premium is the additional return an investor will receive from holding WOORI FIN long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in WOORI FIN. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate WOORI FIN's performance over market.| α | -0.17 | β | -0.35 |
WOORI FIN Fundamentals Vs Peers
Comparing WOORI FIN's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze WOORI FIN's direct or indirect competition across all of the common fundamentals between WOORI FIN and the related equities. This way, we can detect undervalued stocks with similar characteristics as WOORI FIN or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of WOORI FIN's fundamental indicators could also be used in its relative valuation, which is a method of valuing WOORI FIN by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare WOORI FIN to competition |
| Fundamentals | WOORI FIN | Peer Average |
| Return On Equity | 0.11 | -0.31 |
| Return On Asset | 0.0069 | -0.14 |
| Profit Margin | 0.30 % | (1.27) % |
| Operating Margin | 0.43 % | (5.51) % |
| Shares Outstanding | 242.57 M | 571.82 M |
| Shares Owned By Institutions | 0.47 % | 39.21 % |
| Price To Earning | 5.66 X | 28.72 X |
WOORI FIN Opportunities
WOORI FIN Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About WOORI FIN Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including WOORI or other stocks. Alpha measures the amount that position in WOORI FIN GRP has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards WOORI FIN in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, WOORI FIN's short interest history, or implied volatility extrapolated from WOORI FIN options trading.
Build Portfolio with WOORI FIN
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in WOORI Stock
WOORI FIN financial ratios help investors to determine whether WOORI Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in WOORI with respect to the benefits of owning WOORI FIN security.