Dongbu Insurance (Korea) Performance
| 005830 Stock | 108,400 900.00 0.84% |
The firm shows a Beta (market volatility) of -0.0979, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dongbu Insurance are expected to decrease at a much lower rate. During the bear market, Dongbu Insurance is likely to outperform the market. At this point, Dongbu Insurance has a negative expected return of -0.11%. Please make sure to confirm Dongbu Insurance's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Dongbu Insurance performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Dongbu Insurance Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Dongbu |
Dongbu Insurance Relative Risk vs. Return Landscape
If you would invest 11,790,000 in Dongbu Insurance Co on August 31, 2024 and sell it today you would lose (950,000) from holding Dongbu Insurance Co or give up 8.06% of portfolio value over 90 days. Dongbu Insurance Co is generating negative expected returns and assumes 2.6749% volatility on return distribution over the 90 days horizon. Simply put, 23% of stocks are less volatile than Dongbu, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Dongbu Insurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dongbu Insurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Dongbu Insurance Co, and traders can use it to determine the average amount a Dongbu Insurance'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 = -0.0408
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| Negative Returns | 005830 |
Estimated Market Risk
| 2.67 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dongbu Insurance 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 Dongbu Insurance by adding Dongbu Insurance to a well-diversified portfolio.
About Dongbu Insurance Performance
By analyzing Dongbu Insurance's fundamental ratios, stakeholders can gain valuable insights into Dongbu Insurance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Dongbu Insurance 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 Dongbu Insurance 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 Dongbu Insurance performance evaluation
Checking the ongoing alerts about Dongbu Insurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Dongbu Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dongbu Insurance generated a negative expected return over the last 90 days |
- Analyzing Dongbu Insurance'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 Dongbu Insurance's stock is overvalued or undervalued compared to its peers.
- Examining Dongbu Insurance'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 Dongbu Insurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dongbu Insurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Dongbu Insurance's stock. These opinions can provide insight into Dongbu Insurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Dongbu Stock analysis
When running Dongbu Insurance's price analysis, check to measure Dongbu Insurance'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 Dongbu Insurance is operating at the current time. Most of Dongbu Insurance's value examination focuses on studying past and present price action to predict the probability of Dongbu Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dongbu Insurance's price. Additionally, you may evaluate how the addition of Dongbu Insurance to your portfolios can decrease your overall portfolio volatility.
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