Hotel Shilla (Korea) Performance
| 008775 Stock | 30,550 50.00 0.16% |
The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hotel Shilla's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hotel Shilla is expected to be smaller as well. At this point, Hotel Shilla has a negative expected return of -0.38%. Please make sure to check out Hotel Shilla's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Hotel Shilla 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 Hotel Shilla Co 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 February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Hotel |
Hotel Shilla Relative Risk vs. Return Landscape
If you would invest 3,875,000 in Hotel Shilla Co on October 9, 2024 and sell it today you would lose (815,000) from holding Hotel Shilla Co or give up 21.03% of portfolio value over 90 days. Hotel Shilla Co is generating negative expected returns and assumes 1.3456% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Hotel, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hotel Shilla Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hotel Shilla's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hotel Shilla Co, and traders can use it to determine the average amount a Hotel Shilla'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 = -0.2803
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| Negative Returns | 008775 |
Estimated Market Risk
| 1.35 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.38 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.28 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hotel Shilla 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 Hotel Shilla by adding Hotel Shilla to a well-diversified portfolio.
Things to note about Hotel Shilla performance evaluation
Checking the ongoing alerts about Hotel Shilla for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hotel Shilla help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hotel Shilla generated a negative expected return over the last 90 days |
- Analyzing Hotel Shilla'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 Hotel Shilla's stock is overvalued or undervalued compared to its peers.
- Examining Hotel Shilla'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 Hotel Shilla's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hotel Shilla's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hotel Shilla's stock. These opinions can provide insight into Hotel Shilla's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Hotel Stock analysis
When running Hotel Shilla's price analysis, check to measure Hotel Shilla'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 Hotel Shilla is operating at the current time. Most of Hotel Shilla's value examination focuses on studying past and present price action to predict the probability of Hotel Shilla's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hotel Shilla's price. Additionally, you may evaluate how the addition of Hotel Shilla to your portfolios can decrease your overall portfolio volatility.
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