System (Korea) Performance
| 060540 Stock | KRW 1,383 7.00 0.50% |
The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, System's returns are expected to increase less than the market. However, during the bear market, the loss of holding System is expected to be smaller as well. At this point, System and Application has a negative expected return of -0.27%. Please make sure to validate System's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if System and Application 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 System and Application 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 January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Total Cashflows From Investing Activities | -10.2 B |
System |
System Relative Risk vs. Return Landscape
If you would invest 164,100 in System and Application on September 5, 2024 and sell it today you would lose (25,800) from holding System and Application or give up 15.72% of portfolio value over 90 days. System and Application is generating negative expected returns and assumes 2.0906% volatility on return distribution over the 90 days horizon. Simply put, 18% of stocks are less volatile than System, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
System Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for System's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as System and Application, and traders can use it to determine the average amount a System'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 = -0.1307
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 060540 |
Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average System 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 System by adding System to a well-diversified portfolio.
System Fundamentals Growth
System Stock prices reflect investors' perceptions of the future prospects and financial health of System, and System fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on System Stock performance.
| Return On Equity | 10.98 | |||
| Return On Asset | 0.036 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.05 % | |||
| Current Valuation | 107.31 B | |||
| Shares Outstanding | 26.13 M | |||
| Price To Earning | 7.04 X | |||
| Price To Sales | 0.34 X | |||
| Revenue | 163.1 B | |||
| EBITDA | 12.14 B | |||
| Cash And Equivalents | 13.54 B | |||
| Total Debt | 8.42 B | |||
| Debt To Equity | 0.19 % | |||
| Book Value Per Share | 2,587 X | |||
| Cash Flow From Operations | 6.52 B | |||
| Total Asset | 151.64 B | |||
| Retained Earnings | 14.4 B | |||
| Current Asset | 46.08 B | |||
| Current Liabilities | 31.28 B | |||
About System Performance
By analyzing System's fundamental ratios, stakeholders can gain valuable insights into System's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if System 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 System has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
System and Application Technologies Co., Ltd.Things to note about System and Application performance evaluation
Checking the ongoing alerts about System for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for System and Application help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| System generated a negative expected return over the last 90 days | |
| About 41.0% of the company shares are owned by insiders or employees |
- Analyzing System'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 System's stock is overvalued or undervalued compared to its peers.
- Examining System'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 System's management team can have a significant impact on its success or failure. Reviewing the track record and experience of System's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of System's stock. These opinions can provide insight into System's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for System Stock analysis
When running System's price analysis, check to measure System'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 System is operating at the current time. Most of System's value examination focuses on studying past and present price action to predict the probability of System's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move System's price. Additionally, you may evaluate how the addition of System to your portfolios can decrease your overall portfolio volatility.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
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