Nobland International (Korea) Performance
| 145170 Stock | 6,590 170.00 2.51% |
The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nobland International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nobland International is expected to be smaller as well. At this point, Nobland International has a negative expected return of -0.4%. Please make sure to verify Nobland International's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Nobland International performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Nobland International 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 April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Nobland |
Nobland International Relative Risk vs. Return Landscape
If you would invest 845,500 in Nobland International on December 14, 2024 and sell it today you would lose (186,500) from holding Nobland International or give up 22.06% of portfolio value over 90 days. Nobland International is generating negative expected returns and assumes 2.8797% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than Nobland, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nobland International Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nobland International's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nobland International, and traders can use it to determine the average amount a Nobland International'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 = -0.1401
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 145170 |
Estimated Market Risk
| 2.88 actual daily | 25 75% of assets are more volatile |
Expected Return
| -0.4 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nobland International 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 Nobland International by adding Nobland International to a well-diversified portfolio.
Things to note about Nobland International performance evaluation
Checking the ongoing alerts about Nobland International for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nobland International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nobland International generated a negative expected return over the last 90 days |
- Analyzing Nobland International'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 Nobland International's stock is overvalued or undervalued compared to its peers.
- Examining Nobland International'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 Nobland International's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nobland International's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nobland International's stock. These opinions can provide insight into Nobland International's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Nobland Stock analysis
When running Nobland International's price analysis, check to measure Nobland International'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 Nobland International is operating at the current time. Most of Nobland International's value examination focuses on studying past and present price action to predict the probability of Nobland International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nobland International's price. Additionally, you may evaluate how the addition of Nobland International to your portfolios can decrease your overall portfolio volatility.
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