FoodNamoo (Korea) Performance
| 290720 Stock | 3,050 90.00 2.87% |
The firm shows a Beta (market volatility) of -0.88, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning FoodNamoo are expected to decrease slowly. On the other hand, during market turmoil, FoodNamoo is expected to outperform it slightly. At this point, FoodNamoo has a negative expected return of -0.0224%. Please make sure to confirm FoodNamoo's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if FoodNamoo performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days FoodNamoo has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, FoodNamoo is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
FoodNamoo |
FoodNamoo Relative Risk vs. Return Landscape
If you would invest 336,500 in FoodNamoo on September 19, 2024 and sell it today you would lose (22,500) from holding FoodNamoo or give up 6.69% of portfolio value over 90 days. FoodNamoo is generating negative expected returns and assumes 4.2986% volatility on return distribution over the 90 days horizon. Simply put, 38% of stocks are less volatile than FoodNamoo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FoodNamoo Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FoodNamoo's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FoodNamoo, and traders can use it to determine the average amount a FoodNamoo'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 = -0.0052
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 290720 |
Estimated Market Risk
| 4.3 actual daily | 38 62% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FoodNamoo 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 FoodNamoo by adding FoodNamoo to a well-diversified portfolio.
About FoodNamoo Performance
By analyzing FoodNamoo's fundamental ratios, stakeholders can gain valuable insights into FoodNamoo's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FoodNamoo 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 FoodNamoo 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 FoodNamoo performance evaluation
Checking the ongoing alerts about FoodNamoo for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FoodNamoo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FoodNamoo generated a negative expected return over the last 90 days | |
| FoodNamoo has high historical volatility and very poor performance |
- Analyzing FoodNamoo'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 FoodNamoo's stock is overvalued or undervalued compared to its peers.
- Examining FoodNamoo'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 FoodNamoo's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FoodNamoo's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FoodNamoo's stock. These opinions can provide insight into FoodNamoo's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for FoodNamoo Stock analysis
When running FoodNamoo's price analysis, check to measure FoodNamoo'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 FoodNamoo is operating at the current time. Most of FoodNamoo's value examination focuses on studying past and present price action to predict the probability of FoodNamoo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FoodNamoo's price. Additionally, you may evaluate how the addition of FoodNamoo to your portfolios can decrease your overall portfolio volatility.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |