Samsung Leverage (Korea) Performance
| 530023 Stock | 33,390 390.00 1.18% |
The entity has a beta of 1.16, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Samsung Leverage will likely underperform. At this point, Samsung Leverage ChinaA50 has a negative expected return of -0.16%. Please make sure to validate Samsung Leverage's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Samsung Leverage ChinaA50 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 Samsung Leverage ChinaA50 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
Samsung |
Samsung Leverage Relative Risk vs. Return Landscape
If you would invest 3,690,500 in Samsung Leverage ChinaA50 on October 9, 2024 and sell it today you would lose (390,500) from holding Samsung Leverage ChinaA50 or give up 10.58% of portfolio value over 90 days. Samsung Leverage ChinaA50 is generating negative expected returns and assumes 2.5329% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Samsung, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung Leverage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Leverage's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samsung Leverage ChinaA50, and traders can use it to determine the average amount a Samsung Leverage'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 = -0.0636
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| Negative Returns | 530023 |
Estimated Market Risk
| 2.53 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samsung Leverage 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 Samsung Leverage by adding Samsung Leverage to a well-diversified portfolio.
Things to note about Samsung Leverage ChinaA50 performance evaluation
Checking the ongoing alerts about Samsung Leverage for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samsung Leverage ChinaA50 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samsung Leverage generated a negative expected return over the last 90 days |
- Analyzing Samsung Leverage'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 Samsung Leverage's stock is overvalued or undervalued compared to its peers.
- Examining Samsung Leverage'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 Samsung Leverage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samsung Leverage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samsung Leverage's stock. These opinions can provide insight into Samsung Leverage's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samsung Stock analysis
When running Samsung Leverage's price analysis, check to measure Samsung Leverage'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 Samsung Leverage is operating at the current time. Most of Samsung Leverage's value examination focuses on studying past and present price action to predict the probability of Samsung Leverage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Leverage's price. Additionally, you may evaluate how the addition of Samsung Leverage to your portfolios can decrease your overall portfolio volatility.
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