Lee Ku (Korea) Market Value
025820 Stock | 4,385 75.00 1.74% |
Symbol | Lee |
Lee Ku 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Lee Ku's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Lee Ku.
10/25/2024 |
| 01/23/2025 |
If you would invest 0.00 in Lee Ku on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lee Ku Industrial or generate 0.0% return on investment in Lee Ku over 90 days. Lee Ku is related to or competes with KB Financial, Shinhan Financial, Hana Financial, Woori Financial, Samsung Electronics, Samsung Electronics, and Industrial Bank. More
Lee Ku Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lee Ku's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Lee Ku Industrial upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.05) | |||
Maximum Drawdown | 12.54 | |||
Value At Risk | (4.42) | |||
Potential Upside | 4.77 |
Lee Ku Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lee Ku's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lee Ku's standard deviation. In reality, there are many statistical measures that can use Lee Ku historical prices to predict the future Lee Ku's volatility.Risk Adjusted Performance | (0.02) | |||
Jensen Alpha | (0.10) | |||
Total Risk Alpha | (0.19) | |||
Treynor Ratio | 2.55 |
Lee Ku Industrial Backtested Returns
At this point, Lee Ku is very steady. Lee Ku Industrial has Sharpe Ratio of 0.0104, which conveys that the firm had a 0.0104 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Lee Ku, which you can use to evaluate the volatility of the firm. Please verify Lee Ku's Standard Deviation of 2.8, risk adjusted performance of (0.02), and Mean Deviation of 2.05 to check out if the risk estimate we provide is consistent with the expected return of 0.0293%. The company secures a Beta (Market Risk) of -0.0403, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lee Ku are expected to decrease at a much lower rate. During the bear market, Lee Ku is likely to outperform the market. Lee Ku Industrial right now secures a risk of 2.81%. Please verify Lee Ku Industrial mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Lee Ku Industrial will be following its current price movements.
Auto-correlation | -0.37 |
Poor reverse predictability
Lee Ku Industrial has poor reverse predictability. Overlapping area represents the amount of predictability between Lee Ku time series from 25th of October 2024 to 9th of December 2024 and 9th of December 2024 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lee Ku Industrial price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Lee Ku price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.37 | |
Spearman Rank Test | -0.46 | |
Residual Average | 0.0 | |
Price Variance | 36.4 K |
Lee Ku Industrial lagged returns against current returns
Autocorrelation, which is Lee Ku stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Lee Ku's stock expected returns. We can calculate the autocorrelation of Lee Ku returns to help us make a trade decision. For example, suppose you find that Lee Ku has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
Timeline |
Lee Ku regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Lee Ku stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lee Ku stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lee Ku stock over time.
Current vs Lagged Prices |
Timeline |
Lee Ku Lagged Returns
When evaluating Lee Ku's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lee Ku stock have on its future price. Lee Ku autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Lee Ku autocorrelation shows the relationship between Lee Ku stock current value and its past values and can show if there is a momentum factor associated with investing in Lee Ku Industrial.
Regressed Prices |
Timeline |
Pair Trading with Lee Ku
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lee Ku position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lee Ku will appreciate offsetting losses from the drop in the long position's value.Moving together with Lee Stock
The ability to find closely correlated positions to Lee Ku could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lee Ku when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lee Ku - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lee Ku Industrial to buy it.
The correlation of Lee Ku is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lee Ku moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lee Ku Industrial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lee Ku can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Lee Stock
Lee Ku financial ratios help investors to determine whether Lee Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lee with respect to the benefits of owning Lee Ku security.