Korea Electric Power Stock Market Value
| KEP Stock | USD 7.74 0.07 0.91% |
| Symbol | Korea |
Korea Electric Power Price To Book Ratio
Is Electric Utilities space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Korea Electric. If investors know Korea will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Korea Electric listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.329 | Earnings Share 1.87 | Revenue Per Share | Quarterly Revenue Growth 0.071 | Return On Assets |
The market value of Korea Electric Power is measured differently than its book value, which is the value of Korea that is recorded on the company's balance sheet. Investors also form their own opinion of Korea Electric's value that differs from its market value or its book value, called intrinsic value, which is Korea Electric's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Korea Electric's market value can be influenced by many factors that don't directly affect Korea Electric's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Korea Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine if Korea Electric is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Korea Electric's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Korea Electric '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 Korea Electric'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 Korea Electric.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Korea Electric on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Korea Electric Power or generate 0.0% return on investment in Korea Electric over 90 days. Korea Electric is related to or competes with Enel Chile, Centrais Elétricas, Central Puerto, CMS Energy, Portland General, MGE Energy, and OGE Energy. Korea Electric Power Corporation, an integrated electric utility company, generates, transmits, and distributes electric... More
Korea Electric 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 Korea Electric'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 Korea Electric Power upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0685 | |||
| Maximum Drawdown | 12.25 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 3.5 |
Korea Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Korea Electric's standard deviation. In reality, there are many statistical measures that can use Korea Electric historical prices to predict the future Korea Electric's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | 0.0582 | |||
| Total Risk Alpha | 0.3482 | |||
| Sortino Ratio | 0.065 | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Korea Electric's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Korea Electric Power Backtested Returns
Currently, Korea Electric Power is not too volatile. Korea Electric Power has Sharpe Ratio of 0.0305, which conveys that the firm had a 0.0305 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Korea Electric, which you can use to evaluate the volatility of the firm. Please verify Korea Electric's Risk Adjusted Performance of 0.0098, mean deviation of 1.49, and Downside Deviation of 2.18 to check out if the risk estimate we provide is consistent with the expected return of 0.0621%. Korea Electric has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Korea Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Electric is expected to be smaller as well. Korea Electric Power right now secures a risk of 2.04%. Please verify Korea Electric Power value at risk, as well as the relationship between the skewness and day median price , to decide if Korea Electric Power will be following its current price movements.
Auto-correlation | -0.05 |
Very weak reverse predictability
Korea Electric Power has very weak reverse predictability. Overlapping area represents the amount of predictability between Korea Electric time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Korea Electric Power price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Korea Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Korea Electric Power lagged returns against current returns
Autocorrelation, which is Korea Electric 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 Korea Electric's stock expected returns. We can calculate the autocorrelation of Korea Electric returns to help us make a trade decision. For example, suppose you find that Korea Electric 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 |
Korea Electric 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 Korea Electric stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Korea Electric stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Korea Electric stock over time.
Current vs Lagged Prices |
| Timeline |
Korea Electric Lagged Returns
When evaluating Korea Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Korea Electric stock have on its future price. Korea Electric 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, Korea Electric autocorrelation shows the relationship between Korea Electric stock current value and its past values and can show if there is a momentum factor associated with investing in Korea Electric Power.
Regressed Prices |
| Timeline |
Additional Tools for Korea Stock Analysis
When running Korea Electric's price analysis, check to measure Korea Electric'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 Korea Electric is operating at the current time. Most of Korea Electric's value examination focuses on studying past and present price action to predict the probability of Korea Electric's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korea Electric's price. Additionally, you may evaluate how the addition of Korea Electric to your portfolios can decrease your overall portfolio volatility.