Daelim Industrial (Korea) Performance
| 000215 Stock | 20,800 100.00 0.48% |
The firm shows a Beta (market volatility) of -0.0818, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Daelim Industrial are expected to decrease at a much lower rate. During the bear market, Daelim Industrial is likely to outperform the market. At this point, Daelim Industrial has a negative expected return of -0.29%. Please make sure to confirm Daelim Industrial's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Daelim Industrial 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 Daelim Industrial Co 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 January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Daelim |
Daelim Industrial Relative Risk vs. Return Landscape
If you would invest 2,500,000 in Daelim Industrial Co on September 2, 2024 and sell it today you would lose (420,000) from holding Daelim Industrial Co or give up 16.8% of portfolio value over 90 days. Daelim Industrial Co is generating negative expected returns and assumes 1.9871% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Daelim, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Daelim Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daelim Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Daelim Industrial Co, and traders can use it to determine the average amount a Daelim Industrial'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 = -0.1442
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 000215 |
Estimated Market Risk
| 1.99 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.29 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 Daelim Industrial 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 Daelim Industrial by adding Daelim Industrial to a well-diversified portfolio.
Things to note about Daelim Industrial performance evaluation
Checking the ongoing alerts about Daelim Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Daelim Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Daelim Industrial generated a negative expected return over the last 90 days |
- Analyzing Daelim Industrial'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 Daelim Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Daelim Industrial'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 Daelim Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Daelim Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Daelim Industrial's stock. These opinions can provide insight into Daelim Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Daelim Stock analysis
When running Daelim Industrial's price analysis, check to measure Daelim Industrial'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 Daelim Industrial is operating at the current time. Most of Daelim Industrial's value examination focuses on studying past and present price action to predict the probability of Daelim Industrial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daelim Industrial's price. Additionally, you may evaluate how the addition of Daelim Industrial to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |