Dong Il (Korea) Performance
| 001530 Stock | 51,000 100.00 0.20% |
On a scale of 0 to 100, Dong Il holds a performance score of 27. The firm shows a Beta (market volatility) of -0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Dong Il are expected to decrease at a much lower rate. During the bear market, Dong Il is likely to outperform the market. Please check Dong Il's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Dong Il's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Dong Il Corp are ranked lower than 27 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Dong Il sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Dong Il Relative Risk vs. Return Landscape
If you would invest 3,630,000 in Dong Il Corp on September 26, 2024 and sell it today you would earn a total of 1,470,000 from holding Dong Il Corp or generate 40.5% return on investment over 90 days. Dong Il Corp is generating 0.7643% of daily returns and assumes 2.1777% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Dong, and 85% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Dong Il Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dong Il's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Dong Il Corp, and traders can use it to determine the average amount a Dong Il'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 = 0.351
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Estimated Market Risk
| 2.18 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.76 actual daily | 15 85% of assets have higher returns |
Risk-Adjusted Return
| 0.35 actual daily | 27 73% of assets perform better |
Based on monthly moving average Dong Il is performing at about 27% of its full potential. 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 Dong Il by adding it to a well-diversified portfolio.
Things to note about Dong Il Corp performance evaluation
Checking the ongoing alerts about Dong Il for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Dong Il Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Dong Il's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Dong Il's stock performance include:- Analyzing Dong Il'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 Dong Il's stock is overvalued or undervalued compared to its peers.
- Examining Dong Il'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 Dong Il's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dong Il's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Dong Il's stock. These opinions can provide insight into Dong Il's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Dong Stock analysis
When running Dong Il's price analysis, check to measure Dong Il'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 Dong Il is operating at the current time. Most of Dong Il's value examination focuses on studying past and present price action to predict the probability of Dong Il's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dong Il's price. Additionally, you may evaluate how the addition of Dong Il to your portfolios can decrease your overall portfolio volatility.
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