SH Energy (Korea) Performance
| 002360 Stock | 466.00 7.00 1.53% |
The entity owns a Beta (Systematic Risk) of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SH Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding SH Energy is expected to be smaller as well. At this point, SH Energy Chemical has a negative expected return of -0.17%. Please make sure to validate SH Energy's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if SH Energy Chemical performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days SH Energy Chemical 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
002360 |
SH Energy Relative Risk vs. Return Landscape
If you would invest 51,600 in SH Energy Chemical on December 25, 2024 and sell it today you would lose (5,000) from holding SH Energy Chemical or give up 9.69% of portfolio value over 90 days. SH Energy Chemical is generating negative expected returns and assumes 1.5563% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than 002360, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SH Energy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SH Energy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SH Energy Chemical, and traders can use it to determine the average amount a SH Energy'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 = -0.1092
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| Negative Returns | 002360 |
Estimated Market Risk
| 1.56 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SH Energy 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 SH Energy by adding SH Energy to a well-diversified portfolio.
About SH Energy Performance
By analyzing SH Energy's fundamental ratios, stakeholders can gain valuable insights into SH Energy's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SH Energy has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if SH Energy has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about SH Energy Chemical performance evaluation
Checking the ongoing alerts about SH Energy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SH Energy Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SH Energy Chemical generated a negative expected return over the last 90 days |
- Analyzing SH Energy'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 SH Energy's stock is overvalued or undervalued compared to its peers.
- Examining SH Energy'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 SH Energy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SH Energy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SH Energy's stock. These opinions can provide insight into SH Energy's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 002360 Stock analysis
When running SH Energy's price analysis, check to measure SH Energy'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 SH Energy is operating at the current time. Most of SH Energy's value examination focuses on studying past and present price action to predict the probability of SH Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SH Energy's price. Additionally, you may evaluate how the addition of SH Energy to your portfolios can decrease your overall portfolio volatility.
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