Shinil Industrial (Korea) Performance
| 002700 Stock | 1,421 10.00 0.71% |
The entity has a beta of 0.0452, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shinil Industrial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shinil Industrial is expected to be smaller as well. At this point, Shinil Industrial has a negative expected return of -0.0813%. Please make sure to validate Shinil Industrial's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Shinil Industrial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Shinil Industrial Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Shinil Industrial is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Shinil |
Shinil Industrial Relative Risk vs. Return Landscape
If you would invest 150,319 in Shinil Industrial Co on October 6, 2024 and sell it today you would lose (8,219) from holding Shinil Industrial Co or give up 5.47% of portfolio value over 90 days. Shinil Industrial Co is generating negative expected returns and assumes 1.4881% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Shinil, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shinil Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shinil Industrial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shinil Industrial Co, and traders can use it to determine the average amount a Shinil 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 = -0.0546
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| Negative Returns | 002700 |
Estimated Market Risk
| 1.49 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shinil 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 Shinil Industrial by adding Shinil Industrial to a well-diversified portfolio.
About Shinil Industrial Performance
By analyzing Shinil Industrial's fundamental ratios, stakeholders can gain valuable insights into Shinil Industrial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shinil Industrial 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 Shinil Industrial 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 Shinil Industrial performance evaluation
Checking the ongoing alerts about Shinil Industrial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shinil Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shinil Industrial generated a negative expected return over the last 90 days |
- Analyzing Shinil 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 Shinil Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Shinil 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 Shinil Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shinil Industrial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shinil Industrial's stock. These opinions can provide insight into Shinil Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shinil Stock analysis
When running Shinil Industrial's price analysis, check to measure Shinil 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 Shinil Industrial is operating at the current time. Most of Shinil Industrial's value examination focuses on studying past and present price action to predict the probability of Shinil 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 Shinil Industrial's price. Additionally, you may evaluate how the addition of Shinil Industrial to your portfolios can decrease your overall portfolio volatility.
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