Korean Air (Korea) Performance
| 003490 Stock | 22,400 350.00 1.54% |
The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Korean Air's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korean Air is expected to be smaller as well. At this point, Korean Air Lines has a negative expected return of -0.0474%. Please make sure to verify Korean Air's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Korean Air Lines performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Korean Air Lines has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Korean Air is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 1.3 T | |
| Total Cashflows From Investing Activities | -2.4 T |
Korean |
Korean Air Relative Risk vs. Return Landscape
If you would invest 2,319,527 in Korean Air Lines on December 24, 2024 and sell it today you would lose (79,527) from holding Korean Air Lines or give up 3.43% of portfolio value over 90 days. Korean Air Lines is generating negative expected returns and assumes 1.6728% volatility on return distribution over the 90 days horizon. Simply put, 14% of stocks are less volatile than Korean, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Korean Air Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korean Air's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korean Air Lines, and traders can use it to determine the average amount a Korean Air'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 = -0.0283
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 003490 |
Estimated Market Risk
| 1.67 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Korean Air 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 Korean Air by adding Korean Air to a well-diversified portfolio.
Korean Air Fundamentals Growth
Korean Stock prices reflect investors' perceptions of the future prospects and financial health of Korean Air, and Korean Air fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Korean Stock performance.
| Return On Equity | 0.24 | |||
| Return On Asset | 0.0683 | |||
| Profit Margin | 0.14 % | |||
| Operating Margin | 0.23 % | |||
| Current Valuation | 16.25 T | |||
| Shares Outstanding | 368.22 M | |||
| Price To Book | 1.20 X | |||
| Price To Sales | 0.69 X | |||
| Revenue | 9.02 T | |||
| EBITDA | 2.93 T | |||
| Total Debt | 2.93 T | |||
| Cash Flow From Operations | 3.51 T | |||
| Earnings Per Share | 920.50 X | |||
| Total Asset | 26.67 T | |||
About Korean Air Performance
By analyzing Korean Air's fundamental ratios, stakeholders can gain valuable insights into Korean Air's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korean Air 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 Korean Air 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 Korean Air Lines performance evaluation
Checking the ongoing alerts about Korean Air for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korean Air Lines help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Korean Air Lines generated a negative expected return over the last 90 days | |
| About 35.0% of the company shares are owned by insiders or employees |
- Analyzing Korean Air'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 Korean Air's stock is overvalued or undervalued compared to its peers.
- Examining Korean Air'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 Korean Air's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korean Air's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korean Air's stock. These opinions can provide insight into Korean Air's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korean Stock analysis
When running Korean Air's price analysis, check to measure Korean Air'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 Korean Air is operating at the current time. Most of Korean Air's value examination focuses on studying past and present price action to predict the probability of Korean Air's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korean Air's price. Additionally, you may evaluate how the addition of Korean Air to your portfolios can decrease your overall portfolio volatility.
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