Namyang Dairy (Korea) Performance
| 003925 Stock | 37,000 1,000.00 2.78% |
The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Namyang Dairy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Namyang Dairy is expected to be smaller as well. At this point, Namyang Dairy Products has a negative expected return of -0.0437%. Please make sure to verify Namyang Dairy's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Namyang Dairy Products 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 Namyang Dairy Products has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Namyang Dairy is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Namyang |
Namyang Dairy Relative Risk vs. Return Landscape
If you would invest 3,818,624 in Namyang Dairy Products on September 29, 2024 and sell it today you would lose (118,624) from holding Namyang Dairy Products or give up 3.11% of portfolio value over 90 days. Namyang Dairy Products is generating negative expected returns and assumes 1.7978% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Namyang, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Namyang Dairy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Namyang Dairy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Namyang Dairy Products, and traders can use it to determine the average amount a Namyang Dairy'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 = -0.0243
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 003925 |
Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Namyang Dairy 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 Namyang Dairy by adding Namyang Dairy to a well-diversified portfolio.
Things to note about Namyang Dairy Products performance evaluation
Checking the ongoing alerts about Namyang Dairy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Namyang Dairy Products help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Namyang Dairy generated a negative expected return over the last 90 days |
- Analyzing Namyang Dairy'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 Namyang Dairy's stock is overvalued or undervalued compared to its peers.
- Examining Namyang Dairy'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 Namyang Dairy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Namyang Dairy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Namyang Dairy's stock. These opinions can provide insight into Namyang Dairy's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Namyang Stock analysis
When running Namyang Dairy's price analysis, check to measure Namyang Dairy'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 Namyang Dairy is operating at the current time. Most of Namyang Dairy's value examination focuses on studying past and present price action to predict the probability of Namyang Dairy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Namyang Dairy's price. Additionally, you may evaluate how the addition of Namyang Dairy to your portfolios can decrease your overall portfolio volatility.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |