Samsung Electronics (Korea) Performance
| 005935 Stock | 47,450 1,550 3.16% |
The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samsung Electronics are expected to decrease at a much lower rate. During the bear market, Samsung Electronics is likely to outperform the market. At this point, Samsung Electronics has a negative expected return of -0.37%. Please make sure to validate Samsung Electronics' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Samsung Electronics 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 Samsung Electronics Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 29.4 T | |
| Total Cashflows From Investing Activities | -33 T |
Samsung |
Samsung Electronics Relative Risk vs. Return Landscape
If you would invest 5,959,514 in Samsung Electronics Co on August 30, 2024 and sell it today you would lose (1,214,514) from holding Samsung Electronics Co or give up 20.38% of portfolio value over 90 days. Samsung Electronics Co is generating negative expected returns and assumes 2.1846% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Samsung, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung Electronics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Electronics' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samsung Electronics Co, and traders can use it to determine the average amount a Samsung Electronics' 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 = -0.1688
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| Negative Returns | 005935 |
Estimated Market Risk
| 2.18 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samsung Electronics 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 Samsung Electronics by adding Samsung Electronics to a well-diversified portfolio.
Samsung Electronics Fundamentals Growth
Samsung Stock prices reflect investors' perceptions of the future prospects and financial health of Samsung Electronics, and Samsung Electronics 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 Samsung Stock performance.
| Return On Equity | 0.17 | |||
| Return On Asset | 0.062 | |||
| Profit Margin | 0.18 % | |||
| Operating Margin | 0.14 % | |||
| Current Valuation | 289.78 T | |||
| Shares Outstanding | 822.89 M | |||
| Price To Book | 1.10 X | |||
| Price To Sales | 1.28 X | |||
| Revenue | 279.6 T | |||
| EBITDA | 88.03 T | |||
| Total Debt | 509.73 B | |||
| Cash Flow From Operations | 65.11 T | |||
| Earnings Per Share | 873.86 X | |||
| Total Asset | 426.62 T | |||
About Samsung Electronics Performance
By analyzing Samsung Electronics' fundamental ratios, stakeholders can gain valuable insights into Samsung Electronics' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Samsung Electronics 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 Samsung Electronics 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 Samsung Electronics performance evaluation
Checking the ongoing alerts about Samsung Electronics for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samsung Electronics help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samsung Electronics generated a negative expected return over the last 90 days |
- Analyzing Samsung Electronics' 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 Samsung Electronics' stock is overvalued or undervalued compared to its peers.
- Examining Samsung Electronics' 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 Samsung Electronics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samsung Electronics' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samsung Electronics' stock. These opinions can provide insight into Samsung Electronics' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samsung Stock analysis
When running Samsung Electronics' price analysis, check to measure Samsung Electronics' 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 Samsung Electronics is operating at the current time. Most of Samsung Electronics' value examination focuses on studying past and present price action to predict the probability of Samsung Electronics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Electronics' price. Additionally, you may evaluate how the addition of Samsung Electronics to your portfolios can decrease your overall portfolio volatility.
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