ISU Chemical (Korea) Performance
| 005950 Stock | 6,170 70.00 1.12% |
The company retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, ISU Chemical's returns are expected to increase less than the market. However, during the bear market, the loss of holding ISU Chemical is expected to be smaller as well. At this point, ISU Chemical has a negative expected return of -0.0095%. Please make sure to check out ISU Chemical's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if ISU Chemical performance from the past will be repeated at some future point.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ISU Chemical Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ISU Chemical is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ISU |
ISU Chemical Relative Risk vs. Return Landscape
If you would invest 632,000 in ISU Chemical Co on December 22, 2024 and sell it today you would lose (15,000) from holding ISU Chemical Co or give up 2.37% of portfolio value over 90 days. ISU Chemical Co is generating negative expected returns and assumes 2.5602% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than ISU, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ISU Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISU Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ISU Chemical Co, and traders can use it to determine the average amount a ISU Chemical'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 = -0.0037
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 005950 |
Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ISU Chemical 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 ISU Chemical by adding ISU Chemical to a well-diversified portfolio.
About ISU Chemical Performance
By analyzing ISU Chemical's fundamental ratios, stakeholders can gain valuable insights into ISU Chemical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ISU Chemical 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 ISU Chemical 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 ISU Chemical performance evaluation
Checking the ongoing alerts about ISU Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ISU Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ISU Chemical generated a negative expected return over the last 90 days |
- Analyzing ISU Chemical'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 ISU Chemical's stock is overvalued or undervalued compared to its peers.
- Examining ISU Chemical'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 ISU Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ISU Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ISU Chemical's stock. These opinions can provide insight into ISU Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ISU Stock analysis
When running ISU Chemical's price analysis, check to measure ISU Chemical'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 ISU Chemical is operating at the current time. Most of ISU Chemical's value examination focuses on studying past and present price action to predict the probability of ISU Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ISU Chemical's price. Additionally, you may evaluate how the addition of ISU Chemical to your portfolios can decrease your overall portfolio volatility.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins |