Samsung Electro (Korea) Performance
| 009150 Stock | 122,400 100.00 0.08% |
The entity has a beta of -0.0584, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samsung Electro are expected to decrease at a much lower rate. During the bear market, Samsung Electro is likely to outperform the market. At this point, Samsung Electro Mech has a negative expected return of -0.0776%. Please make sure to validate Samsung Electro's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Samsung Electro Mech 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 Electro Mechanics Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Samsung Electro is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Samsung |
Samsung Electro Relative Risk vs. Return Landscape
If you would invest 13,039,800 in Samsung Electro Mechanics Co on October 6, 2024 and sell it today you would lose (799,800) from holding Samsung Electro Mechanics Co or give up 6.13% of portfolio value over 90 days. Samsung Electro Mechanics Co is generating negative expected returns and assumes 2.3233% volatility on return distribution over the 90 days horizon. Simply put, 20% 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 Electro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung Electro's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samsung Electro Mechanics Co, and traders can use it to determine the average amount a Samsung Electro'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 = -0.0334
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| Negative Returns | 009150 |
Estimated Market Risk
| 2.32 actual daily | 20 80% of assets are more volatile |
Expected Return
| -0.08 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 Samsung Electro 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 Electro by adding Samsung Electro to a well-diversified portfolio.
Things to note about Samsung Electro Mech performance evaluation
Checking the ongoing alerts about Samsung Electro for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samsung Electro Mech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samsung Electro Mech generated a negative expected return over the last 90 days |
- Analyzing Samsung Electro'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 Samsung Electro's stock is overvalued or undervalued compared to its peers.
- Examining Samsung Electro'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 Samsung Electro's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samsung Electro's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samsung Electro's stock. These opinions can provide insight into Samsung Electro's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samsung Stock analysis
When running Samsung Electro's price analysis, check to measure Samsung Electro'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 Samsung Electro is operating at the current time. Most of Samsung Electro's value examination focuses on studying past and present price action to predict the probability of Samsung Electro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsung Electro's price. Additionally, you may evaluate how the addition of Samsung Electro to your portfolios can decrease your overall portfolio volatility.
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