Daewoo Electronic (Korea) Performance
| 009320 Stock | 1,017 7.00 0.69% |
The firm shows a Beta (market volatility) of -0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Daewoo Electronic are expected to decrease at a much lower rate. During the bear market, Daewoo Electronic is likely to outperform the market. At this point, Daewoo Electronic has a negative expected return of -0.0607%. Please make sure to confirm Daewoo Electronic's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Daewoo Electronic 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 Daewoo Electronic Components has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Daewoo Electronic is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Daewoo |
Daewoo Electronic Relative Risk vs. Return Landscape
If you would invest 108,900 in Daewoo Electronic Components on October 6, 2024 and sell it today you would lose (7,200) from holding Daewoo Electronic Components or give up 6.61% of portfolio value over 90 days. Daewoo Electronic Components is generating negative expected returns and assumes 3.2794% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Daewoo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Daewoo Electronic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daewoo Electronic's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Daewoo Electronic Components, and traders can use it to determine the average amount a Daewoo Electronic'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 = -0.0185
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| Negative Returns | 009320 |
Estimated Market Risk
| 3.28 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.06 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 Daewoo Electronic 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 Daewoo Electronic by adding Daewoo Electronic to a well-diversified portfolio.
Things to note about Daewoo Electronic performance evaluation
Checking the ongoing alerts about Daewoo Electronic for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Daewoo Electronic help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Daewoo Electronic generated a negative expected return over the last 90 days | |
| Daewoo Electronic has high historical volatility and very poor performance |
- Analyzing Daewoo Electronic'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 Daewoo Electronic's stock is overvalued or undervalued compared to its peers.
- Examining Daewoo Electronic'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 Daewoo Electronic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Daewoo Electronic's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Daewoo Electronic's stock. These opinions can provide insight into Daewoo Electronic's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Daewoo Stock analysis
When running Daewoo Electronic's price analysis, check to measure Daewoo Electronic'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 Daewoo Electronic is operating at the current time. Most of Daewoo Electronic's value examination focuses on studying past and present price action to predict the probability of Daewoo Electronic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daewoo Electronic's price. Additionally, you may evaluate how the addition of Daewoo Electronic to your portfolios can decrease your overall portfolio volatility.
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