Busan Ind (Korea) Performance
| 011390 Stock | 70,600 400.00 0.56% |
The firm shows a Beta (market volatility) of 0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Busan Ind's returns are expected to increase less than the market. However, during the bear market, the loss of holding Busan Ind is expected to be smaller as well. At this point, Busan Ind has a negative expected return of -0.13%. Please make sure to confirm Busan Ind's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Busan Ind performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Busan Ind has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
Busan |
Busan Ind Relative Risk vs. Return Landscape
If you would invest 7,724,235 in Busan Ind on December 21, 2024 and sell it today you would lose (664,235) from holding Busan Ind or give up 8.6% of portfolio value over 90 days. Busan Ind is generating negative expected returns and assumes 2.5642% volatility on return distribution over the 90 days horizon. Simply put, 22% of stocks are less volatile than Busan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Busan Ind Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Busan Ind's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Busan Ind, and traders can use it to determine the average amount a Busan Ind'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 = -0.0497
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 011390 |
Estimated Market Risk
| 2.56 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Busan Ind 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 Busan Ind by adding Busan Ind to a well-diversified portfolio.
Things to note about Busan Ind performance evaluation
Checking the ongoing alerts about Busan Ind for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Busan Ind help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Busan Ind generated a negative expected return over the last 90 days |
- Analyzing Busan Ind'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 Busan Ind's stock is overvalued or undervalued compared to its peers.
- Examining Busan Ind'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 Busan Ind's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Busan Ind's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Busan Ind's stock. These opinions can provide insight into Busan Ind's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Busan Stock analysis
When running Busan Ind's price analysis, check to measure Busan Ind'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 Busan Ind is operating at the current time. Most of Busan Ind's value examination focuses on studying past and present price action to predict the probability of Busan Ind's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Busan Ind's price. Additionally, you may evaluate how the addition of Busan Ind to your portfolios can decrease your overall portfolio volatility.
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