Kyeryong Construction (Korea) Performance
| 013580 Stock | 13,000 20.00 0.15% |
The company secures a Beta (Market Risk) of 0.0905, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Kyeryong Construction's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kyeryong Construction is expected to be smaller as well. At this point, Kyeryong Construction has a negative expected return of -0.12%. Please make sure to verify Kyeryong Construction's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Kyeryong Construction 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 Kyeryong Construction Industrial 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
Kyeryong |
Kyeryong Construction Relative Risk vs. Return Landscape
If you would invest 1,395,000 in Kyeryong Construction Industrial on September 5, 2024 and sell it today you would lose (95,000) from holding Kyeryong Construction Industrial or give up 6.81% of portfolio value over 90 days. Kyeryong Construction Industrial is generating negative expected returns and assumes 0.8773% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Kyeryong, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Kyeryong Construction Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kyeryong Construction's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Kyeryong Construction Industrial, and traders can use it to determine the average amount a Kyeryong Construction'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 = -0.1319
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| Negative Returns | 013580 |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Kyeryong Construction 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 Kyeryong Construction by adding Kyeryong Construction to a well-diversified portfolio.
About Kyeryong Construction Performance
By analyzing Kyeryong Construction's fundamental ratios, stakeholders can gain valuable insights into Kyeryong Construction's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Kyeryong Construction 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 Kyeryong Construction 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 Kyeryong Construction performance evaluation
Checking the ongoing alerts about Kyeryong Construction for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Kyeryong Construction help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Kyeryong Construction generated a negative expected return over the last 90 days |
- Analyzing Kyeryong Construction'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 Kyeryong Construction's stock is overvalued or undervalued compared to its peers.
- Examining Kyeryong Construction'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 Kyeryong Construction's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Kyeryong Construction's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Kyeryong Construction's stock. These opinions can provide insight into Kyeryong Construction's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Kyeryong Stock analysis
When running Kyeryong Construction's price analysis, check to measure Kyeryong Construction'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 Kyeryong Construction is operating at the current time. Most of Kyeryong Construction's value examination focuses on studying past and present price action to predict the probability of Kyeryong Construction's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kyeryong Construction's price. Additionally, you may evaluate how the addition of Kyeryong Construction to your portfolios can decrease your overall portfolio volatility.
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