J Steel (Korea) Performance
| 023440 Stock | 1,784 43.00 2.47% |
J Steel has a performance score of 2 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, J Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding J Steel is expected to be smaller as well. J Steel today retains a risk of 3.32%. Please check out J Steel treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if J Steel will be following its current trending patterns.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in J Steel Co are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, J Steel may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
023440 |
J Steel Relative Risk vs. Return Landscape
If you would invest 172,500 in J Steel Co on December 21, 2024 and sell it today you would earn a total of 5,900 from holding J Steel Co or generate 3.42% return on investment over 90 days. J Steel Co is generating 0.112% of daily returns and assumes 3.3171% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than 023440, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
J Steel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for J Steel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as J Steel Co, and traders can use it to determine the average amount a J Steel'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 = 0.0338
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| Cash | Small Risk | 023440 | High Risk | Huge Risk |
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Estimated Market Risk
| 3.32 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average J Steel is performing at about 2% of its full potential. 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 J Steel by adding it to a well-diversified portfolio.
Things to note about J Steel performance evaluation
Checking the ongoing alerts about J Steel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for J Steel help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| J Steel had very high historical volatility over the last 90 days |
- Analyzing J Steel'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 J Steel's stock is overvalued or undervalued compared to its peers.
- Examining J Steel'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 J Steel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of J Steel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of J Steel's stock. These opinions can provide insight into J Steel's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 023440 Stock analysis
When running J Steel's price analysis, check to measure J Steel'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 J Steel is operating at the current time. Most of J Steel's value examination focuses on studying past and present price action to predict the probability of J Steel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move J Steel's price. Additionally, you may evaluate how the addition of J Steel to your portfolios can decrease your overall portfolio volatility.
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