Hanmi Semiconductor (Korea) Performance
| 042700 Stock | 74,600 2,300 2.99% |
The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hanmi Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hanmi Semiconductor is expected to be smaller as well. At this point, Hanmi Semiconductor has a negative expected return of -0.58%. Please make sure to check out Hanmi Semiconductor's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Hanmi Semiconductor 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 Hanmi Semiconductor Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Hanmi |
Hanmi Semiconductor Relative Risk vs. Return Landscape
If you would invest 10,860,000 in Hanmi Semiconductor Co on September 3, 2024 and sell it today you would lose (3,400,000) from holding Hanmi Semiconductor Co or give up 31.31% of portfolio value over 90 days. Hanmi Semiconductor Co is generating negative expected returns and assumes 3.334% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Hanmi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hanmi Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanmi Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hanmi Semiconductor Co, and traders can use it to determine the average amount a Hanmi Semiconductor'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 = -0.1738
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| Negative Returns | 042700 |
Estimated Market Risk
| 3.33 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.58 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hanmi Semiconductor 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 Hanmi Semiconductor by adding Hanmi Semiconductor to a well-diversified portfolio.
About Hanmi Semiconductor Performance
By analyzing Hanmi Semiconductor's fundamental ratios, stakeholders can gain valuable insights into Hanmi Semiconductor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Hanmi Semiconductor 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 Hanmi Semiconductor 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 Hanmi Semiconductor performance evaluation
Checking the ongoing alerts about Hanmi Semiconductor for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hanmi Semiconductor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hanmi Semiconductor generated a negative expected return over the last 90 days | |
| Hanmi Semiconductor has high historical volatility and very poor performance |
- Analyzing Hanmi Semiconductor'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 Hanmi Semiconductor's stock is overvalued or undervalued compared to its peers.
- Examining Hanmi Semiconductor'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 Hanmi Semiconductor's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hanmi Semiconductor's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hanmi Semiconductor's stock. These opinions can provide insight into Hanmi Semiconductor's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Hanmi Stock analysis
When running Hanmi Semiconductor's price analysis, check to measure Hanmi Semiconductor'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 Hanmi Semiconductor is operating at the current time. Most of Hanmi Semiconductor's value examination focuses on studying past and present price action to predict the probability of Hanmi Semiconductor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanmi Semiconductor's price. Additionally, you may evaluate how the addition of Hanmi Semiconductor to your portfolios can decrease your overall portfolio volatility.
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