Doosan Engine (Korea) Performance
| 082740 Stock | 18,690 250.00 1.36% |
On a scale of 0 to 100, Doosan Engine holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0016, which means not very significant fluctuations relative to the market. As returns on the market increase, Doosan Engine's returns are expected to increase less than the market. However, during the bear market, the loss of holding Doosan Engine is expected to be smaller as well. Please check Doosan Engine's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Doosan Engine's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Doosan Engine Co are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Doosan Engine sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Doosan Engine Relative Risk vs. Return Landscape
If you would invest 1,491,000 in Doosan Engine Co on October 6, 2024 and sell it today you would earn a total of 378,000 from holding Doosan Engine Co or generate 25.35% return on investment over 90 days. Doosan Engine Co is generating 0.4264% of daily returns and assumes 3.3787% volatility on return distribution over the 90 days horizon. Simply put, 30% of stocks are less volatile than Doosan, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Doosan Engine Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Doosan Engine's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Doosan Engine Co, and traders can use it to determine the average amount a Doosan Engine'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 = 0.1262
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Estimated Market Risk
| 3.38 actual daily | 30 70% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Doosan Engine is performing at about 9% 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 Doosan Engine by adding it to a well-diversified portfolio.
Things to note about Doosan Engine performance evaluation
Checking the ongoing alerts about Doosan Engine for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Doosan Engine help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Doosan Engine had very high historical volatility over the last 90 days |
- Analyzing Doosan Engine'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 Doosan Engine's stock is overvalued or undervalued compared to its peers.
- Examining Doosan Engine'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 Doosan Engine's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Doosan Engine's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Doosan Engine's stock. These opinions can provide insight into Doosan Engine's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Doosan Stock analysis
When running Doosan Engine's price analysis, check to measure Doosan Engine'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 Doosan Engine is operating at the current time. Most of Doosan Engine's value examination focuses on studying past and present price action to predict the probability of Doosan Engine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Doosan Engine's price. Additionally, you may evaluate how the addition of Doosan Engine to your portfolios can decrease your overall portfolio volatility.
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