Samsung KODEX (Korea) Performance
| 102960 Etf | 6,985 70.00 1.01% |
The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samsung KODEX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samsung KODEX is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Samsung KODEX Machinary has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Samsung KODEX is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Samsung |
Samsung KODEX Relative Risk vs. Return Landscape
If you would invest 740,000 in Samsung KODEX Machinary on October 6, 2024 and sell it today you would lose (41,500) from holding Samsung KODEX Machinary or give up 5.61% of portfolio value over 90 days. Samsung KODEX Machinary is generating negative expected returns and assumes 1.7952% volatility on return distribution over the 90 days horizon. Simply put, 15% of etfs are less volatile than Samsung, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samsung KODEX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsung KODEX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Samsung KODEX Machinary, and traders can use it to determine the average amount a Samsung KODEX'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 = -0.0438
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 102960 |
Estimated Market Risk
| 1.8 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samsung KODEX 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 Samsung KODEX by adding Samsung KODEX to a well-diversified portfolio.
| Samsung KODEX generated a negative expected return over the last 90 days |