TS Investment (Korea) Performance
| 246690 Stock | 892.00 13.00 1.44% |
The entity owns a Beta (Systematic Risk) of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TS Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding TS Investment is expected to be smaller as well. At this point, TS Investment Corp has a negative expected return of -0.31%. Please make sure to validate TS Investment's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if TS Investment Corp performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days TS Investment Corp 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
246690 |
TS Investment Relative Risk vs. Return Landscape
If you would invest 108,500 in TS Investment Corp on September 2, 2024 and sell it today you would lose (19,300) from holding TS Investment Corp or give up 17.79% of portfolio value over 90 days. TS Investment Corp is generating negative expected returns and assumes 1.5705% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than 246690, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TS Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TS Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TS Investment Corp, and traders can use it to determine the average amount a TS Investment'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 = -0.1996
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| Negative Returns | 246690 |
Estimated Market Risk
| 1.57 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TS Investment 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 TS Investment by adding TS Investment to a well-diversified portfolio.
About TS Investment Performance
By analyzing TS Investment's fundamental ratios, stakeholders can gain valuable insights into TS Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TS Investment 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 TS Investment 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 TS Investment Corp performance evaluation
Checking the ongoing alerts about TS Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TS Investment Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TS Investment Corp generated a negative expected return over the last 90 days |
- Analyzing TS Investment'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 TS Investment's stock is overvalued or undervalued compared to its peers.
- Examining TS Investment'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 TS Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TS Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TS Investment's stock. These opinions can provide insight into TS Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 246690 Stock analysis
When running TS Investment's price analysis, check to measure TS Investment'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 TS Investment is operating at the current time. Most of TS Investment's value examination focuses on studying past and present price action to predict the probability of TS Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TS Investment's price. Additionally, you may evaluate how the addition of TS Investment to your portfolios can decrease your overall portfolio volatility.
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