Doosan Fuel (Korea) Performance
| 33626K Stock | 4,800 120.00 2.56% |
The firm shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Doosan Fuel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Doosan Fuel is expected to be smaller as well. At this point, Doosan Fuel Cell has a negative expected return of -0.22%. Please make sure to confirm Doosan Fuel's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Doosan Fuel Cell 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 Doosan Fuel Cell 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 February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Doosan |
Doosan Fuel Relative Risk vs. Return Landscape
If you would invest 558,000 in Doosan Fuel Cell on October 6, 2024 and sell it today you would lose (78,000) from holding Doosan Fuel Cell or give up 13.98% of portfolio value over 90 days. Doosan Fuel Cell is generating negative expected returns and assumes 2.4648% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Doosan, and 99% 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 Fuel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Doosan Fuel's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Doosan Fuel Cell, and traders can use it to determine the average amount a Doosan Fuel'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 = -0.0879
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 33626K |
Estimated Market Risk
| 2.46 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Doosan Fuel 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 Doosan Fuel by adding Doosan Fuel to a well-diversified portfolio.
Things to note about Doosan Fuel Cell performance evaluation
Checking the ongoing alerts about Doosan Fuel for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Doosan Fuel Cell help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Doosan Fuel Cell generated a negative expected return over the last 90 days |
- Analyzing Doosan Fuel'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 Fuel's stock is overvalued or undervalued compared to its peers.
- Examining Doosan Fuel'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 Fuel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Doosan Fuel's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Doosan Fuel's stock. These opinions can provide insight into Doosan Fuel's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Doosan Stock analysis
When running Doosan Fuel's price analysis, check to measure Doosan Fuel'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 Fuel is operating at the current time. Most of Doosan Fuel's value examination focuses on studying past and present price action to predict the probability of Doosan Fuel'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 Fuel's price. Additionally, you may evaluate how the addition of Doosan Fuel to your portfolios can decrease your overall portfolio volatility.
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