Raontech (Korea) Performance
| 418420 Stock | 2,710 15.00 0.55% |
The company holds a Beta of -0.0481, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Raontech are expected to decrease at a much lower rate. During the bear market, Raontech is likely to outperform the market. At this point, Raontech has a negative expected return of -0.3%. Please make sure to check Raontech's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Raontech performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Raontech 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 April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Raontech |
Raontech Relative Risk vs. Return Landscape
If you would invest 333,500 in Raontech on December 20, 2024 and sell it today you would lose (62,500) from holding Raontech or give up 18.74% of portfolio value over 90 days. Raontech is generating negative expected returns and assumes 3.5708% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than Raontech, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Raontech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raontech's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Raontech, and traders can use it to determine the average amount a Raontech'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 = -0.0846
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 418420 |
Estimated Market Risk
| 3.57 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Raontech 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 Raontech by adding Raontech to a well-diversified portfolio.
Things to note about Raontech performance evaluation
Checking the ongoing alerts about Raontech for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Raontech help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Raontech generated a negative expected return over the last 90 days | |
| Raontech has high historical volatility and very poor performance |
- Analyzing Raontech'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 Raontech's stock is overvalued or undervalued compared to its peers.
- Examining Raontech'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 Raontech's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Raontech's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Raontech's stock. These opinions can provide insight into Raontech's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Raontech Stock analysis
When running Raontech's price analysis, check to measure Raontech'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 Raontech is operating at the current time. Most of Raontech's value examination focuses on studying past and present price action to predict the probability of Raontech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raontech's price. Additionally, you may evaluate how the addition of Raontech to your portfolios can decrease your overall portfolio volatility.
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