Korea Alcohol (Korea) Performance
| 017890 Stock | KRW 8,470 120.00 1.40% |
The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Korea Alcohol's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Alcohol is expected to be smaller as well. At this point, Korea Alcohol Industrial has a negative expected return of -0.14%. Please make sure to verify Korea Alcohol's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Korea Alcohol Industrial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Korea Alcohol Industrial has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Stock's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the company investors. ...more
| Total Cashflows From Investing Activities | -46.5 B |
Korea |
Korea Alcohol Relative Risk vs. Return Landscape
If you would invest 925,000 in Korea Alcohol Industrial on September 4, 2024 and sell it today you would lose (78,000) from holding Korea Alcohol Industrial or give up 8.43% of portfolio value over 90 days. Korea Alcohol Industrial is generating negative expected returns and assumes 0.9508% volatility on return distribution over the 90 days horizon. Simply put, 8% of stocks are less volatile than Korea, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Korea Alcohol Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Alcohol's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korea Alcohol Industrial, and traders can use it to determine the average amount a Korea Alcohol'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 = -0.1522
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 017890 |
Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Korea Alcohol 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 Korea Alcohol by adding Korea Alcohol to a well-diversified portfolio.
Korea Alcohol Fundamentals Growth
Korea Stock prices reflect investors' perceptions of the future prospects and financial health of Korea Alcohol, and Korea Alcohol fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Korea Stock performance.
| Return On Equity | 8.29 | |||
| Return On Asset | 0.0665 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.12 % | |||
| Current Valuation | 258.66 B | |||
| Shares Outstanding | 20.58 M | |||
| Price To Earning | 8.61 X | |||
| Price To Sales | 0.47 X | |||
| Revenue | 501.66 B | |||
| EBITDA | 67.41 B | |||
| Cash And Equivalents | 45.62 B | |||
| Total Debt | 29.99 B | |||
| Debt To Equity | 10.50 % | |||
| Cash Flow From Operations | 13.74 B | |||
| Total Asset | 568.39 B | |||
| Retained Earnings | 195.21 B | |||
| Current Asset | 112.54 B | |||
| Current Liabilities | 41.39 B | |||
About Korea Alcohol Performance
By analyzing Korea Alcohol's fundamental ratios, stakeholders can gain valuable insights into Korea Alcohol's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korea Alcohol 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 Korea Alcohol has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Korea Alcohol Industrial Co., Ltd. produces and sells chemical products in South Korea and internationally. The company was founded in 1984 and is headquartered in Yongin, South Korea. KAI is traded on Korean Securities Dealers Automated Quotations in South Korea.Things to note about Korea Alcohol Industrial performance evaluation
Checking the ongoing alerts about Korea Alcohol for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korea Alcohol Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Korea Alcohol generated a negative expected return over the last 90 days | |
| About 39.0% of the company shares are owned by insiders or employees |
- Analyzing Korea Alcohol'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 Korea Alcohol's stock is overvalued or undervalued compared to its peers.
- Examining Korea Alcohol'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 Korea Alcohol's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korea Alcohol's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korea Alcohol's stock. These opinions can provide insight into Korea Alcohol's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korea Stock analysis
When running Korea Alcohol's price analysis, check to measure Korea Alcohol'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 Korea Alcohol is operating at the current time. Most of Korea Alcohol's value examination focuses on studying past and present price action to predict the probability of Korea Alcohol's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korea Alcohol's price. Additionally, you may evaluate how the addition of Korea Alcohol to your portfolios can decrease your overall portfolio volatility.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital |