EBEST Investment (Korea) Performance
| 078020 Stock | KRW 3,955 145.00 3.54% |
The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, EBEST Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding EBEST Investment is expected to be smaller as well. At this point, EBEST Investment Sec has a negative expected return of -0.2%. Please make sure to confirm EBEST Investment's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if EBEST Investment Sec performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days EBEST Investment Securities 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 | -25.4 B |
EBEST |
EBEST Investment Relative Risk vs. Return Landscape
If you would invest 462,500 in EBEST Investment Securities on August 31, 2024 and sell it today you would lose (52,500) from holding EBEST Investment Securities or give up 11.35% of portfolio value over 90 days. EBEST Investment Securities is generating negative expected returns and assumes 1.2792% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than EBEST, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
EBEST Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for EBEST Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as EBEST Investment Securities, and traders can use it to determine the average amount a EBEST 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 = -0.1559
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| Negative Returns | 078020 |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average EBEST 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 EBEST Investment by adding EBEST Investment to a well-diversified portfolio.
EBEST Investment Fundamentals Growth
EBEST Stock prices reflect investors' perceptions of the future prospects and financial health of EBEST Investment, and EBEST Investment 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 EBEST Stock performance.
| Return On Equity | 7.5 | |||
| Return On Asset | 0.0236 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.41 % | |||
| Current Valuation | (813.51 B) | |||
| Shares Outstanding | 51.06 M | |||
| Price To Earning | 7.06 X | |||
| Price To Sales | 0.17 X | |||
| Revenue | 1.24 T | |||
| Cash And Equivalents | 34.63 B | |||
| Total Debt | 1.23 T | |||
| Debt To Equity | 3.48 % | |||
| Cash Flow From Operations | (171.23 B) | |||
| Total Asset | 6.93 T | |||
| Retained Earnings | 184.12 B | |||
| Current Asset | 3.52 T | |||
| Current Liabilities | 1.26 T | |||
About EBEST Investment Performance
By analyzing EBEST Investment's fundamental ratios, stakeholders can gain valuable insights into EBEST Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if EBEST 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 EBEST Investment has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
EBEST Investment Securities Co., Ltd. engages in institutional sales, investment banking, and proprietary trading businesses in South Korea.Things to note about EBEST Investment Sec performance evaluation
Checking the ongoing alerts about EBEST Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for EBEST Investment Sec help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| EBEST Investment Sec generated a negative expected return over the last 90 days | |
| EBEST Investment Securities has accumulated about 34.63 B in cash with (171.23 B) of positive cash flow from operations. | |
| Roughly 63.0% of the company shares are owned by institutions such as pension funds |
- Analyzing EBEST 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 EBEST Investment's stock is overvalued or undervalued compared to its peers.
- Examining EBEST 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 EBEST Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of EBEST Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of EBEST Investment's stock. These opinions can provide insight into EBEST Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for EBEST Stock analysis
When running EBEST Investment's price analysis, check to measure EBEST 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 EBEST Investment is operating at the current time. Most of EBEST Investment's value examination focuses on studying past and present price action to predict the probability of EBEST 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 EBEST Investment's price. Additionally, you may evaluate how the addition of EBEST Investment to your portfolios can decrease your overall portfolio volatility.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |