SK Chemicals (Korea) Performance
| 28513K Stock | 19,650 330.00 1.71% |
The entity owns a Beta (Systematic Risk) of -0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SK Chemicals are expected to decrease at a much lower rate. During the bear market, SK Chemicals is likely to outperform the market. At this point, SK Chemicals has a negative expected return of -0.26%. Please make sure to validate SK Chemicals' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if SK Chemicals performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
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Over the last 90 days SK Chemicals Co 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
| Begin Period Cash Flow | 86.8 B | |
| Total Cashflows From Investing Activities | -1.6 T | |
| Free Cash Flow | 362.2 B |
28513K |
SK Chemicals Relative Risk vs. Return Landscape
If you would invest 2,300,000 in SK Chemicals Co on September 5, 2024 and sell it today you would lose (335,000) from holding SK Chemicals Co or give up 14.57% of portfolio value over 90 days. SK Chemicals Co is generating negative expected returns and assumes 1.1132% volatility on return distribution over the 90 days horizon. Simply put, 9% of stocks are less volatile than 28513K, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SK Chemicals Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SK Chemicals' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SK Chemicals Co, and traders can use it to determine the average amount a SK Chemicals' 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 = -0.2338
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| Negative Returns | 28513K |
Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.26 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SK Chemicals 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 SK Chemicals by adding SK Chemicals to a well-diversified portfolio.
SK Chemicals Fundamentals Growth
28513K Stock prices reflect investors' perceptions of the future prospects and financial health of SK Chemicals, and SK Chemicals 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 28513K Stock performance.
| Return On Equity | 0.12 | |||
| Return On Asset | 0.0753 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.22 % | |||
| Current Valuation | 393.41 B | |||
| Shares Outstanding | 1.97 M | |||
| Price To Book | 0.39 X | |||
| Price To Sales | 0.67 X | |||
| Revenue | 2.09 T | |||
| EBITDA | 642.1 B | |||
| Total Debt | 256.06 B | |||
| Cash Flow From Operations | 509.32 B | |||
| Total Asset | 3.96 T | |||
About SK Chemicals Performance
By analyzing SK Chemicals' fundamental ratios, stakeholders can gain valuable insights into SK Chemicals' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SK Chemicals 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 SK Chemicals 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 SK Chemicals performance evaluation
Checking the ongoing alerts about SK Chemicals for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SK Chemicals help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SK Chemicals generated a negative expected return over the last 90 days |
- Analyzing SK Chemicals' 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 SK Chemicals' stock is overvalued or undervalued compared to its peers.
- Examining SK Chemicals' 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 SK Chemicals' management team can have a significant impact on its success or failure. Reviewing the track record and experience of SK Chemicals' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SK Chemicals' stock. These opinions can provide insight into SK Chemicals' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 28513K Stock analysis
When running SK Chemicals' price analysis, check to measure SK Chemicals' 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 SK Chemicals is operating at the current time. Most of SK Chemicals' value examination focuses on studying past and present price action to predict the probability of SK Chemicals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SK Chemicals' price. Additionally, you may evaluate how the addition of SK Chemicals to your portfolios can decrease your overall portfolio volatility.
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