SAMG Entertainment (Korea) Performance
| 419530 Stock | 13,300 60.00 0.45% |
The firm has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SAMG Entertainment's returns are expected to increase less than the market. However, during the bear market, the loss of holding SAMG Entertainment is expected to be smaller as well. At this point, SAMG Entertainment has a negative expected return of -0.15%. Please make sure to validate SAMG Entertainment's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if SAMG Entertainment performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days SAMG Entertainment Co 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
SAMG |
SAMG Entertainment Relative Risk vs. Return Landscape
If you would invest 1,521,000 in SAMG Entertainment Co on September 23, 2024 and sell it today you would lose (191,000) from holding SAMG Entertainment Co or give up 12.56% of portfolio value over 90 days. SAMG Entertainment Co is generating negative expected returns and assumes 3.544% volatility on return distribution over the 90 days horizon. Simply put, 31% of stocks are less volatile than SAMG, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SAMG Entertainment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAMG Entertainment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SAMG Entertainment Co, and traders can use it to determine the average amount a SAMG Entertainment'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 = -0.0428
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 419530 |
Estimated Market Risk
| 3.54 actual daily | 31 69% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SAMG Entertainment 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 SAMG Entertainment by adding SAMG Entertainment to a well-diversified portfolio.
About SAMG Entertainment Performance
By analyzing SAMG Entertainment's fundamental ratios, stakeholders can gain valuable insights into SAMG Entertainment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SAMG Entertainment 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 SAMG Entertainment 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 SAMG Entertainment performance evaluation
Checking the ongoing alerts about SAMG Entertainment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SAMG Entertainment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SAMG Entertainment generated a negative expected return over the last 90 days | |
| SAMG Entertainment has high historical volatility and very poor performance |
- Analyzing SAMG Entertainment'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 SAMG Entertainment's stock is overvalued or undervalued compared to its peers.
- Examining SAMG Entertainment'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 SAMG Entertainment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SAMG Entertainment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of SAMG Entertainment's stock. These opinions can provide insight into SAMG Entertainment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for SAMG Stock analysis
When running SAMG Entertainment's price analysis, check to measure SAMG Entertainment'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 SAMG Entertainment is operating at the current time. Most of SAMG Entertainment's value examination focuses on studying past and present price action to predict the probability of SAMG Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAMG Entertainment's price. Additionally, you may evaluate how the addition of SAMG Entertainment to your portfolios can decrease your overall portfolio volatility.
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