Samhyun (Korea) Performance
| 437730 Stock | 6,220 10.00 0.16% |
The entity has a beta of -0.93, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Samhyun are expected to decrease slowly. On the other hand, during market turmoil, Samhyun is expected to outperform it slightly. At this point, Samhyun has a negative expected return of -0.16%. Please make sure to validate Samhyun's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Samhyun performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Samhyun 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
Samhyun |
Samhyun Relative Risk vs. Return Landscape
If you would invest 784,999 in Samhyun on September 26, 2024 and sell it today you would lose (162,999) from holding Samhyun or give up 20.76% of portfolio value over 90 days. Samhyun is generating negative expected returns and assumes 6.8858% volatility on return distribution over the 90 days horizon. Simply put, 61% of stocks are less volatile than Samhyun, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Samhyun Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samhyun's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Samhyun, and traders can use it to determine the average amount a Samhyun'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 = -0.0228
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| Negative Returns | 437730 |
Estimated Market Risk
| 6.89 actual daily | 61 61% of assets are less volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Samhyun 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 Samhyun by adding Samhyun to a well-diversified portfolio.
Things to note about Samhyun performance evaluation
Checking the ongoing alerts about Samhyun for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Samhyun help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Samhyun generated a negative expected return over the last 90 days | |
| Samhyun has high historical volatility and very poor performance |
- Analyzing Samhyun'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 Samhyun's stock is overvalued or undervalued compared to its peers.
- Examining Samhyun'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 Samhyun's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Samhyun's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Samhyun's stock. These opinions can provide insight into Samhyun's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Samhyun Stock analysis
When running Samhyun's price analysis, check to measure Samhyun'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 Samhyun is operating at the current time. Most of Samhyun's value examination focuses on studying past and present price action to predict the probability of Samhyun's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samhyun's price. Additionally, you may evaluate how the addition of Samhyun to your portfolios can decrease your overall portfolio volatility.
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