Korean Reinsurance (Korea) Performance
| 003690 Stock | 8,130 20.00 0.25% |
On a scale of 0 to 100, Korean Reinsurance holds a performance score of 10. The company secures a Beta (Market Risk) of 0.0148, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Korean Reinsurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korean Reinsurance is expected to be smaller as well. Please check Korean Reinsurance's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Korean Reinsurance's current price movements will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Korean Reinsurance Co are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Korean Reinsurance may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Korean Reinsurance Relative Risk vs. Return Landscape
If you would invest 725,833 in Korean Reinsurance Co on September 3, 2024 and sell it today you would earn a total of 85,167 from holding Korean Reinsurance Co or generate 11.73% return on investment over 90 days. Korean Reinsurance Co is generating 0.1983% of daily returns and assumes 1.435% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Korean, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Korean Reinsurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korean Reinsurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korean Reinsurance Co, and traders can use it to determine the average amount a Korean Reinsurance'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 = 0.1382
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Estimated Market Risk
| 1.44 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Korean Reinsurance is performing at about 10% of its full potential. 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 Korean Reinsurance by adding it to a well-diversified portfolio.
About Korean Reinsurance Performance
By analyzing Korean Reinsurance's fundamental ratios, stakeholders can gain valuable insights into Korean Reinsurance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korean Reinsurance 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 Korean Reinsurance 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 Korean Reinsurance performance evaluation
Checking the ongoing alerts about Korean Reinsurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korean Reinsurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Korean Reinsurance's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Korean Reinsurance's stock performance include:- Analyzing Korean Reinsurance'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 Korean Reinsurance's stock is overvalued or undervalued compared to its peers.
- Examining Korean Reinsurance'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 Korean Reinsurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korean Reinsurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korean Reinsurance's stock. These opinions can provide insight into Korean Reinsurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korean Stock analysis
When running Korean Reinsurance's price analysis, check to measure Korean Reinsurance'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 Korean Reinsurance is operating at the current time. Most of Korean Reinsurance's value examination focuses on studying past and present price action to predict the probability of Korean Reinsurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korean Reinsurance's price. Additionally, you may evaluate how the addition of Korean Reinsurance to your portfolios can decrease your overall portfolio volatility.
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