Daehan Synthetic (Korea) Performance
| 003830 Stock | 116,100 500.00 0.43% |
On a scale of 0 to 100, Daehan Synthetic holds a performance score of 16. The firm shows a Beta (market volatility) of 0.0506, which means not very significant fluctuations relative to the market. As returns on the market increase, Daehan Synthetic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Daehan Synthetic is expected to be smaller as well. Please check Daehan Synthetic's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Daehan Synthetic's price patterns will revert.
Risk-Adjusted Performance
16 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Daehan Synthetic Fiber are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Daehan Synthetic sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Daehan |
Daehan Synthetic Relative Risk vs. Return Landscape
If you would invest 9,900,000 in Daehan Synthetic Fiber on September 3, 2024 and sell it today you would earn a total of 1,710,000 from holding Daehan Synthetic Fiber or generate 17.27% return on investment over 90 days. Daehan Synthetic Fiber is generating 0.2795% of daily returns and assumes 1.3753% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Daehan, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Daehan Synthetic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Daehan Synthetic's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Daehan Synthetic Fiber, and traders can use it to determine the average amount a Daehan Synthetic'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 = 0.2033
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Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.28 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 16 84% of assets perform better |
Based on monthly moving average Daehan Synthetic is performing at about 16% 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 Daehan Synthetic by adding it to a well-diversified portfolio.
About Daehan Synthetic Performance
By analyzing Daehan Synthetic's fundamental ratios, stakeholders can gain valuable insights into Daehan Synthetic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Daehan Synthetic 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 Daehan Synthetic 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 Daehan Synthetic Fiber performance evaluation
Checking the ongoing alerts about Daehan Synthetic for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Daehan Synthetic Fiber help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Daehan Synthetic's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Daehan Synthetic's stock performance include:- Analyzing Daehan Synthetic'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 Daehan Synthetic's stock is overvalued or undervalued compared to its peers.
- Examining Daehan Synthetic'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 Daehan Synthetic's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Daehan Synthetic's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Daehan Synthetic's stock. These opinions can provide insight into Daehan Synthetic's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Daehan Stock analysis
When running Daehan Synthetic's price analysis, check to measure Daehan Synthetic'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 Daehan Synthetic is operating at the current time. Most of Daehan Synthetic's value examination focuses on studying past and present price action to predict the probability of Daehan Synthetic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Daehan Synthetic's price. Additionally, you may evaluate how the addition of Daehan Synthetic to your portfolios can decrease your overall portfolio volatility.
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