Shinsegae (Korea) Performance
| 004170 Stock | 132,100 200.00 0.15% |
The entity has a beta of 0.0255, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Shinsegae's returns are expected to increase less than the market. However, during the bear market, the loss of holding Shinsegae is expected to be smaller as well. At this point, Shinsegae has a negative expected return of -0.2%. Please make sure to validate Shinsegae's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Shinsegae performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Shinsegae 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 December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 388.7 B | |
| Total Cashflows From Investing Activities | -825.4 B |
Shinsegae |
Shinsegae Relative Risk vs. Return Landscape
If you would invest 15,060,000 in Shinsegae on August 30, 2024 and sell it today you would lose (1,850,000) from holding Shinsegae or give up 12.28% of portfolio value over 90 days. Shinsegae is generating negative expected returns and assumes 1.8792% volatility on return distribution over the 90 days horizon. Simply put, 16% of stocks are less volatile than Shinsegae, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Shinsegae Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shinsegae's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Shinsegae, and traders can use it to determine the average amount a Shinsegae'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 = -0.1088
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| Negative Returns | 004170 |
Estimated Market Risk
| 1.88 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Shinsegae 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 Shinsegae by adding Shinsegae to a well-diversified portfolio.
Shinsegae Fundamentals Growth
Shinsegae Stock prices reflect investors' perceptions of the future prospects and financial health of Shinsegae, and Shinsegae 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 Shinsegae Stock performance.
| Return On Equity | 0.0725 | |||
| Return On Asset | 0.0314 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 5.77 T | |||
| Shares Outstanding | 9.84 M | |||
| Price To Book | 0.55 X | |||
| Price To Sales | 0.28 X | |||
| Revenue | 6.32 T | |||
| EBITDA | 1.28 T | |||
| Total Debt | 2.37 T | |||
| Cash Flow From Operations | 1.1 T | |||
| Earnings Per Share | 12,878 X | |||
| Total Asset | 13.64 T | |||
About Shinsegae Performance
By analyzing Shinsegae's fundamental ratios, stakeholders can gain valuable insights into Shinsegae's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Shinsegae 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 Shinsegae 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 Shinsegae performance evaluation
Checking the ongoing alerts about Shinsegae for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Shinsegae help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Shinsegae generated a negative expected return over the last 90 days | |
| About 29.0% of the company shares are owned by insiders or employees |
- Analyzing Shinsegae'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 Shinsegae's stock is overvalued or undervalued compared to its peers.
- Examining Shinsegae'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 Shinsegae's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Shinsegae's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Shinsegae's stock. These opinions can provide insight into Shinsegae's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Shinsegae Stock analysis
When running Shinsegae's price analysis, check to measure Shinsegae'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 Shinsegae is operating at the current time. Most of Shinsegae's value examination focuses on studying past and present price action to predict the probability of Shinsegae's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shinsegae's price. Additionally, you may evaluate how the addition of Shinsegae to your portfolios can decrease your overall portfolio volatility.
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