Hanwha Techwin (Korea) Performance
| 012450 Stock | 298,000 7,000 2.41% |
The company retains a Market Volatility (i.e., Beta) of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hanwha Techwin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hanwha Techwin is expected to be smaller as well. At this point, Hanwha Techwin has a negative expected return of -0.0416%. Please make sure to check out Hanwha Techwin's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Hanwha Techwin 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 Hanwha Techwin Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Hanwha Techwin is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Hanwha |
Hanwha Techwin Relative Risk vs. Return Landscape
If you would invest 31,700,000 in Hanwha Techwin Co on September 13, 2024 and sell it today you would lose (1,900,000) from holding Hanwha Techwin Co or give up 5.99% of portfolio value over 90 days. Hanwha Techwin Co is generating negative expected returns and assumes 4.0077% volatility on return distribution over the 90 days horizon. Simply put, 35% of stocks are less volatile than Hanwha, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hanwha Techwin Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanwha Techwin's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Hanwha Techwin Co, and traders can use it to determine the average amount a Hanwha Techwin'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 = -0.0104
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| Negative Returns | 012450 |
Estimated Market Risk
| 4.01 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hanwha Techwin 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 Hanwha Techwin by adding Hanwha Techwin to a well-diversified portfolio.
Things to note about Hanwha Techwin performance evaluation
Checking the ongoing alerts about Hanwha Techwin for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Hanwha Techwin help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Hanwha Techwin generated a negative expected return over the last 90 days | |
| Hanwha Techwin has high historical volatility and very poor performance |
- Analyzing Hanwha Techwin'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 Hanwha Techwin's stock is overvalued or undervalued compared to its peers.
- Examining Hanwha Techwin'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 Hanwha Techwin's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Hanwha Techwin's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Hanwha Techwin's stock. These opinions can provide insight into Hanwha Techwin's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Hanwha Stock analysis
When running Hanwha Techwin's price analysis, check to measure Hanwha Techwin'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 Hanwha Techwin is operating at the current time. Most of Hanwha Techwin's value examination focuses on studying past and present price action to predict the probability of Hanwha Techwin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanwha Techwin's price. Additionally, you may evaluate how the addition of Hanwha Techwin to your portfolios can decrease your overall portfolio volatility.
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