Dongnam Chemical (Korea) Performance
| 023450 Stock | 29,550 200.00 0.67% |
The firm shows a Beta (market volatility) of 0.0317, which means not very significant fluctuations relative to the market. As returns on the market increase, Dongnam Chemical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dongnam Chemical is expected to be smaller as well. At this point, Dongnam Chemical has a negative expected return of -0.16%. Please make sure to confirm Dongnam Chemical's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Dongnam Chemical 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 Dongnam Chemical Co 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
Dongnam |
Dongnam Chemical Relative Risk vs. Return Landscape
If you would invest 3,271,032 in Dongnam Chemical Co on September 5, 2024 and sell it today you would lose (316,032) from holding Dongnam Chemical Co or give up 9.66% of portfolio value over 90 days. Dongnam Chemical Co is generating negative expected returns and assumes 1.1869% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Dongnam, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Dongnam Chemical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dongnam Chemical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Dongnam Chemical Co, and traders can use it to determine the average amount a Dongnam Chemical'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 = -0.139
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| Negative Returns | 023450 |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Dongnam Chemical 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 Dongnam Chemical by adding Dongnam Chemical to a well-diversified portfolio.
About Dongnam Chemical Performance
By analyzing Dongnam Chemical's fundamental ratios, stakeholders can gain valuable insights into Dongnam Chemical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Dongnam Chemical 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 Dongnam Chemical 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 Dongnam Chemical performance evaluation
Checking the ongoing alerts about Dongnam Chemical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Dongnam Chemical help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Dongnam Chemical generated a negative expected return over the last 90 days |
- Analyzing Dongnam Chemical'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 Dongnam Chemical's stock is overvalued or undervalued compared to its peers.
- Examining Dongnam Chemical'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 Dongnam Chemical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Dongnam Chemical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Dongnam Chemical's stock. These opinions can provide insight into Dongnam Chemical's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Dongnam Stock analysis
When running Dongnam Chemical's price analysis, check to measure Dongnam Chemical'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 Dongnam Chemical is operating at the current time. Most of Dongnam Chemical's value examination focuses on studying past and present price action to predict the probability of Dongnam Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dongnam Chemical's price. Additionally, you may evaluate how the addition of Dongnam Chemical to your portfolios can decrease your overall portfolio volatility.
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