Ssangyong Materials (Korea) Performance
| 047400 Stock | 2,295 110.00 5.03% |
Ssangyong Materials has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ssangyong Materials are expected to decrease at a much lower rate. During the bear market, Ssangyong Materials is likely to outperform the market. Ssangyong Materials Corp right now has a risk of 3.36%. Please validate Ssangyong Materials market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Ssangyong Materials will be following its existing price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Ssangyong Materials Corp are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Ssangyong Materials may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Ssangyong |
Ssangyong Materials Relative Risk vs. Return Landscape
If you would invest 212,000 in Ssangyong Materials Corp on September 13, 2024 and sell it today you would earn a total of 17,500 from holding Ssangyong Materials Corp or generate 8.25% return on investment over 90 days. Ssangyong Materials Corp is generating 0.1926% of daily returns and assumes 3.3613% volatility on return distribution over the 90 days horizon. Simply put, 29% of stocks are less volatile than Ssangyong, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ssangyong Materials Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ssangyong Materials' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ssangyong Materials Corp, and traders can use it to determine the average amount a Ssangyong Materials' 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 = 0.0573
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Estimated Market Risk
| 3.36 actual daily | 29 71% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average Ssangyong Materials is performing at about 4% 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 Ssangyong Materials by adding it to a well-diversified portfolio.
About Ssangyong Materials Performance
By analyzing Ssangyong Materials' fundamental ratios, stakeholders can gain valuable insights into Ssangyong Materials' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Ssangyong Materials 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 Ssangyong Materials 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 Ssangyong Materials Corp performance evaluation
Checking the ongoing alerts about Ssangyong Materials for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ssangyong Materials Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ssangyong Materials had very high historical volatility over the last 90 days |
- Analyzing Ssangyong Materials' 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 Ssangyong Materials' stock is overvalued or undervalued compared to its peers.
- Examining Ssangyong Materials' 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 Ssangyong Materials' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ssangyong Materials' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ssangyong Materials' stock. These opinions can provide insight into Ssangyong Materials' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ssangyong Stock analysis
When running Ssangyong Materials' price analysis, check to measure Ssangyong Materials' 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 Ssangyong Materials is operating at the current time. Most of Ssangyong Materials' value examination focuses on studying past and present price action to predict the probability of Ssangyong Materials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ssangyong Materials' price. Additionally, you may evaluate how the addition of Ssangyong Materials to your portfolios can decrease your overall portfolio volatility.
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