Korea Investment (Korea) Performance
| 071055 Stock | 54,100 100.00 0.19% |
Korea Investment has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Korea Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Investment is expected to be smaller as well. Korea Investment Holdings right now secures a risk of 1.16%. Please verify Korea Investment Holdings jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Korea Investment Holdings will be following its current price movements.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Korea Investment Holdings are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Korea Investment is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Korea Investment Relative Risk vs. Return Landscape
If you would invest 5,130,000 in Korea Investment Holdings on September 2, 2024 and sell it today you would earn a total of 280,000 from holding Korea Investment Holdings or generate 5.46% return on investment over 90 days. Korea Investment Holdings is generating 0.0952% of daily returns and assumes 1.1558% volatility on return distribution over the 90 days horizon. Simply put, 10% of stocks are less volatile than Korea, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Korea Investment Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Investment's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Korea Investment Holdings, and traders can use it to determine the average amount a Korea Investment'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 = 0.0823
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| Cash | 071055 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Korea Investment is performing at about 6% 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 Korea Investment by adding it to a well-diversified portfolio.
About Korea Investment Performance
By analyzing Korea Investment's fundamental ratios, stakeholders can gain valuable insights into Korea Investment's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Korea Investment 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 Korea Investment 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 Korea Investment Holdings performance evaluation
Checking the ongoing alerts about Korea Investment for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Korea Investment Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Korea Investment's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Korea Investment's stock performance include:- Analyzing Korea Investment'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 Korea Investment's stock is overvalued or undervalued compared to its peers.
- Examining Korea Investment'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 Korea Investment's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Korea Investment's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Korea Investment's stock. These opinions can provide insight into Korea Investment's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Korea Stock analysis
When running Korea Investment's price analysis, check to measure Korea Investment'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 Korea Investment is operating at the current time. Most of Korea Investment's value examination focuses on studying past and present price action to predict the probability of Korea Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Korea Investment's price. Additionally, you may evaluate how the addition of Korea Investment to your portfolios can decrease your overall portfolio volatility.
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