JW Shinyak Related Correlations
067290 Stock | KRW 1,815 95.00 5.52% |
Correlations
0.32 | 0.24 | 0.68 | 0.69 | 029780 | ||
0.32 | 0.13 | 0.57 | 0.57 | 078020 | ||
0.24 | 0.13 | 0.58 | 0.53 | 098460 | ||
0.68 | 0.57 | 0.58 | 0.98 | 086790 | ||
0.69 | 0.57 | 0.53 | 0.98 | 105560 | ||
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Risk-Adjusted Indicators
There is a big difference between 067290 Stock performing well and JW Shinyak Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze JW Shinyak's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
029780 | 1.35 | 0.35 | 0.12 | (0.52) | 1.51 | 3.31 | 10.49 | |||
078020 | 2.03 | 0.30 | 0.09 | (1.02) | 1.97 | 5.84 | 17.49 | |||
098460 | 3.32 | 0.21 | 0.04 | (22.07) | 3.38 | 7.80 | 22.94 | |||
086790 | 2.30 | 0.38 | 0.13 | 2.05 | 2.12 | 6.25 | 14.73 | |||
105560 | 2.27 | 0.39 | 0.13 | (7.22) | 2.28 | 5.87 | 13.73 |