Korea Electric Power Stock Alpha and Beta Analysis
| KEP Stock | USD 7.83 0.12 1.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Korea Electric Power. It also helps investors analyze the systematic and unsystematic risks associated with investing in Korea Electric over a specified time horizon. Remember, high Korea Electric's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Korea Electric's market risk premium analysis include:
Beta 0.28 | Alpha 0.14 | Risk 2.63 | Sharpe Ratio 0.0483 | Expected Return 0.13 |
Korea Electric Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Korea |
Korea Electric Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Korea Electric market risk premium is the additional return an investor will receive from holding Korea Electric long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Korea Electric. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Korea Electric's performance over market.| α | 0.14 | β | 0.28 |
Korea Electric expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Korea Electric's Buy-and-hold return. Our buy-and-hold chart shows how Korea Electric performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Korea Electric Market Price Analysis
Market price analysis indicators help investors to evaluate how Korea Electric stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Korea Electric shares will generate the highest return on investment. By understating and applying Korea Electric stock market price indicators, traders can identify Korea Electric position entry and exit signals to maximize returns.
Korea Electric Return and Market Media
The median price of Korea Electric for the period between Wed, Jan 31, 2024 and Tue, Apr 30, 2024 is 8.12 with a coefficient of variation of 8.59. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 8.24, and mean deviation of 0.61. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Korea discount isnt going anywhere | 02/07/2024 |
2 | Korea Electric Power pushes to 19-month high on optimism for government support | 02/20/2024 |
3 | Korea to expand semiconductor incentives as US, Japan gain ground | 02/26/2024 |
4 | Final unit of Korean-built nuclear reactor in UAE advances toward commercial operation | 03/01/2024 |
5 | Korea, Saudi Arabia bolster economic ties in construction, clean energy, smart city tech | 03/12/2024 |
6 | JPMorgan raises KEPCO stock target to KRW23,000, maintains neutral | 03/20/2024 |
7 | GE Will Support Major South Korean Coal-to-Gas Conversion | 04/08/2024 |
About Korea Electric Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Korea or other stocks. Alpha measures the amount that position in Korea Electric Power has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.12 | 0.006016 | 0.005415 | 0.005144 | Price To Sales Ratio | 0.12 | 0.0988 | 0.0682 | 0.0648 |
Korea Electric Upcoming Company Events
As portrayed in its financial statements, the presentation of Korea Electric's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Korea Electric's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Korea Electric's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Korea Electric. Please utilize our Beneish M Score to check the likelihood of Korea Electric's management manipulating its earnings.
| 11th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Korea Electric
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Check out Korea Electric Backtesting, Korea Electric Valuation, Korea Electric Correlation, Korea Electric Hype Analysis, Korea Electric Volatility, Korea Electric History and analyze Korea Electric Performance. Note that the Korea Electric Power information on this page should be used as a complementary analysis to other Korea Electric's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Korea Stock analysis
When running Korea Electric's price analysis, check to measure Korea Electric'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 Electric is operating at the current time. Most of Korea Electric's value examination focuses on studying past and present price action to predict the probability of Korea Electric'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 Electric's price. Additionally, you may evaluate how the addition of Korea Electric to your portfolios can decrease your overall portfolio volatility.
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Korea Electric technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.