Korea Electric Power Stock Market Value
| KEP Stock | USD 13.89 0.44 3.07% |
| Symbol | Korea |
Korea Electric Power Price To Book Ratio
Is Electric Utilities space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Korea Electric. If investors know Korea will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Korea Electric listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 3.147 | Dividend Share 213 | Earnings Share 2.96 | Revenue Per Share | Quarterly Revenue Growth 0.04 |
The market value of Korea Electric Power is measured differently than its book value, which is the value of Korea that is recorded on the company's balance sheet. Investors also form their own opinion of Korea Electric's value that differs from its market value or its book value, called intrinsic value, which is Korea Electric's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Korea Electric's market value can be influenced by many factors that don't directly affect Korea Electric's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Korea Electric's value and its price as these two are different measures arrived at by different means. Investors typically determine if Korea Electric is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Korea Electric's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Korea Electric 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Korea Electric's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Korea Electric.
| 05/01/2025 |
| 07/30/2025 |
If you would invest 0.00 in Korea Electric on May 1, 2025 and sell it all today you would earn a total of 0.00 from holding Korea Electric Power or generate 0.0% return on investment in Korea Electric over 90 days. Korea Electric is related to or competes with Southern, Dominion Energy, Consolidated Edison, Duke Energy, Edison International, FirstEnergy, and Entergy. Korea Electric Power Corporation, an integrated electric utility company, generates, transmits, and distributes electric... More
Korea Electric Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Korea Electric's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Korea Electric Power upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.24 | |||
| Information Ratio | 0.1565 | |||
| Maximum Drawdown | 25.38 | |||
| Value At Risk | (3.78) | |||
| Potential Upside | 6.79 |
Korea Electric Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Korea Electric's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Korea Electric's standard deviation. In reality, there are many statistical measures that can use Korea Electric historical prices to predict the future Korea Electric's volatility.| Risk Adjusted Performance | 0.1591 | |||
| Jensen Alpha | 0.6748 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1923 | |||
| Treynor Ratio | 1.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Korea Electric's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Korea Electric Power Backtested Returns
Korea Electric appears to be somewhat reliable, given 3 months investment horizon. Korea Electric Power has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. By analyzing Korea Electric's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please exercise Korea Electric's Risk Adjusted Performance of 0.1591, downside deviation of 3.24, and Mean Deviation of 2.48 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Korea Electric holds a performance score of 14. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Korea Electric's returns are expected to increase less than the market. However, during the bear market, the loss of holding Korea Electric is expected to be smaller as well. Please check Korea Electric's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Korea Electric's current price movements will revert.
Auto-correlation | 0.49 |
Average predictability
Korea Electric Power has average predictability. Overlapping area represents the amount of predictability between Korea Electric time series from 1st of May 2025 to 15th of June 2025 and 15th of June 2025 to 30th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Korea Electric Power price movement. The serial correlation of 0.49 indicates that about 49.0% of current Korea Electric price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
Korea Electric Power lagged returns against current returns
Autocorrelation, which is Korea Electric stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Korea Electric's stock expected returns. We can calculate the autocorrelation of Korea Electric returns to help us make a trade decision. For example, suppose you find that Korea Electric has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Korea Electric regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Korea Electric stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Korea Electric stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Korea Electric stock over time.
Current vs Lagged Prices |
| Timeline |
Korea Electric Lagged Returns
When evaluating Korea Electric's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Korea Electric stock have on its future price. Korea Electric autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Korea Electric autocorrelation shows the relationship between Korea Electric stock current value and its past values and can show if there is a momentum factor associated with investing in Korea Electric Power.
Regressed Prices |
| Timeline |
Pair Trading with Korea Electric
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Korea Electric position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Korea Electric will appreciate offsetting losses from the drop in the long position's value.Moving together with Korea Stock
| 0.82 | D | Dominion Energy Earnings Call This Week | PairCorr |
| 0.67 | ES | Eversource Energy Earnings Call Tomorrow | PairCorr |
Moving against Korea Stock
| 0.76 | EBR | Centrais Electricas Earnings Call This Week | PairCorr |
| 0.7 | ED | Consolidated Edison Earnings Call Next Week | PairCorr |
| 0.68 | EDN | Empresa Distribuidora | PairCorr |
| 0.54 | FE | FirstEnergy Sell-off Trend | PairCorr |
| 0.5 | EIX | Edison International | PairCorr |
The ability to find closely correlated positions to Korea Electric could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Korea Electric when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Korea Electric - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Korea Electric Power to buy it.
The correlation of Korea Electric is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Korea Electric moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Korea Electric Power moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Korea Electric can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional 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.