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Benchmark SP 500  1,639   12.31  Index Moved Up 0.76% United States ...


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Seoul performance

 
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Relative Risk vs. Return Landscape

If you would invest  198,109  in Seoul Comp on May 19, 2013 and sell it today you would lose (9,799) from holding Seoul Comp or give up 4.95% of portfolio value over 30 days. Seoul Comp is currently producing negative expected returns and takes up 0.74% volatility of returns over 30 trading days. Put another way, 9% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
 
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Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.14 times less risky than the market. the firm trades about -0.34 of its potential returns per unit of risk. The S&P 500 is currently generating roughly -0.1 of returns per unit of risk over similar time horizon.

Performance

Price Growth (%)  
Seoul   Market   
 
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Seoul
Performance
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Negative ReturnsKS11

Estimated Market Risk

 0.74
  actual daily
 
 91 %
of total potential
 
Market Risk score

Expected Return

 -0.25
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.34
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Seoul is performing at about 0% 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 Seoul by adding it to a well-diversified portfolio.

 
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