Collecting data for 005490
POSCO has performance score of 9 on a scale of 0 to 100. The corporation holds Beta of -0.93 which implies . Although it is extremely important to respect POSCO
current trading patterns, it is beter to be realistic about what you can do with the information about equity existing price patterns
. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By reviewing POSCO technical indicators
you can currently evaluate if the expected return of 0.15% will be sustainable into the future. POSCO
presently holds risk of 0.88%. Please check POSCO Coefficient Of Variation
, Jensen Alpha
, Sortino Ratio
, as well as the relationship
between Information Ratio
and Total Risk Alpha
to decide if POSCO will be following its historical price patterns
Relative Risk vs. Return Landscape
If you would invest 33,000,000
in POSCO on November 9, 2013
and sell it today you would earn a total of 450,000
from holding POSCO or generate 1.36%
return on investment over 30
days. POSCO is generating 0.15% of daily returns and assumes 0.88% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than POSCO and 95% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, POSCO is expected to generate 1.91 times more return on investment than the market. However, the company is 1.91 times more volatile than its market benchmark. It trades about 0.17 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.22 per unit of risk.
POSCO Operating Margin
Based on recorded statements POSCO has Operating Margin of 4.22%. This is much higher than that of sector, and significantly higher than that of Operating Margin industry, The Operating Margin for all stocks is over 1000% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
91% of all equities and portfolios perform better than POSCO. Compared with the overall equity markets, risk-adjusted returns on investments in POSCO are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days. More Info
1 Month Efficiency (a.k Sharpe Ratio) ...
Estimated Market Risk
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Based on monthly moving average POSCO is performing at about 9% 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 POSCO
by adding it to a well-diversified