If you would invest 1,046
in KOREA EL PWR SP ADR on April 25, 2013
and sell it today you would lose (56.00)
from holding KOREA EL PWR SP ADR or give up 5.35%
of portfolio value over 30
days. KOREA EL PWR SP ADR is currently producing negative expected returns and takes up 2.29% volatility of returns over 30 trading days. Put another way, 30% 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 (%)
Assuming 30 trading days horizon, KOREA EL PWR SP ADR is expected to under-perform the market. In addition to that, the company is 4.02 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.32 per unit of volatility.