KGI SECURITIES (Taiwan) Performance

719972 -  Taiwan Stock  

TWD 1.18  0.00  0.00%

KGI SECURITIES holds a performance score of 17 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.2691, which conveys not very significant fluctuations relative to the market. Let's try to break down what 719972's beta means in this case. As returns on the market increase, returns on owning KGI SECURITIES are expected to decrease at a much lower rate. During the bear market, KGI SECURITIES is likely to outperform the market. Although it is essential to pay attention to KGI SECURITIES CW price patterns, it is also good to be reasonable about what you can do with equity historical price patterns. Our philosophy towards estimating future potential of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if KGI SECURITIES expected return of 5.99 will be sustainable into the future, we have found twenty-one different technical indicators, which can help you to check if the expected returns are sustainable. Use KGI SECURITIES CW mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation to analyze future returns on KGI SECURITIES CW.

719972 Stock Performance 

 
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 719972 Performance
17 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in KGI SECURITIES CW are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KGI SECURITIES sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
Fifty Two Week Low1.7600
Fifty Two Week High1.7900

KGI SECURITIES Relative Risk vs. Return Landscape

If you would invest  94.00  in KGI SECURITIES CW on July 18, 2021 and sell it today you would earn a total of  24.00  from holding KGI SECURITIES CW or generate 25.53% return on investment over 90 days. KGI SECURITIES CW is generating 5.9872% of daily returns and assumes 25.4868% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than 719972 on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days trading horizon KGI SECURITIES is expected to generate 34.14 times more return on investment than the market. However, the company is 34.14 times more volatile than its market benchmark. It trades about 0.23 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

KGI SECURITIES Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for KGI SECURITIES's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as KGI SECURITIES CW, and traders can use it to determine the average amount a KGI SECURITIES's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.2349

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Estimated Market Risk
 25.49
  actual daily
 
 96 %
of total potential
 
9696
Expected Return
 5.28
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 96 %
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9696
Risk-Adjusted Return
 0.23
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 17 %
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1717
Based on monthly moving average KGI SECURITIES is performing at about 17% 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 KGI SECURITIES by adding it to a well-diversified portfolio.

About KGI SECURITIES Performance

To evaluate KGI SECURITIES CW Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when KGI SECURITIES generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare 719972 Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand KGI SECURITIES CW stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents 719972's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about KGI SECURITIES CW

Checking the ongoing alerts about KGI SECURITIES for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for KGI SECURITIES CW help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

KGI SECURITIES Alerts

Equity Alerts and Improvement Suggestions

KGI SECURITIES CW is not yet fully synchronised with the market data
KGI SECURITIES CW is way too risky over 90 days horizon
KGI SECURITIES CW may become a speculative penny stock
KGI SECURITIES CW appears to be risky and price may revert if volatility continues
Please continue to Trending Equities. Note that the KGI SECURITIES CW information on this page should be used as a complementary analysis to other KGI SECURITIES'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 Transaction History module to view history of all your transactions and understand their impact on performance.

Other Tools for 719972 Stock

When running KGI SECURITIES CW price analysis, check to measure KGI SECURITIES'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 KGI SECURITIES is operating at the current time. Most of KGI SECURITIES's value examination focuses on studying past and present price action to predict the probability of KGI SECURITIES's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move KGI SECURITIES's price. Additionally, you may evaluate how the addition of KGI SECURITIES to your portfolios can decrease your overall portfolio volatility.
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