VINACAPITAL VN100 Competition

FUEVN100

17,900 20.00 0.11%

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VINACAPITAL VN100 Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between VINACAPITAL VN100 and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of VINACAPITAL and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of VINACAPITAL VN100 ETF does not affect the price movement of the other competitor.

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.33	-0.04	0.0	0.49	0.26	0.66	0.46	-0.43	0.32	META
MSFT	0.33		-0.36	0.02	0.29	0.13	0.22	0.14	0.14	-0.58	MSFT
UBER	-0.04	-0.36		0.05	-0.61	0.18	-0.45	-0.38	0.33	0.42	UBER
F	0.0	0.02	0.05		0.29	-0.38	0.39	0.58	-0.39	0.36	F
T	0.49	0.29	-0.61	0.29		-0.35	0.87	0.86	-0.73	0.0	T
A	0.26	0.13	0.18	-0.38	-0.35		-0.28	-0.46	0.56	0.02	A
CRM	0.66	0.22	-0.45	0.39	0.87	-0.28		0.92	-0.84	0.24	CRM
JPM	0.46	0.14	-0.38	0.58	0.86	-0.46	0.92		-0.87	0.24	JPM
MRK	-0.43	0.14	0.33	-0.39	-0.73	0.56	-0.84	-0.87		-0.36	MRK
XOM	0.32	-0.58	0.42	0.36	0.0	0.02	0.24	0.24	-0.36		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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High positive correlations

JPM	+ 0.92	CRM
CRM	+ 0.87	T
JPM	+ 0.86	T
CRM	+ 0.66	META
JPM	+ 0.58	F
MRK	+ 0.56	A

High negative correlations

MRK	- 0.87	JPM
MRK	- 0.84	CRM
MRK	- 0.73	T
T	- 0.61	UBER
XOM	- 0.58	MSFT
JPM	- 0.46	A

VINACAPITAL VN100 Competition Risk-Adjusted Indicators

There is a big difference between VINACAPITAL Etf performing well and VINACAPITAL VN100 ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze VINACAPITAL VN100's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
META	1.17	0.29	0.16	0.72	1.18	(1.37)	3.22	(1.87)	8.02
MSFT	0.87	0.05	0.01	0.21	1.40	(0.84)	2.09	(1.57)	8.19
UBER	1.85	(0.29)	0.00	(0.12)	0.00	0.00	2.69	(5.35)	20.41
F	1.40	(0.13)	(0.03)	0.03	2.15	(1.41)	2.53	(2.79)	11.21
T	0.98	0.13	0.02	2.38	1.05	(1.07)	2.36	(1.99)	6.74
A	1.22	0.03	(0.04)	0.25	1.48	(1.28)	2.71	(2.41)	9.02
CRM	1.47	0.41	0.30	0.41	1.02	(1.72)	3.59	(1.93)	13.87
JPM	1.00	0.07	0.13	0.15	0.90	(1.18)	1.73	(1.42)	15.87
MRK	0.93	(0.24)	0.00	(0.80)	0.00	0.00	2.00	(2.17)	5.18
XOM	0.92	(0.01)	(0.07)	0.09	1.18	(0.98)	1.83	(1.96)	6.06

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VINACAPITAL VN100 Competitive Analysis

The better you understand VINACAPITAL VN100 competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, VINACAPITAL VN100's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across VINACAPITAL VN100's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

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	FUEVN100	VAF	IDC	MSH	DVM	AME	HMC	ATS	DAD	CSV
	0.11 17,900 VINACAPITAL	5.00 13,300 Van	1.05 56,400 Idico	0.80 50,300 Song	1.25 7,900 Vietnam	2.08 4,700 Alphanam	0.87 11,600 Hochiminh	8.57 15,200 Atesco	2.15 19,000 Danang	4.17 42,500 South
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Modest	Very Weak	Very Weak	OK	Very Weak	Very Weak	Very Weak	Very Weak	Very Weak	Modest
Odds of Financial Distress (Probability Of Bankruptcy)	Unknown	Unknown	About Average	Low	Unknown	Low	Low	Unknown	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Over Valued	Fairly Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued	Over Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Not Rated	Cautious Hold	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Strong Sell	Cautious Hold
Day Typical Price	17860.0	13300.0	56466.67	49966.67	7900.0	4700.0	11583.33	15133.33	19333.33	41866.67
Accumulation Distribution	788.06	N/A	17678.95	3759.44	0.025	N/A	283.26	0.0132	0.05	146000.0
Market Facilitation Index	0.0023	N/A	0.001	0.0053	200.0	N/A	0.0068	200.0	1000.0	6.0E-4
Daily Balance Of Power	0.1111	(9,223,372,036,855)	(0.60)	0.4	(0.50)	(9,223,372,036,855)	0.6667	6.0	0.4	0.8947
Period Momentum Indicator	20.0	(700.00)	(600.00)	400.0	(100.00)	(100.00)	100.0	1200.0	400.0	1700.0
Rate Of Daily Change	1.0	0.95	0.99	1.01	0.99	0.98	1.01	1.09	1.02	1.04
Day Median Price	17840.0	13300.0	56500.0	49800.0	7900.0	4700.0	11575.0	15100.0	19500.0	41550.0
Price Action Indicator	70.0	(350.00)	(400.00)	700.0	(50.00)	(50.00)	75.0	700.0	(300.00)	1800.0
Coefficient Of Variation	1714.51	3096.54	(3,209)	794.92	(467.02)	(1,048)	(9,548)	(24,066)	6217.54	1245.69
Mean Deviation	0.5405	2.68	0.8793	1.1	1.17	2.54	0.9029	6.06	1.75	1.55
Jensen Alpha	0.037	0.1086	(0.08)	0.2128	(0.35)	(0.43)	9.0E-4	0.1494	0.0098	0.1492
Total Risk Alpha	(0.08)	(0.48)	(0.25)	(0.07)	(0.58)	(0.95)	(0.26)	(1.17)	(0.38)	(0.18)
Sortino Ratio	(0.11)	(0)	N/A	0.0534	N/A	N/A	N/A	N/A	(0.03)	0.0332
Downside Variance	0.6121	15.65	N/A	2.87	N/A	N/A	N/A	N/A	10.53	2.54
Standard Deviation	0.7202	3.71	1.27	1.71	1.54	3.68	1.45	7.13	2.62	2.21
Kurtosis	1.65	(0.20)	2.67	6.4	1.2	1.41	14.92	(1.42)	2.01	2.48
Potential Upside	1.07	6.86	1.85	2.27	2.11	6.67	1.83	9.63	4.0	5.75
Treynor Ratio	(0.74)	12.32	(0.20)	(3.02)	(2.68)	(0.64)	0.1106	0.024	0.1651	1.05
Maximum Drawdown	3.42	13.93	7.58	13.44	7.12	19.68	8.23	20.0	14.36	10.9
Variance	0.5187	13.73	1.62	2.92	2.37	13.58	2.11	50.83	6.85	4.88
Market Risk Adjusted Performance	(0.73)	12.33	(0.19)	(3.01)	(2.67)	(0.63)	0.1206	0.034	0.1751	1.06
Risk Adjusted Performance	0.0421	0.0314	(0.02)	0.0966	(0.15)	(0.06)	(0)	0.006	0.0189	0.0647
Skewness	(0.07)	0.0824	0.5301	0.4298	(0.22)	(0.01)	(2.80)	(0.01)	(0.59)	1.38
Semi Deviation	0.7245	3.17	N/A	1.33	N/A	N/A	N/A	N/A	2.61	1.38
Information Ratio	(0.11)	(0)	(0.13)	0.053	(0.29)	(0.13)	(0.1)	(0.02)	(0.03)	0.0239
Value At Risk	(0.96)	(6.64)	(1.82)	(1.61)	(3.03)	(7.25)	(1.86)	(10.00)	(6.28)	(2.43)
Expected Short fall	(0.52)	(3.66)	N/A	(1.28)	N/A	N/A	N/A	N/A	(2.10)	(2.00)
Downside Deviation	0.7824	3.96	N/A	1.7	N/A	N/A	N/A	N/A	3.25	1.59
Semi Variance	0.5249	10.05	N/A	1.78	N/A	N/A	N/A	N/A	6.79	1.92

VINACAPITAL VN100 Competition Performance Charts

Five steps to successful analysis of VINACAPITAL VN100 Competition

VINACAPITAL VN100's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by VINACAPITAL VN100 ETF in relation to its competition. VINACAPITAL VN100's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of VINACAPITAL VN100 in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact VINACAPITAL VN100's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to VINACAPITAL VN100 ETF, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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