Nam Long Financials

Nam Long's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Nam Long volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Beta measures systematic risk based on how returns on Nam Long Investment correlated with the market. If Beta is less than 0 Nam Long generally moves in the opposite direction as compared to the market. If Nam Long Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Nam Long Investment is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Nam Long is generally in the same direction as the market. If Beta > 1 Nam Long moves generally in the same direction as, but more than the movement of the benchmark.