Tri Viet Financials

Tri Viet's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Tri Viet 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.

The function did not generate any output. Please change time horizon or modify your input parameters. The output start index for this execution was one with a total number of output elements of sixty. The Beta measures systematic risk based on how returns on Tri Viet Management correlated with the market. If Beta is less than 0 Tri Viet generally moves in the opposite direction as compared to the market. If Tri Viet Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Tri Viet Management is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Tri Viet is generally in the same direction as the market. If Beta > 1 Tri Viet moves generally in the same direction as, but more than the movement of the benchmark.