DHG Pharmaceutical (Vietnam) Performance
| DHG Stock | 101,000 500.00 0.50% |
The firm shows a Beta (market volatility) of 0.094, which means not very significant fluctuations relative to the market. As returns on the market increase, DHG Pharmaceutical's returns are expected to increase less than the market. However, during the bear market, the loss of holding DHG Pharmaceutical is expected to be smaller as well. At this point, DHG Pharmaceutical JSC has a negative expected return of -0.11%. Please make sure to confirm DHG Pharmaceutical's potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if DHG Pharmaceutical JSC performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days DHG Pharmaceutical JSC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's technical and fundamental indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
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DHG Pharmaceutical Relative Risk vs. Return Landscape
If you would invest 10,860,000 in DHG Pharmaceutical JSC on September 3, 2024 and sell it today you would lose (760,000) from holding DHG Pharmaceutical JSC or give up 7.0% of portfolio value over 90 days. DHG Pharmaceutical JSC is producing return of less than zero assuming 0.5458% volatility of returns over the 90 days investment horizon. Simply put, 4% of all stocks have less volatile historical return distribution than DHG Pharmaceutical, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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DHG Pharmaceutical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DHG Pharmaceutical's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as DHG Pharmaceutical JSC, and traders can use it to determine the average amount a DHG Pharmaceutical'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 = -0.2049
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| Negative Returns | DHG |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average DHG Pharmaceutical is not performing at its full potential. However, 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 DHG Pharmaceutical by adding DHG Pharmaceutical to a well-diversified portfolio.
Things to note about DHG Pharmaceutical JSC performance evaluation
Checking the ongoing alerts about DHG Pharmaceutical for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for DHG Pharmaceutical JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| DHG Pharmaceutical generated a negative expected return over the last 90 days |
- Analyzing DHG Pharmaceutical's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether DHG Pharmaceutical's stock is overvalued or undervalued compared to its peers.
- Examining DHG Pharmaceutical's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating DHG Pharmaceutical's management team can have a significant impact on its success or failure. Reviewing the track record and experience of DHG Pharmaceutical's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of DHG Pharmaceutical's stock. These opinions can provide insight into DHG Pharmaceutical's potential for growth and whether the stock is currently undervalued or overvalued.