Vietnam Airlines (Vietnam) Performance
| HVN Stock | 27,900 500.00 1.82% |
On a scale of 0 to 100, Vietnam Airlines holds a performance score of 14. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vietnam Airlines' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vietnam Airlines is expected to be smaller as well. Please check Vietnam Airlines' downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Vietnam Airlines' existing price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Vietnam Airlines JSC are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Vietnam Airlines displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
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Vietnam Airlines Relative Risk vs. Return Landscape
If you would invest 2,150,000 in Vietnam Airlines JSC on August 31, 2024 and sell it today you would earn a total of 640,000 from holding Vietnam Airlines JSC or generate 29.77% return on investment over 90 days. Vietnam Airlines JSC is generating 0.4434% of daily returns assuming 2.4423% volatility of returns over the 90 days investment horizon. Simply put, 21% of all stocks have less volatile historical return distribution than Vietnam Airlines, and 92% 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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Vietnam Airlines Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vietnam Airlines' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vietnam Airlines JSC, and traders can use it to determine the average amount a Vietnam Airlines' 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 = 0.1816
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Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| 0.44 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Vietnam Airlines is performing at about 14% 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 Vietnam Airlines by adding it to a well-diversified portfolio.
Things to note about Vietnam Airlines JSC performance evaluation
Checking the ongoing alerts about Vietnam Airlines for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vietnam Airlines JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Vietnam Airlines' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Vietnam Airlines' stock performance include:- Analyzing Vietnam Airlines' 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 Vietnam Airlines' stock is overvalued or undervalued compared to its peers.
- Examining Vietnam Airlines' 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 Vietnam Airlines' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vietnam Airlines' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vietnam Airlines' stock. These opinions can provide insight into Vietnam Airlines' potential for growth and whether the stock is currently undervalued or overvalued.