BIDV Securities (Vietnam) Performance
| BSI Stock | 46,900 3,050 6.96% |
The firm shows a Beta (market volatility) of 0.0535, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BIDV Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding BIDV Securities is expected to be smaller as well. At this point, BIDV Securities JSC has a negative expected return of -0.0543%. Please make sure to confirm BIDV Securities' value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if BIDV Securities JSC performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days BIDV Securities JSC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward indicators, BIDV Securities is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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BIDV Securities Relative Risk vs. Return Landscape
If you would invest 4,915,000 in BIDV Securities JSC on September 2, 2024 and sell it today you would lose (225,000) from holding BIDV Securities JSC or give up 4.58% of portfolio value over 90 days. BIDV Securities JSC is producing return of less than zero assuming 1.9579% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than BIDV Securities, 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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BIDV Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BIDV Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BIDV Securities JSC, and traders can use it to determine the average amount a BIDV Securities' 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 = -0.0277
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| Negative Returns | BSI |
Estimated Market Risk
| 1.96 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BIDV Securities 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 BIDV Securities by adding BIDV Securities to a well-diversified portfolio.
Things to note about BIDV Securities JSC performance evaluation
Checking the ongoing alerts about BIDV Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BIDV Securities JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BIDV Securities JSC generated a negative expected return over the last 90 days |
- Analyzing BIDV Securities' 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 BIDV Securities' stock is overvalued or undervalued compared to its peers.
- Examining BIDV Securities' 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 BIDV Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of BIDV Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BIDV Securities' stock. These opinions can provide insight into BIDV Securities' potential for growth and whether the stock is currently undervalued or overvalued.