CMC JSC (Vietnam) Performance
| CVT Stock | 25,750 100.00 0.39% |
The firm owns a Beta (Systematic Risk) of 0.0413, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CMC JSC's returns are expected to increase less than the market. However, during the bear market, the loss of holding CMC JSC is expected to be smaller as well. At this point, CMC JSC has a negative expected return of -0.13%. Please make sure to confirm CMC JSC's jensen alpha, accumulation distribution, relative strength index, as well as the relationship between the value at risk and day typical price , to decide if CMC JSC performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days CMC JSC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's basic 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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CMC JSC Relative Risk vs. Return Landscape
If you would invest 2,750,000 in CMC JSC on August 27, 2024 and sell it today you would lose (175,000) from holding CMC JSC or give up 6.36% of portfolio value over 90 days. CMC JSC is producing return of less than zero assuming 3.1985% volatility of returns over the 90 days investment horizon. Simply put, 28% of all stocks have less volatile historical return distribution than CMC JSC, 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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CMC JSC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CMC JSC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CMC JSC, and traders can use it to determine the average amount a CMC JSC'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 = -0.0398
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| Negative Returns | CVT |
Estimated Market Risk
| 3.2 actual daily | 28 72% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CMC JSC 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 CMC JSC by adding CMC JSC to a well-diversified portfolio.
Things to note about CMC JSC performance evaluation
Checking the ongoing alerts about CMC JSC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CMC JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CMC JSC generated a negative expected return over the last 90 days | |
| CMC JSC has high historical volatility and very poor performance |
- Analyzing CMC JSC'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 CMC JSC's stock is overvalued or undervalued compared to its peers.
- Examining CMC JSC'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 CMC JSC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CMC JSC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CMC JSC's stock. These opinions can provide insight into CMC JSC's potential for growth and whether the stock is currently undervalued or overvalued.