Thanh Dat (Vietnam) Performance
| DTD Stock | 24,300 2,300 10.45% |
The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Thanh Dat are expected to decrease at a much lower rate. During the bear market, Thanh Dat is likely to outperform the market. At this point, Thanh Dat Investment has a negative expected return of -0.0232%. Please make sure to validate Thanh Dat's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Thanh Dat Investment performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Thanh Dat Investment has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy fundamental indicators, Thanh Dat is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Thanh |
Thanh Dat Relative Risk vs. Return Landscape
If you would invest 2,500,000 in Thanh Dat Investment on November 2, 2024 and sell it today you would lose (70,000) from holding Thanh Dat Investment or give up 2.8% of portfolio value over 90 days. Thanh Dat Investment is producing return of less than zero assuming 2.2258% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than Thanh Dat, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Thanh Dat Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thanh Dat's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Thanh Dat Investment, and traders can use it to determine the average amount a Thanh Dat'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 = -0.0104
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DTD |
Estimated Market Risk
| 2.23 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Thanh Dat 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 Thanh Dat by adding Thanh Dat to a well-diversified portfolio.
About Thanh Dat Performance
By examining Thanh Dat's fundamental ratios, stakeholders can obtain critical insights into Thanh Dat's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Thanh Dat is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Thanh Dat Investment performance evaluation
Checking the ongoing alerts about Thanh Dat for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Thanh Dat Investment help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Thanh Dat Investment generated a negative expected return over the last 90 days |
- Analyzing Thanh Dat'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 Thanh Dat's stock is overvalued or undervalued compared to its peers.
- Examining Thanh Dat'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 Thanh Dat's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Thanh Dat's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Thanh Dat's stock. These opinions can provide insight into Thanh Dat's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Thanh Stock
Thanh Dat financial ratios help investors to determine whether Thanh Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Thanh with respect to the benefits of owning Thanh Dat security.