Vinacomin Power (Vietnam) Performance
| DTK Stock | 12,000 100.00 0.84% |
The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vinacomin Power are expected to decrease at a much lower rate. During the bear market, Vinacomin Power is likely to outperform the market. At this point, Vinacomin Power Holding has a negative expected return of -0.0765%. Please make sure to validate Vinacomin Power's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Vinacomin Power Holding 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 Vinacomin Power Holding has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward-looking signals, Vinacomin Power is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Vinacomin |
Vinacomin Power Relative Risk vs. Return Landscape
If you would invest 1,270,000 in Vinacomin Power Holding on August 31, 2024 and sell it today you would lose (70,000) from holding Vinacomin Power Holding or give up 5.51% of portfolio value over 90 days. Vinacomin Power Holding is producing return of less than zero assuming 2.9222% volatility of returns over the 90 days investment horizon. Simply put, 26% of all stocks have less volatile historical return distribution than Vinacomin Power, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vinacomin Power Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinacomin Power's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Vinacomin Power Holding, and traders can use it to determine the average amount a Vinacomin Power'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 = -0.0262
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | DTK |
Estimated Market Risk
| 2.92 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.08 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 Vinacomin Power 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 Vinacomin Power by adding Vinacomin Power to a well-diversified portfolio.
Things to note about Vinacomin Power Holding performance evaluation
Checking the ongoing alerts about Vinacomin Power for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Vinacomin Power Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Vinacomin Power generated a negative expected return over the last 90 days |
- Analyzing Vinacomin Power'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 Vinacomin Power's stock is overvalued or undervalued compared to its peers.
- Examining Vinacomin Power'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 Vinacomin Power's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Vinacomin Power's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Vinacomin Power's stock. These opinions can provide insight into Vinacomin Power's potential for growth and whether the stock is currently undervalued or overvalued.