TRANGCORP JSC (Vietnam) Performance
| TFC Stock | 44,400 3,800 9.36% |
On a scale of 0 to 100, TRANGCORP JSC holds a performance score of 18. The entity owns a Beta (Systematic Risk) of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TRANGCORP JSC's returns are expected to increase less than the market. However, during the bear market, the loss of holding TRANGCORP JSC is expected to be smaller as well. Please check TRANGCORP JSC's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether TRANGCORP JSC's current price history will revert.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in TRANGCORP JSC are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating fundamental indicators, TRANGCORP JSC displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
TRANGCORP |
TRANGCORP JSC Relative Risk vs. Return Landscape
If you would invest 2,677,669 in TRANGCORP JSC on September 2, 2024 and sell it today you would earn a total of 1,762,331 from holding TRANGCORP JSC or generate 65.82% return on investment over 90 days. TRANGCORP JSC is generating 0.8854% of daily returns assuming 3.7186% volatility of returns over the 90 days investment horizon. Simply put, 33% of all stocks have less volatile historical return distribution than TRANGCORP JSC, and 83% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
TRANGCORP JSC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRANGCORP JSC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TRANGCORP JSC, and traders can use it to determine the average amount a TRANGCORP 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 = 0.2381
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TFC | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 3.72 actual daily | 33 67% of assets are more volatile |
Expected Return
| 0.89 actual daily | 17 83% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average TRANGCORP JSC is performing at about 18% 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 TRANGCORP JSC by adding it to a well-diversified portfolio.
Things to note about TRANGCORP JSC performance evaluation
Checking the ongoing alerts about TRANGCORP JSC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TRANGCORP JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TRANGCORP JSC appears to be risky and price may revert if volatility continues |
- Analyzing TRANGCORP 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 TRANGCORP JSC's stock is overvalued or undervalued compared to its peers.
- Examining TRANGCORP 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 TRANGCORP JSC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TRANGCORP JSC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TRANGCORP JSC's stock. These opinions can provide insight into TRANGCORP JSC's potential for growth and whether the stock is currently undervalued or overvalued.