Transimex Transportation (Vietnam) Performance
| TOT Stock | 17,200 200.00 1.18% |
The entity has a beta of 0.0555, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transimex Transportation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transimex Transportation is expected to be smaller as well. At this point, Transimex Transportation has a negative expected return of -0.12%. Please make sure to validate Transimex Transportation's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Transimex Transportation performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Transimex Transportation 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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Transimex Transportation Relative Risk vs. Return Landscape
If you would invest 1,830,000 in Transimex Transportation JSC on August 29, 2024 and sell it today you would lose (110,000) from holding Transimex Transportation JSC or give up 6.01% of portfolio value over 90 days. Transimex Transportation JSC is producing return of less than zero assuming 2.7898% volatility of returns over the 90 days investment horizon. Simply put, 24% of all stocks have less volatile historical return distribution than Transimex Transportation, 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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Transimex Transportation Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transimex Transportation's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Transimex Transportation JSC, and traders can use it to determine the average amount a Transimex Transportation'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 = -0.0435
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Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.12 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 Transimex Transportation 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 Transimex Transportation by adding Transimex Transportation to a well-diversified portfolio.
Things to note about Transimex Transportation performance evaluation
Checking the ongoing alerts about Transimex Transportation for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Transimex Transportation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transimex Transportation generated a negative expected return over the last 90 days |
- Analyzing Transimex Transportation'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 Transimex Transportation's stock is overvalued or undervalued compared to its peers.
- Examining Transimex Transportation'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 Transimex Transportation's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transimex Transportation's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Transimex Transportation's stock. These opinions can provide insight into Transimex Transportation's potential for growth and whether the stock is currently undervalued or overvalued.