Van Dien (Vietnam) Performance
| VAF Stock | 13,300 0.00 0.00% |
The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Van Dien are expected to decrease at a much lower rate. During the bear market, Van Dien is likely to outperform the market. Van Dien Fused right now has a risk of 4.35%. Please validate Van Dien maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to decide if Van Dien will be following its existing price patterns.
Risk-Adjusted Performance
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Over the last 90 days Van Dien Fused has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy technical and fundamental indicators, Van Dien is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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Van Dien Relative Risk vs. Return Landscape
If you would invest 1,370,000 in Van Dien Fused on October 21, 2024 and sell it today you would lose (40,000) from holding Van Dien Fused or give up 2.92% of portfolio value over 90 days. Van Dien Fused is generating 0.0052% of daily returns assuming 4.3543% volatility of returns over the 90 days investment horizon. Simply put, 38% of all stocks have less volatile historical return distribution than Van Dien, 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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Van Dien Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Van Dien's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Van Dien Fused, and traders can use it to determine the average amount a Van Dien'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 = 0.0012
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| Negative Returns | VAF |
Estimated Market Risk
| 4.35 actual daily | 38 62% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Van Dien 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 Van Dien by adding Van Dien to a well-diversified portfolio.
Things to note about Van Dien Fused performance evaluation
Checking the ongoing alerts about Van Dien for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Van Dien Fused help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Van Dien Fused had very high historical volatility over the last 90 days |
- Analyzing Van Dien'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 Van Dien's stock is overvalued or undervalued compared to its peers.
- Examining Van Dien'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 Van Dien's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Van Dien's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Van Dien's stock. These opinions can provide insight into Van Dien's potential for growth and whether the stock is currently undervalued or overvalued.