VNDIRECT Securities (Vietnam) Performance
| VND Stock | 13,900 100.00 0.72% |
The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VNDIRECT Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding VNDIRECT Securities is expected to be smaller as well. At this point, VNDIRECT Securities Corp has a negative expected return of -0.11%. Please make sure to validate VNDIRECT Securities' skewness, and the relationship between the treynor ratio and rate of daily change , to decide if VNDIRECT Securities Corp performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days VNDIRECT Securities Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's fundamental 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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VNDIRECT Securities Relative Risk vs. Return Landscape
If you would invest 1,494,178 in VNDIRECT Securities Corp on August 27, 2024 and sell it today you would lose (104,178) from holding VNDIRECT Securities Corp or give up 6.97% of portfolio value over 90 days. VNDIRECT Securities Corp is producing return of less than zero assuming 1.3189% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than VNDIRECT Securities, 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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VNDIRECT Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VNDIRECT Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VNDIRECT Securities Corp, and traders can use it to determine the average amount a VNDIRECT Securities' 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 = -0.0819
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Estimated Market Risk
| 1.32 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VNDIRECT Securities 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 VNDIRECT Securities by adding VNDIRECT Securities to a well-diversified portfolio.
About VNDIRECT Securities Performance
By examining VNDIRECT Securities' fundamental ratios, stakeholders can obtain critical insights into VNDIRECT Securities' 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 VNDIRECT Securities 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 VNDIRECT Securities Corp performance evaluation
Checking the ongoing alerts about VNDIRECT Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VNDIRECT Securities Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VNDIRECT Securities generated a negative expected return over the last 90 days |
- Analyzing VNDIRECT Securities' 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 VNDIRECT Securities' stock is overvalued or undervalued compared to its peers.
- Examining VNDIRECT Securities' 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 VNDIRECT Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of VNDIRECT Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VNDIRECT Securities' stock. These opinions can provide insight into VNDIRECT Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in VNDIRECT Stock
VNDIRECT Securities financial ratios help investors to determine whether VNDIRECT 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 VNDIRECT with respect to the benefits of owning VNDIRECT Securities security.