VN Index (Vietnam) Performance
| VNI Index | 1,318 13.51 1.04% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and VN Index are completely uncorrelated.
VN Index Relative Risk vs. Return Landscape
If you would invest 127,014 in VN Index on December 6, 2024 and sell it today you would earn a total of 4,357 from holding VN Index or generate 3.43% return on investment over 90 days. VN Index is generating 0.0585% of daily returns and assumes 0.5126% volatility on return distribution over the 90 days horizon. Simply put, 4% of indexs are less volatile than VNI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VN Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VN Index's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as VN Index, and traders can use it to determine the average amount a VN Index'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 = 0.1141
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| Cash | VNI | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average VN Index is performing at about 8% 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 VN Index by adding it to a well-diversified portfolio.