Van Phat (Vietnam) Performance
| VPH Stock | 7,060 140.00 1.94% |
The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Van Phat's returns are expected to increase less than the market. However, during the bear market, the loss of holding Van Phat is expected to be smaller as well. At this point, Van Phat Hung has a negative expected return of -0.34%. Please make sure to validate Van Phat's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Van Phat Hung 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 Van Phat Hung has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unfluctuating performance in the last few months, the Stock's technical indicators remain very healthy which may send shares a bit higher in December 2024. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
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Van Phat Relative Risk vs. Return Landscape
If you would invest 884,723 in Van Phat Hung on August 30, 2024 and sell it today you would lose (178,723) from holding Van Phat Hung or give up 20.2% of portfolio value over 90 days. Van Phat Hung is producing return of less than zero assuming 2.0005% volatility of returns over the 90 days investment horizon. Simply put, 17% of all stocks have less volatile historical return distribution than Van Phat, 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 Phat Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Van Phat's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Van Phat Hung, and traders can use it to determine the average amount a Van Phat'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 = -0.1689
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| Negative Returns | VPH |
Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.34 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Van Phat 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 Phat by adding Van Phat to a well-diversified portfolio.
Things to note about Van Phat Hung performance evaluation
Checking the ongoing alerts about Van Phat for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Van Phat Hung help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Van Phat Hung generated a negative expected return over the last 90 days |
- Analyzing Van Phat'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 Phat's stock is overvalued or undervalued compared to its peers.
- Examining Van Phat'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 Phat's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Van Phat's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Van Phat's stock. These opinions can provide insight into Van Phat's potential for growth and whether the stock is currently undervalued or overvalued.