Notion Vtec (Malaysia) Performance
| 0083 Stock | 0.75 0.05 7.14% |
The company secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. Notion Vtec returns are very sensitive to returns on the market. As the market goes up or down, Notion Vtec is expected to follow. At this point, Notion Vtec Bhd has a negative expected return of -0.83%. Please make sure to verify Notion Vtec's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Notion Vtec Bhd performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Notion Vtec Bhd has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's basic indicators remain quite persistent which may send shares a bit higher in April 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
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Notion Vtec Relative Risk vs. Return Landscape
If you would invest 133.00 in Notion Vtec Bhd on December 16, 2024 and sell it today you would lose (58.00) from holding Notion Vtec Bhd or give up 43.61% of portfolio value over 90 days. Notion Vtec Bhd is generating negative expected returns and assumes 4.4253% volatility on return distribution over the 90 days horizon. Simply put, 39% of stocks are less volatile than Notion, 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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Notion Vtec Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Notion Vtec's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Notion Vtec Bhd, and traders can use it to determine the average amount a Notion Vtec'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 = -0.1884
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0083 |
Estimated Market Risk
| 4.43 actual daily | 39 61% of assets are more volatile |
Expected Return
| -0.83 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Notion Vtec 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 Notion Vtec by adding Notion Vtec to a well-diversified portfolio.
Things to note about Notion Vtec Bhd performance evaluation
Checking the ongoing alerts about Notion Vtec for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Notion Vtec Bhd help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Notion Vtec Bhd generated a negative expected return over the last 90 days | |
| Notion Vtec Bhd has some characteristics of a very speculative penny stock | |
| Notion Vtec Bhd has high historical volatility and very poor performance |
- Analyzing Notion Vtec'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 Notion Vtec's stock is overvalued or undervalued compared to its peers.
- Examining Notion Vtec'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 Notion Vtec's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Notion Vtec's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Notion Vtec's stock. These opinions can provide insight into Notion Vtec's potential for growth and whether the stock is currently undervalued or overvalued.