SSIAM VNFIN (Vietnam) Performance
| FUESSVFL | 21,000 150.00 0.71% |
The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SSIAM VNFIN's returns are expected to increase less than the market. However, during the bear market, the loss of holding SSIAM VNFIN is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in SSIAM VNFIN LEAD are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, SSIAM VNFIN is not utilizing all of its potentials. The recent stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
SSIAM |
SSIAM VNFIN Relative Risk vs. Return Landscape
If you would invest 2,059,000 in SSIAM VNFIN LEAD on September 5, 2024 and sell it today you would earn a total of 41,000 from holding SSIAM VNFIN LEAD or generate 1.99% return on investment over 90 days. SSIAM VNFIN LEAD is generating 0.035% of daily returns and assumes 0.9247% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than SSIAM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SSIAM VNFIN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SSIAM VNFIN's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SSIAM VNFIN LEAD, and traders can use it to determine the average amount a SSIAM VNFIN'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 = 0.0379
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| Negative Returns | FUESSVFL |
Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average SSIAM VNFIN is performing at about 2% 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 SSIAM VNFIN by adding it to a well-diversified portfolio.