Duyen Hai (Vietnam) Performance
| TCO Stock | 13,450 150.00 1.10% |
The firm shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, Duyen Hai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duyen Hai is expected to be smaller as well. At this point, Duyen Hai Multi has a negative expected return of -0.16%. Please make sure to confirm Duyen Hai's value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Duyen Hai Multi 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 Duyen Hai Multi has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unfluctuating performance, the Stock's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the firm investors. ...more
Duyen |
Duyen Hai Relative Risk vs. Return Landscape
If you would invest 1,725,000 in Duyen Hai Multi on October 5, 2024 and sell it today you would lose (380,000) from holding Duyen Hai Multi or give up 22.03% of portfolio value over 90 days. Duyen Hai Multi is producing return of less than zero assuming 6.0336% volatility of returns over the 90 days investment horizon. Simply put, 53% of all stocks have less volatile historical return distribution than Duyen Hai, 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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Duyen Hai Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duyen Hai's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Duyen Hai Multi, and traders can use it to determine the average amount a Duyen Hai'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 = -0.0271
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| Negative Returns | TCO |
Estimated Market Risk
| 6.03 actual daily | 53 53% of assets are less volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Duyen Hai 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 Duyen Hai by adding Duyen Hai to a well-diversified portfolio.
Things to note about Duyen Hai Multi performance evaluation
Checking the ongoing alerts about Duyen Hai for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Duyen Hai Multi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Duyen Hai Multi generated a negative expected return over the last 90 days | |
| Duyen Hai Multi has high historical volatility and very poor performance |
- Analyzing Duyen Hai'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 Duyen Hai's stock is overvalued or undervalued compared to its peers.
- Examining Duyen Hai'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 Duyen Hai's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Duyen Hai's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Duyen Hai's stock. These opinions can provide insight into Duyen Hai's potential for growth and whether the stock is currently undervalued or overvalued.