Viet Nam (Vietnam) Alpha and Beta Analysis
| V12 Stock | 12,000 100.00 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Viet Nam Construction. It also helps investors analyze the systematic and unsystematic risks associated with investing in Viet Nam over a specified time horizon. Remember, high Viet Nam's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Viet Nam's market risk premium analysis include:
Beta (0.34) | Alpha 0.17 | Risk 4.76 | Sharpe Ratio (0.01) | Expected Return (0.03) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Viet Nam Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Viet Nam market risk premium is the additional return an investor will receive from holding Viet Nam long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Viet Nam. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Viet Nam's performance over market.| α | 0.17 | β | -0.34 |
Viet Nam Return and Market Media
The median price of Viet Nam for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 12000.0 with a coefficient of variation of 4.62. The daily time series for the period is distributed with a sample standard deviation of 555.66, arithmetic mean of 12025.98, and mean deviation of 430.43. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Viet Nam in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Viet Nam's short interest history, or implied volatility extrapolated from Viet Nam options trading.