Nha Be (Vietnam) Performance
| NBW Stock | 30,300 0.00 0.00% |
The company secures a Beta (Market Risk) of 0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nha Be's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nha Be is expected to be smaller as well. At this point, Nha Be Water has a negative expected return of -0.23%. Please make sure to verify Nha Be's variance, potential upside, day typical price, as well as the relationship between the sortino ratio and skewness , to decide if Nha Be Water performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Nha Be Water 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 basic indicators remain very healthy which may send shares a bit higher in January 2025. The recent disarray may also be a sign of long period up-swing for the firm investors. ...more
Nha |
Nha Be Relative Risk vs. Return Landscape
If you would invest 3,360,000 in Nha Be Water on September 29, 2024 and sell it today you would lose (330,000) from holding Nha Be Water or give up 9.82% of portfolio value over 90 days. Nha Be Water is producing return of less than zero assuming 5.5598% volatility of returns over the 90 days investment horizon. Simply put, 49% of all stocks have less volatile historical return distribution than Nha Be, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nha Be Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nha Be's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nha Be Water, and traders can use it to determine the average amount a Nha Be'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 = -0.0417
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NBW |
Estimated Market Risk
| 5.56 actual daily | 49 51% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nha Be 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 Nha Be by adding Nha Be to a well-diversified portfolio.
Things to note about Nha Be Water performance evaluation
Checking the ongoing alerts about Nha Be for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Nha Be Water help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Nha Be Water generated a negative expected return over the last 90 days | |
| Nha Be Water has high historical volatility and very poor performance |
- Analyzing Nha Be'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 Nha Be's stock is overvalued or undervalued compared to its peers.
- Examining Nha Be'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 Nha Be's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Nha Be's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Nha Be's stock. These opinions can provide insight into Nha Be's potential for growth and whether the stock is currently undervalued or overvalued.