Notion Vtec (Malaysia) Performance
| 0083 Stock | 1.28 0.01 0.78% |
On a scale of 0 to 100, Notion Vtec holds a performance score of 6. The company secures a Beta (Market Risk) of 0.0865, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Notion Vtec's returns are expected to increase less than the market. However, during the bear market, the loss of holding Notion Vtec is expected to be smaller as well. Please check Notion Vtec's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Notion Vtec's current price movements will revert.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Notion Vtec Bhd are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite quite conflicting basic indicators, Notion Vtec disclosed solid returns over the last few months and may actually be approaching a breakup point. ...more
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Notion Vtec Relative Risk vs. Return Landscape
If you would invest 107.00 in Notion Vtec Bhd on September 23, 2024 and sell it today you would earn a total of 21.00 from holding Notion Vtec Bhd or generate 19.63% return on investment over 90 days. Notion Vtec Bhd is generating 0.3745% of daily returns and assumes 4.5847% volatility on return distribution over the 90 days horizon. Simply put, 40% of stocks are less volatile than Notion, and 93% 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 = 0.0817
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Estimated Market Risk
| 4.58 actual daily | 40 60% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Notion Vtec is performing at about 6% 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 Notion Vtec by adding it 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 may become a speculative penny stock | |
| Notion Vtec Bhd had very high historical volatility over the last 90 days |
- 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.