ADC (Vietnam) Performance
| ADC Stock | 20,400 400.00 2.00% |
ADC has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.92, which signifies possible diversification benefits within a given portfolio. ADC returns are very sensitive to returns on the market. As the market goes up or down, ADC is expected to follow. ADC at this moment owns a risk of 3.53%. Please confirm ADC sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if ADC will be following its current price history.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in ADC are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating fundamental indicators, ADC may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
ADC |
ADC Relative Risk vs. Return Landscape
If you would invest 2,000,000 in ADC on August 30, 2024 and sell it today you would earn a total of 40,000 from holding ADC or generate 2.0% return on investment over 90 days. ADC is generating 0.1228% of daily returns assuming 3.5251% volatility of returns over the 90 days investment horizon. Simply put, 31% of all stocks have less volatile historical return distribution than ADC, and 98% 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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ADC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ADC, and traders can use it to determine the average amount a ADC'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 = 0.0348
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| Cash | Small Risk | Average Risk | ADC | Huge Risk |
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Estimated Market Risk
| 3.53 actual daily | 31 69% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average ADC 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 ADC by adding it to a well-diversified portfolio.
Things to note about ADC performance evaluation
Checking the ongoing alerts about ADC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ADC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ADC had very high historical volatility over the last 90 days |
- Analyzing ADC'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 ADC's stock is overvalued or undervalued compared to its peers.
- Examining ADC'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 ADC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ADC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ADC's stock. These opinions can provide insight into ADC's potential for growth and whether the stock is currently undervalued or overvalued.