CHAOSUA FOODS (Thailand) Performance
| CHAO Stock | 7.15 0.10 1.38% |
The firm owns a Beta (Systematic Risk) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CHAOSUA FOODS's returns are expected to increase less than the market. However, during the bear market, the loss of holding CHAOSUA FOODS is expected to be smaller as well. At this point, CHAOSUA FOODS INDUSTRY has a negative expected return of -0.71%. Please make sure to confirm CHAOSUA FOODS's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if CHAOSUA FOODS INDUSTRY performance from the past will be repeated at some future date.
Risk-Adjusted Performance
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Over the last 90 days CHAOSUA FOODS INDUSTRY has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's forward-looking signals remain quite persistent which may send shares a bit higher in January 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
CHAOSUA |
CHAOSUA FOODS Relative Risk vs. Return Landscape
If you would invest 1,140 in CHAOSUA FOODS INDUSTRY on September 13, 2024 and sell it today you would lose (415.00) from holding CHAOSUA FOODS INDUSTRY or give up 36.4% of portfolio value over 90 days. CHAOSUA FOODS INDUSTRY is generating negative expected returns and assumes 2.7867% volatility on return distribution over the 90 days horizon. Simply put, 24% of stocks are less volatile than CHAOSUA, 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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CHAOSUA FOODS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHAOSUA FOODS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as CHAOSUA FOODS INDUSTRY, and traders can use it to determine the average amount a CHAOSUA FOODS'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 = -0.2559
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| Negative Returns | CHAO |
Estimated Market Risk
| 2.79 actual daily | 24 76% of assets are more volatile |
Expected Return
| -0.71 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.26 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CHAOSUA FOODS 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 CHAOSUA FOODS by adding CHAOSUA FOODS to a well-diversified portfolio.
Things to note about CHAOSUA FOODS INDUSTRY performance evaluation
Checking the ongoing alerts about CHAOSUA FOODS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for CHAOSUA FOODS INDUSTRY help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| CHAOSUA FOODS generated a negative expected return over the last 90 days |
- Analyzing CHAOSUA FOODS'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 CHAOSUA FOODS's stock is overvalued or undervalued compared to its peers.
- Examining CHAOSUA FOODS'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 CHAOSUA FOODS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of CHAOSUA FOODS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of CHAOSUA FOODS's stock. These opinions can provide insight into CHAOSUA FOODS's potential for growth and whether the stock is currently undervalued or overvalued.