VietinBank Securities (Vietnam) Performance
| CTS Stock | 36,100 250.00 0.69% |
The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VietinBank Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding VietinBank Securities is expected to be smaller as well. At this point, VietinBank Securities JSC has a negative expected return of -0.0673%. Please make sure to validate VietinBank Securities' value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if VietinBank Securities JSC performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days VietinBank Securities JSC has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, VietinBank Securities is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
VietinBank |
VietinBank Securities Relative Risk vs. Return Landscape
If you would invest 3,805,000 in VietinBank Securities JSC on September 14, 2024 and sell it today you would lose (195,000) from holding VietinBank Securities JSC or give up 5.12% of portfolio value over 90 days. VietinBank Securities JSC is producing return of less than zero assuming 1.746% volatility of returns over the 90 days investment horizon. Simply put, 15% of all stocks have less volatile historical return distribution than VietinBank Securities, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VietinBank Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VietinBank Securities' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VietinBank Securities JSC, and traders can use it to determine the average amount a VietinBank Securities' 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 = -0.0385
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| Negative Returns | CTS |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.07 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 VietinBank Securities 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 VietinBank Securities by adding VietinBank Securities to a well-diversified portfolio.
About VietinBank Securities Performance
By examining VietinBank Securities' fundamental ratios, stakeholders can obtain critical insights into VietinBank Securities' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that VietinBank Securities is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about VietinBank Securities JSC performance evaluation
Checking the ongoing alerts about VietinBank Securities for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VietinBank Securities JSC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VietinBank Securities generated a negative expected return over the last 90 days |
- Analyzing VietinBank Securities' 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 VietinBank Securities' stock is overvalued or undervalued compared to its peers.
- Examining VietinBank Securities' 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 VietinBank Securities' management team can have a significant impact on its success or failure. Reviewing the track record and experience of VietinBank Securities' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VietinBank Securities' stock. These opinions can provide insight into VietinBank Securities' potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in VietinBank Stock
VietinBank Securities financial ratios help investors to determine whether VietinBank Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VietinBank with respect to the benefits of owning VietinBank Securities security.