Vincom Retail (Vietnam) Alpha and Beta Analysis

VRE Stock   17,300  400.00  2.26%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vincom Retail JSC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vincom Retail over a specified time horizon. Remember, high Vincom Retail's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vincom Retail's market risk premium analysis include:
Beta
(0.01)
Alpha
(0.12)
Risk
1.34
Sharpe Ratio
(0.12)
Expected Return
(0.16)
Please note that although Vincom Retail alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Vincom Retail did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vincom Retail JSC stock's relative risk over its benchmark. Vincom Retail JSC has a beta of 0.01  . As returns on the market increase, returns on owning Vincom Retail are expected to decrease at a much lower rate. During the bear market, Vincom Retail is likely to outperform the market. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Vincom Retail Backtesting, Vincom Retail Valuation, Vincom Retail Correlation, Vincom Retail Hype Analysis, Vincom Retail Volatility, Vincom Retail History and analyze Vincom Retail Performance.

Vincom Retail Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vincom Retail market risk premium is the additional return an investor will receive from holding Vincom Retail long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vincom Retail. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vincom Retail's performance over market.
α-0.12   β-0.01

Vincom Retail expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vincom Retail's Buy-and-hold return. Our buy-and-hold chart shows how Vincom Retail performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vincom Retail Market Price Analysis

Market price analysis indicators help investors to evaluate how Vincom Retail stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vincom Retail shares will generate the highest return on investment. By understating and applying Vincom Retail stock market price indicators, traders can identify Vincom Retail position entry and exit signals to maximize returns.

Vincom Retail Return and Market Media

The median price of Vincom Retail for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 18500.0 with a coefficient of variation of 3.37. The daily time series for the period is distributed with a sample standard deviation of 627.54, arithmetic mean of 18602.27, and mean deviation of 547.87. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Vincom Retail Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vincom or other stocks. Alpha measures the amount that position in Vincom Retail JSC has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vincom Retail in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vincom Retail's short interest history, or implied volatility extrapolated from Vincom Retail options trading.

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Other Information on Investing in Vincom Stock

Vincom Retail financial ratios help investors to determine whether Vincom 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 Vincom with respect to the benefits of owning Vincom Retail security.