Viet Nam (Vietnam) Volatility
| V12 Stock | 12,000 100.00 0.84% |
Viet Nam Construction owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0057, which indicates the firm had a -0.0057% return per unit of risk over the last 3 months. Viet Nam Construction exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Viet Nam's Risk Adjusted Performance of 0.0391, coefficient of variation of 2562.72, and Semi Deviation of 3.72 to confirm the risk estimate we provide.
Viet |
Viet Nam Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Viet daily returns, and it is calculated using variance and standard deviation. We also use Viet's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Viet Nam volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Viet Nam can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Viet Nam at lower prices. For example, an investor can purchase Viet stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Viet Nam's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Viet Nam Market Sensitivity And Downside Risk
Viet Nam's beta coefficient measures the volatility of Viet stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Viet stock's returns against your selected market. In other words, Viet Nam's beta of -0.34 provides an investor with an approximation of how much risk Viet Nam stock can potentially add to one of your existing portfolios. Viet Nam Construction shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Viet Nam's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Viet Nam's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Viet Nam Construction Demand TrendCheck current 90 days Viet Nam correlation with market (Dow Jones Industrial)Viet Beta |
Viet standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 4.76 |
It is essential to understand the difference between upside risk (as represented by Viet Nam's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Viet Nam's daily returns or price. Since the actual investment returns on holding a position in viet stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Viet Nam.
Viet Nam Construction Stock Volatility Analysis
Volatility refers to the frequency at which Viet Nam stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Viet Nam's price changes. Investors will then calculate the volatility of Viet Nam's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Viet Nam's volatility:
Historical Volatility
This type of stock volatility measures Viet Nam's fluctuations based on previous trends. It's commonly used to predict Viet Nam's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Viet Nam's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Viet Nam's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Viet Nam Construction Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Viet Nam Projected Return Density Against Market
Assuming the 90 days trading horizon Viet Nam Construction has a beta of -0.3398 . This entails as returns on the benchmark increase, returns on holding Viet Nam are expected to decrease at a much lower rate. During a bear market, however, Viet Nam Construction is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Viet Nam or Farming sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Viet Nam's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Viet stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Viet Nam Construction has an alpha of 0.1725, implying that it can generate a 0.17 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Viet Nam Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Viet Nam Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Viet Nam is -17426.55. The daily returns are distributed with a variance of 22.61 and standard deviation of 4.76. The mean deviation of Viet Nam Construction is currently at 3.14. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | -0.34 | |
σ | Overall volatility | 4.76 | |
Ir | Information ratio | 0.03 |
Viet Nam Stock Return Volatility
Viet Nam historical daily return volatility represents how much of Viet Nam stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm assumes 4.7553% volatility of returns over the 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.7982% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Viet Nam Investment Opportunity
Viet Nam Construction has a volatility of 4.76 and is 5.95 times more volatile than Dow Jones Industrial. 42 percent of all equities and portfolios are less risky than Viet Nam. You can use Viet Nam Construction to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Viet Nam to be traded at 13200.0 in 90 days.Good diversification
The correlation between Viet Nam Construction and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Viet Nam Construction and DJI in the same portfolio, assuming nothing else is changed.
Viet Nam Additional Risk Indicators
The analysis of Viet Nam's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Viet Nam's investment and either accepting that risk or mitigating it. Along with some common measures of Viet Nam stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.0391 | |||
| Market Risk Adjusted Performance | (0.48) | |||
| Mean Deviation | 3.26 | |||
| Semi Deviation | 3.72 | |||
| Downside Deviation | 4.81 | |||
| Coefficient Of Variation | 2562.72 | |||
| Standard Deviation | 4.48 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Viet Nam Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
| Morgan Stanley vs. Viet Nam | ||
| Ford vs. Viet Nam | ||
| Visa vs. Viet Nam | ||
| FrontView REIT, vs. Viet Nam | ||
| Alphabet vs. Viet Nam | ||
| GM vs. Viet Nam | ||
| Citigroup vs. Viet Nam | ||
| Nasdaq vs. Viet Nam | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Viet Nam as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Viet Nam's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Viet Nam's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Viet Nam Construction.