VANACHAI GROUP (Thailand) Performance

VNG
 Stock
  

THB 5.65  0.15  2.59%   

The firm has a beta of -0.1763, which indicates not very significant fluctuations relative to the market. Let's try to break down what VANACHAI's beta means in this case. As returns on the market increase, returns on owning VANACHAI GROUP are expected to decrease at a much lower rate. During the bear market, VANACHAI GROUP is likely to outperform the market. Even though it is essential to pay attention to VANACHAI GROUP PUBLIC current price movements, it is always good to be careful when utilizing equity historical returns. Our approach into measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VANACHAI GROUP PUBLIC exposes twenty-one different technical indicators, which can help you to evaluate its performance. VANACHAI GROUP PUBLIC has an expected return of -0.19%. Please be advised to validate VANACHAI GROUP information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if VANACHAI GROUP PUBLIC performance from the past will be repeated at future time.
  
VANACHAI Performance
0 of 100
Over the last 90 days VANACHAI GROUP PUBLIC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest inconsistent performance, the Stock's basic indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the firm traders. ...more

VANACHAI Price Channel

Quick Ratio0.50
Fifty Two Week Low5.55
Target High Price10.60
Payout Ratio45.98%
Fifty Two Week High9.05
Target Low Price10.60
Trailing Annual Dividend Yield1.72%

VANACHAI GROUP Relative Risk vs. Return Landscape

If you would invest  660.00  in VANACHAI GROUP PUBLIC on August 29, 2022 and sell it today you would lose (80.00)  from holding VANACHAI GROUP PUBLIC or give up 12.12% of portfolio value over 90 days. VANACHAI GROUP PUBLIC is producing return of less than zero assuming 1.7022% volatility of returns over the 90 days investment horizon. Simply put, 14% of all stocks have less volatile historical return distribution than VANACHAI GROUP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon VANACHAI GROUP is expected to under-perform the market. In addition to that, the company is 1.24 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of volatility.

VANACHAI GROUP Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for VANACHAI GROUP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VANACHAI GROUP PUBLIC, and traders can use it to determine the average amount a VANACHAI GROUP'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 = -0.1101

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsVNG
Estimated Market Risk
 1.7
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.19
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.11
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average VANACHAI GROUP is performing at about 0% 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 VANACHAI GROUP by adding it to a well-diversified portfolio.

About VANACHAI GROUP Performance

To evaluate VANACHAI GROUP PUBLIC Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when VANACHAI GROUP generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare VANACHAI Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand VANACHAI GROUP PUBLIC market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents VANACHAI's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Vanachai Group Public Company Limited, together with its subsidiaries, produces and distributes wood plates, MDF boards, particle boards, doorskin, and melamine on wood plates in Thailand and internationally. Vanachai Group Public Company Limited is a subsidiary of Vanachai Group of Companies Co., Ltd. VANACHAI GROUP operates under Lumber Wood Production classification in Thailand and is traded on Stock Exchange of Thailand.

Things to note about VANACHAI GROUP PUBLIC

Checking the ongoing alerts about VANACHAI GROUP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VANACHAI GROUP PUBLIC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

VANACHAI GROUP Alerts

Equity Alerts and Improvement Suggestions

VANACHAI GROUP generated a negative expected return over the last 90 days
About 72.0% of the company outstanding shares are owned by insiders
Also, please take a look at World Market Map. You can also try Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

Complementary Tools for analysis

When running VANACHAI GROUP PUBLIC price analysis, check to measure VANACHAI GROUP's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VANACHAI GROUP is operating at the current time. Most of VANACHAI GROUP's value examination focuses on studying past and present price action to predict the probability of VANACHAI GROUP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VANACHAI GROUP's price. Additionally, you may evaluate how the addition of VANACHAI GROUP to your portfolios can decrease your overall portfolio volatility.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Please note, there is a significant difference between VANACHAI GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine VANACHAI GROUP value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VANACHAI GROUP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.