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Tiêu đề Solutions to Decrease Risks of Individual Investors in Vietnamese Stock Market
Tác giả Pham Hong Ngoc
Người hướng dẫn Ms. Nguyen Thi Hong Mai (M.A)
Trường học Banking Academy of Vietnam
Chuyên ngành Foreign Languages
Thể loại graduation thesis
Năm xuất bản 2016
Thành phố Hanoi
Định dạng
Số trang 53
Dung lượng 725,19 KB

Cấu trúc

  • CHAPTER 1: INTRODUCTION (10)
    • 1.1 Rationale of the study (10)
    • 1.2 Research objectives (10)
    • 1.3 Scope of the study (10)
    • 1.4 Research methodology (11)
    • 1.5 Thesis structure (11)
  • CHAPTER 2: THEORETICAL KNOWLEDGE OF INDIVIDUAL INVESTOR’S RISK IN THE VIETNAMESE STOCK MARKET (12)
    • 2.1 Overview of the Vietnamese stock market (12)
    • 2.2 Individual Investors (13)
      • 2.1.1. Characteristics of individual investors (14)
      • 2.1.2. Behaviors of individual investors (14)
    • 2.3. Risks of individual investors (16)
      • 2.3.1. Systematic Risks (16)
      • 2.3.2. Nonsystematic Risks (0)
    • 2.4. Risk management instruments for individual investors (20)
      • 2.4.1 Diversification (20)
      • 2.4.2. Hedging (21)
      • 2.4.3. Mutual fund (22)
  • CHAPTER 3: ANALYZING THE INDIVIDUAL INVESTORS’ RISKS IN THE (23)
    • 3.1. Scale of individual investors in the Vietnamese stock market (23)
    • 3.2. Investment trend of individual investors in the Vietnamese stock market (25)
    • 3.3. Current risk situation of individual investors in the Vietnamese stock (29)
    • 4.1. Solutions for Vietnamese individual investors (41)
      • 4.1.1 Improving individual investors’ ability (41)
      • 4.1.2. Improving the efficiency in using risk management instruments (42)
    • 4.2. Recommendations for the government and The State Security Commission of (42)
      • 4.2.1. Improving investment environment (42)
      • 4.2.2. Improving the quality of information in the stock market (45)

Nội dung

INTRODUCTION

Rationale of the study

On July 20, 2000, Vietnam marked a significant milestone in its economic development with the establishment of its first stock exchange, the Ho Chi Minh Securities Trading Center (HOSTC) This was followed by the launch of the Hanoi Securities Trading Center (HASTC) on March 8, 2005 Over the course of 16 years, the Vietnamese stock market has experienced remarkable growth, expanding from just two initial stocks to a diverse array of listed securities and increasing transaction values.

According to the Vietnam Securities Depository (VSD), individual investor accounts represent the largest share of total transaction accounts in the Vietnamese market Retail traders, who maintain both direct and indirect relationships with issuing organizations, securities firms, and brokers, significantly impact market development However, these investors face unforeseen risks and remain highly vulnerable.

Being aware of the obstacles of individual investors, I have decided to choose the topic

“Solutions to decrease risks of individual investors in Vietnamese stock market” for

Research objectives

This study aims to identify and assess the risks associated with personal securities investments in Vietnam's stock market, while also exploring effective strategies to mitigate these risks for individual investors.

Scope of the study

This study examines the potential risks faced by individual investors in Vietnam's centralized markets, specifically the Hanoi Stock Exchange (HNX) and the Ho Chi Minh Stock Exchange (HOSE) It does not address the risks associated with trading on the decentralized market (OTC).

Research methodology

This thesis utilizes credible secondary data, including statistics, reports, working papers, and research studies from reputable institutions and economic experts, to support its conclusions The study employs qualitative data analysis methods, encompassing the entire process from data collection to interpretation.

Thesis structure

The main content of the study includes four chapters:

Chapter 1 introduces the study in general

Chapter 2 reviews the theoretical issues

Chapter 3 zooms in the situation of individual investors in the Vietnamese stock market

Chapter 4 recommends some solutions to manage risks of individual investors in the Vietnamese stock market

THEORETICAL KNOWLEDGE OF INDIVIDUAL INVESTOR’S RISK IN THE VIETNAMESE STOCK MARKET

Overview of the Vietnamese stock market

Vietnamese stock market officially went into its operation with the establishment of

The Ho Chi Minh Securities Trading Center (HOSTC) was established on July 20, 2000, followed by the Hanoi Securities Trading Center (HASTC) on March 8, 2005 Both centers operate under the supervision of the State Securities Commission of Vietnam (SSC), which is the primary regulatory body overseeing the organization and management of the country's securities market.

Till now, to catch up with the development of market and the reconstruction of economy, the two major stock exchanges mentioned above have been upgraded to the

Since its establishment, the Ho Chi Minh City Stock Exchange (HOSE) in 2007 and the Hanoi Stock Exchange (HNX) in 2009 have seen significant growth, expanding from just two traded stocks to 696 listed companies, with 313 on HOSE and 383 on HNX, culminating in a market capitalization of approximately $60 billion, representing 31.5% of Vietnam's GDP by March 2016 The SCC's 2014 annual report highlighted the stock market's crucial role as a medium and long-term capital channel, positively influencing the country's economic restructuring However, in comparison to other Southeast Asian nations, where average market capitalization to GDP ratios are notably higher, Vietnam's stock market is still regarded as smaller and less liquid within the region.

The Vietnamese stock market features a diverse range of participants, from individual investors to large entities like governments, corporations, and investment funds It offers various trading products, including Vietnam equities, government bonds, and corporate bonds To engage in this market, investors must open an account with a local brokerage firm.

In addition, there are some other basic guidelines that they should know for trading in the two markets, as listed below:

Table 2.1 Basic trading requirements in HOSE and HNX

Individual Investors

An investor is someone who provides (or invests) money or resources for an enterprise, such as a corporation, with the expectation of financial or other gain

An individual investor in the stock market is someone who independently manages their own finances to reach personal financial objectives This involves buying and selling securities solely for their own account, rather than on behalf of a company or organization.

The individual investor is also called retail investor or retail stakeholder

Market Index VN Index HNX Index

Types of order Limit Order, At-the-Opening (9h-

9h15), At-the Closing (13h-14h15), Market Order

 Individual investors often invest some of their savings into the stock market to receive dividend or interest Their ultimate goal is to maximize profits for their investments

 Due to having a small amount of capital, these investors often have low portfolio diversification as well as small scale and volume of transactions when compared to institutional investors

 Also, as retail investors usually do not have long-term investment strategies and specific investment philosophies, they might have to suffer from unforeseen risks and are vulnerable easily

Retail stakeholders enjoy complete independence in setting their trading goals, allowing them to make swift decisions regarding stock investments, including whether to invest and the amount to invest Consequently, the investment decision-making process for individual investors tends to be rapid and autonomous.

Investor behavior is significantly influenced by various psychological factors, with four key elements being prevalent among individuals: overconfidence, excessive optimism, loss aversion, and herd behavior.

Overconfidence occurs when individuals mistakenly believe in the reliability of their skills, knowledge, and the accuracy of their information, often leading to an overly optimistic view of the future and an inflated sense of control over situations (Biekhchandani and Sharma, 2000).

Many individual investors seek supplementary information in their pursuit of professionalism and proficiency, which can lead to significant risks Overconfidence in their decisions often results in the neglect of contrary information Additionally, the desire to leverage exclusive insights may drive them to engage in large-volume transactions, ultimately resulting in an undiversified portfolio and the potential for misjudgment.

The excessive optimism is defined as judging one’s own risk as less than the risk of others (Marie Helweg-Larsen and James Shepherd, 2001)

Some investors may develop an inflated sense of superiority, leading to overly optimistic forecasts about the market, economy, and potential investments By disregarding negative factors that pose risks to their investments, these individuals often end up adversely impacting their portfolios.

There are some obvious consequences of being over-optimistic:

- It will make investors only focus on the companies they are investing in because they think that other companies are weaker than their trusted ones

- It will make the investors only focus on net profit margin of the market and forget about inflation, taxes or other costs

Investors often concentrate solely on positive information regarding their preferred companies, while ignoring negative aspects Additionally, they tend to favor local companies, relying on their understanding of the regional economic landscape.

Loss aversion, a key concept in economics and decision theory, describes the inclination of individuals to prioritize avoiding losses over obtaining gains This phenomenon is articulated through the Prospect Theory developed by Daniel Kahneman and Amos Tversky.

Risk aversion is a common behavior among investors, but it can lead to poor decision-making that negatively impacts their wealth Individual investors often hold onto falling stocks, hoping for a price rebound, which can result in increased investments in these stocks for potential profit However, this indecision may ultimately lead to significant losses Additionally, when prices do rise, these investors tend to sell their stocks quickly to avoid potential declines, which can result in an unbalanced portfolio and increased risk.

Herd behavior, also known as herd mentality, refers to the tendency of investors to mimic the actions of others or follow market trends rather than relying on their own analytical insights (Biekhchandani and Sharma, 2000) This phenomenon can lead to irrational decision-making and amplify market fluctuations.

Investor herding behavior is influenced by factors such as overconfidence and investment volume Similar to prehistoric humans who banded together for safety and support due to limited knowledge, herding investors often mimic each other's actions Increased confidence leads investors to depend heavily on their private information when making decisions Additionally, when investors allocate substantial funds to their investments, they are more likely to follow the crowd to mitigate perceived risks.

Risks of individual investors

Systematic risk, often referred to as aggregate or non-diversifiable risk, impacts the entire market rather than individual stocks or industries This type of risk is inherently unpredictable and cannot be entirely avoided While diversification does not alleviate systematic risk, it can be managed through effective hedging techniques and strategic asset allocation.

The three standard systematic risk factors are interest rate risk, currency risk and inflation risk

Interest rate risk, often referred to as market risk, arises from changes in interest rates The level of interest rate risk associated with a security is determined by its price sensitivity to these fluctuations, which is influenced by two key factors: the maturity of the security and its coupon rate.

Changes in interest rates significantly impact the value of securities When interest rates increase, new securities are issued with higher yields, making existing securities less attractive and causing their prices to decline Conversely, when interest rates decrease, the value of existing securities tends to rise.

PHAM HONG NGOC K15 - ATCD when interest rates decline

Currency risk, also known as FX risk or exchange rate risk, refers to the potential for financial losses due to fluctuations in the relative value of currencies, such as EUR/USD or USD/VND These fluctuations can lead to unpredictable gains or losses when profits or dividends from foreign investments are converted back into the investor's home currency Understanding currency risk is crucial for investors in international securities, as changes in foreign exchange rates can significantly impact the overall return on their investments, regardless of the underlying performance of those investments.

International investors can mitigate currency risk through various instruments like currency futures, forwards, and options However, these tools tend to be costly and complex, making them less accessible for individual investors.

Inflation risk refers to the potential decrease in the value of securities' cash flow due to rising inflation, impacting purchasing power This risk is positively correlated with interest rate risk, as interest rates typically increase alongside inflation.

Inflation risk diminishes the value of money, leading to reduced returns on investments that involve cash flows As a result, investors may find their earnings falling short of initial expectations In certain situations, this risk may compel investors to withdraw from their principal portfolio, especially if they rely on it for income.

Nonsystematic risk, often referred to as unsystematic, specific, diversifiable, or residual risk, pertains to the unique risks associated with individual stocks due to company-specific events Unlike systematic risk, which affects the entire market, nonsystematic risk can be reduced through effective portfolio diversification This involves spreading investments across various asset subclasses and individual issuers, thereby minimizing the impact of any single company's performance on the overall portfolio.

Business risk entails the likelihood that a stock or bond issuer may face bankruptcy or fail to meet interest or principal payments This risk is challenging for individual investors to predict, as the underlying business conditions often remain concealed within the company's operations.

To make informed investment decisions, individual investors need access to internal company information, including cash flows, sales performance, and market feedback on products However, not all investors have this access; many rely on publicly available information or expert analyses in financial publications to guide their investment choices.

Credit risk arises when an issuer defaults on their obligations to pay interest and principal Factors contributing to credit risk include underperformance in sales and poor cash flow management This type of risk is inherent in all bonds and shares, with the exception of government bonds.

Individual investors often base their investment decisions on historical company performance data, seeking guaranteed returns in the future However, unforeseen circumstances in the business landscape introduce credit risk, a challenge that every investor in the financial industry must navigate.

Liquidity risk refers to the challenge of quickly buying or selling investments in the open market It can also arise when investors face difficulties in executing trades at reasonable prices.

Individual investors face significant liquidity risk when trading in over-the-counter markets and small-cap stocks due to the inherent characteristics of these markets, such as low trading volume, obscure issues, and the potential for price manipulation.

Legislation risk, often referred to as regulatory or legal risk, pertains to the uncertainty stemming from potential changes in regulations or non-compliance with regulatory requirements by investors This type of risk is challenging to assess, as laws and regulations are crafted by policymakers and can shift with changes in political parties and regulatory officials.

Risk management instruments for individual investors

The most popular and effective risk management instrument for individual investors is portfolio diversification

Diversification is a technique that mixes a wide variety of investments within a portfolio This may be accomplished by investing across many different asset classes, security types, industries or even geographies

A diversified portfolio enables investors to enhance returns while reducing the risk of loss and the volatility associated with asset price fluctuations By incorporating a variety of asset subclasses, diversification effectively manages unsystematic risk, leveraging the unique strengths of different areas in response to market events.

Asset allocation is a key element of a diversified portfolio, involving the strategic distribution of capital across various investment types Individual investors must consider their time frame and long-term goals to optimize their investment mix among different asset classes, aiming to maximize returns while minimizing risk While diversification cannot eliminate loss, it is widely recognized by investment professionals as essential for achieving long-term financial objectives and mitigating potential risks.

Diversifying an investment portfolio involves spreading investments across various levels of risk Low-risk investments typically come with government backing, while high-risk investments carry a significant chance of capital loss or underperformance Each investor's unique risk tolerance influences their selection of securities, leading to varied investment choices tailored to individual preferences.

Hedging involves making strategic investments to minimize the risk associated with unfavorable price movements of assets While it cannot entirely eliminate the occurrence of negative events, hedging significantly mitigates their impact when they do occur.

Hedging with derivatives is an effective strategy for individual investors to manage risk in the stock market The two most prevalent types of derivatives utilized are Futures and Options, which provide various techniques for mitigating potential losses.

A futures contract, as outlined in "An Introduction to Futures and Options" by the Chicago Mercantile Exchange Group, is a legally binding agreement to buy or sell a standardized commodity at a predetermined price and date In trading, a short hedge occurs when stock futures are sold while maintaining a position in the underlying stock, whereas a long hedge involves purchasing stock futures to secure the current price.

An option is a contract that grants the holder the right, but not the obligation, to engage in a specified transaction with the issuer under defined terms There are two main types of options: call options, which provide the right to buy, and put options, which offer the right to sell.

When considering hedging strategies for a stock market portfolio, individual investors must weigh various factors, with cost being the most critical While hedging can reduce risk, it typically comes with a trade-off in potential profits, as all hedging strategies incur expenses These costs may include the purchase price of the hedge itself or lost profits when the market rises Therefore, it is essential for investors to carefully evaluate the benefits and expenses associated with hedging before making a decision.

Mutual funds are professionally managed collections of stocks aimed at outperforming the market, making them a popular choice for beginner investors They offer automatic diversification and a wide range of options, including sector-specific funds like financial, technology, and food and beverage, as well as commodities and international indexes.

Mutual funds are often seen as a passive investment option, yet they attract individual investors for several compelling reasons, such as their convenience and lower risk profile.

Investing in mutual funds offers undeniable convenience compared to individual stock investments While individual investors must dedicate significant time to researching market trends and identifying growth opportunities, they often risk substantial losses due to their limited knowledge and experience In contrast, mutual funds require less effort and time, allowing investors to benefit from professional management and diversified portfolios, ultimately making investing more accessible and efficient.

Mutual funds, managed by skilled professionals with expertise in investment and access to valuable research resources, can significantly reduce risk for traders while enhancing potential profits.

Mutual funds, while beneficial for diversification, come with significant costs that can impact overall returns Each fund typically imposes various fees, including management fees, front-end loads at purchase, back-end loads upon sale, and potential early redemption charges Consequently, it's crucial for individual investors to thoroughly understand these complex fee structures before investing in mutual funds.

ANALYZING THE INDIVIDUAL INVESTORS’ RISKS IN THE

Scale of individual investors in the Vietnamese stock market

Figure 3.1 Number of investor accounts in Vietnamese stock market 2010 – 2016

Source: Vietnam Securities Depository (vsd.vn)

The Vietnamese stock market has experienced a significant increase in investor participation over the years, with the number of securities trading accounts reaching 1,597,780 as of March 31, 2016—an increase of approximately 1.5 times over five years This growth highlights the market's development and potential Additionally, the recent decline in new accounts opened reflects a positive outcome of the stock market's restructuring process, which emphasizes consolidating the existing system and enhancing current accounts rather than solely focusing on new account creation.

In 2016, individual investors dominated the Vietnamese market, holding approximately 99.4% of total transaction accounts, while institutional investors accounted for a mere 0.6% This significant disparity highlights the prevalence of individual participation in the financial landscape of Vietnam.

Individual investors, such as PHAM HONG NGOC K15 - ATCD, often have limited potential compared to institutional investors This disparity arises from the latter's frequent and substantial buying and selling activities, which significantly influence daily stock market fluctuations.

Figure 3.2 The number of individual and institutional investors in 2016

Source: Vietnam Securities Depository (vsd.vn)

The Vietnamese stock market is primarily composed of domestic individual traders, with statistics from the SSC indicating that by the end of 2015, 79.03% of these investors had participated in at least one securities investment course Since 2012, various securities training centers and companies have increasingly offered a range of stock investment courses with different durations and methodologies These professional-led training programs not only enhance investors' knowledge but also boost their confidence for future trading endeavors.

Many individual investors in Vietnam employ diversification as a strategy to mitigate risks However, expert Huy Nam from Ho Chi Minh City points out that over 43% of these investors fail to effectively create a diversified portfolio Often, these traders mistakenly believe they have achieved diversification by simply splitting their investments into numerous segments, which does not guarantee effective risk management.

Number of individual and institutional investors in 2016

Portfolio diversification, such as that practiced by PHAM HONG NGOC K15 - ATCD, may not yield benefits if it solely involves dividing asset classes without considering crucial factors like profit-earnings ratios, risk levels, and economic sectors Overemphasizing an ineffective diversified portfolio can increase risks, especially during unexpected market fluctuations.

Investment trend of individual investors in the Vietnamese stock market

 Surfing the stock market waves (speculation)

One of the most popular investment trends among individual investors in Vietnam's stock market is the surfing style, or speculation These investors prioritize price movements over a company's business performance, engaging in high-risk transactions to profit from market fluctuations rather than its financial fundamentals Consequently, their trading duration is typically very short, often occurring within a single day, which allows them to secure only short-term profits.

Ph.D Quach Manh Hao, Deputy CEO of MB Securities Joint Stock Company, notes that Vietnamese investors employing this trading style aim to "beat the market" through technical analysis and margin leverage to enhance profits However, this approach is most effective for those with a keen sensitivity to market fluctuations, while inexperienced investors may face increased risks.

Retail traders in Vietnam encounter significant challenges when navigating the stock market In a recent interview with VnEconomy, Phi Long, a professional investor and owner of Phi Long Development Investment Consultant Company, highlighted key differences between trading strategies in the U.S and Vietnam He noted that while U.S individual investors tend to wait for optimal moments to capitalize on market volatility for substantial profits, Vietnamese traders often lack the necessary tools and resources, leading to difficulties in successful speculation.

Investors in Vietnam, like PHAM HONG NGOC K15 - ATCD, often rely on instinct rather than trustworthy information sources or analytical databases when making investment decisions This tendency can lead to poor timing in transactions Additionally, the payment regulations in Vietnam contribute to higher transaction costs, increasing the overall risk for investors.

A significant trend among traders on the HOSE and HNX is herding behavior, driven by the underdeveloped nature of the Vietnamese stock market and its weak overall information landscape Individual investors often lack the necessary knowledge and experience in securities trading, leading to confusion about various information sources and their reliability Consequently, they frequently rely on the actions of others when making investment decisions.

In 16 years of establishment and development, Vietnamese stock market has experienced a lot of significant fluctuation caused by herding activity of individual investors

In early 2007, the market surged to an unprecedented peak of 1170.67 points, driven not by genuine improvements in Vietnamese businesses but by an unusual surge in trading volume Amateur investors flocked to the securities market, drawn by the allure of easy profits This speculative cash flow led to a significant market rise, but ultimately resulted in a sharp decline by late 2007, leaving many investors facing substantial losses.

Figure 3.3 The fluctuation of VN- index in 2002 – 2010

In 2012, the Vietnam News Agency reported the arrest of key figures in the ACB bank case, including former chief Ly Xuan Hai and co-founder Nguyen Duc Kien, for violating state economic management regulations This incident led to a significant decline in ACB shares and negatively impacted the overall stock exchange in Vietnam, with a marked drop occurring between August 21 and August 28.

2012, the VN-Index has lost 11.68% while HNX-Index decreased significantly by 14.64%

During a market panic, retail traders often hastily sell off their stocks, including solid investments unrelated to the crisis, due to herding behavior Many individual investors prioritize the actions of others over their own analysis, believing rumors to be more reliable This fear of an unpredictable future and inability to forecast market trends leads them to mimic the investment decisions of institutional investors in an effort to mitigate risk.

Figure 3.4 The fluctuation of VN-index in 2012

The herding effect among investors in Vietnam has diminished, as noted by Nguyen Xuan Minh, director of Vietnam Asset Management (VAM) and former head of Templeton’s representative office in Vietnam In a recent interview with MarketWatch, he highlighted that investors have become more sophisticated over the past few years, focusing more on company analysis rather than merely following the actions of others.

The moderate influence of herding behavior in the Vietnam stock market can be attributed to over 15 years of market operation, during which investors have gained increased knowledge and skills This experience enables them to effectively analyze and utilize diverse information sources before making investment decisions.

The Vietnam stock market is still in its developmental stages, leading to a moderate level of herding behavior among investors Notably, instances of herding were observed in early 2016 If effective solutions are not implemented soon to address this issue, individual investors in Vietnam may face significant risks in the near future.

Current risk situation of individual investors in the Vietnamese stock

Systematic risk is an unpredictable and unavoidable type of risk which affect the whole market At different times, these risks attacks most of Vietnamese individual investors at different levels

Between 2011 and 2012, Vietnamese individual investors faced significant interest rate risk as bank rates surged to 17-19% per year in June 2011 This high deposit rate led many investors to shift their funds to banks, resulting in a detrimental impact on the stock market Consequently, cash flow in the HOSE and HNX became extremely scarce, causing the VN-Index to plummet to a historic low of 383.21 points by November 28, 2011 As a result, investors found that their stocks were worth considerably less, leading to substantial financial losses.

Figure 3.5 The relationship between VN-index and interest rate in Vietnam

From 2012 to now, the interest rate risk for individual investors has reduced remarkably

Between 2012 and 2014, the Vietnamese market experienced a significant decline in interest rates, dropping by approximately 5% to 7% annually from mid-2011 levels On March 17, 2014, the interest rate further decreased to 6.5% per year, a figure that has remained stable since This low interest rate has positively impacted the correlation between profit and risk, making the securities investment channel more appealing to individual investors seeking income Consequently, the VN-index saw a dramatic increase, rising from just under

400 points in 2013 to 638.69 points on 14 July 2015

Inflation risk is also a big concern for Vietnamese retail traders Inflation is considered as the enemy of individual investors because it corrosives the value of money

Figure 3.6 The relationship between VN-index and inflation in 2010 – 2016

Interest rates and inflation are closely linked, often moving in tandem, as illustrated in the provided figures From 2011 to 2012, Vietnamese individual investors encountered significant inflation risk, with rates exceeding 20% This surge indicated an unhealthy economic environment in Vietnam, leading to challenges for businesses during that period.

Consequently, at that time, VN-Index dropped radically and hit the bottom of 383.21 points in 28/11/2011 Then inflation declined steadily from 18.13 percent in December

2011 to 1.89 percent in March 2016 and created positive impact for Vietnam stock market as VN-Index increased approximate 50 percent from 380 point to 640 point through this period

Despite a decline in the inflation rate to 6.18 percent in 2013, the VN-Index experienced a downward trend during the year This was attributed to a delay in the market's response to government economic policies, which required several months for verification Following this challenging phase, the effectiveness of these policies became evident, leading to a manageable inflation rate Consequently, from 2013 to 2016, the VN-Index steadily increased, alleviating inflation risks for individual investors.

Figure 3.7 Exchange rates from 2012 to 2016

Source: Trandingview.com Another systematic risk which prevents Vietnamese retail traders from gaining profit

PHAM HONG NGOC K15 - ATCD is exchange rate risk

In the first 14 years of operation, the importance of managing this type of risk is considered weaker than the other ones mainly because of two reasons

Despite Vietnam's recent integration with other countries, individual investors in Vietnam still favor investing in domestic currency When they do opt for foreign currency investments, the US dollar is the preferred choice due to its stability and the backing from the central bank From 2012 to 2013, the exchange rate between the Vietnamese dong (VND) and the US dollar (USD) remained stable at approximately 21,000, allowing individual investors to enjoy consistent returns without significant fluctuations.

Vietnamese individual investors primarily focus on stock market fluctuations, often overlooking the underlying business performance of companies Currently, the exchange rate between the dollar and the dong significantly affects the income of export firms, yet many retail traders in the market do not perceive this as a serious threat to their investments.

However, from the end of 2015 to now, Vietnamese individual investors have been starting to bear the currency risk as the consequence of Dong devaluation

In January 2016, Vietnam's stock market experienced a significant decline, with VND46.16 trillion (approximately US$2.05 billion) in market capitalization lost within the first six trading sessions The Ho Chi Minh City Stock Exchange (HOSE) saw a decrease of VND39.66 trillion (around US$1.78 billion), while the Hanoi Stock Exchange (HNX) reported a drop of VND6.5 trillion (about US$270 million) compared to the values recorded on December 31, 2015.

In 2015, the Vietnamese dong experienced three devaluations of one percent each in January, May, and August, leading to a total loss of five percent against the US dollar Additionally, the State Bank of Vietnam widened the trading band for VND-USD transactions from one percent to three percent in August Consequently, individual investors in the Vietnamese stock market faced significant financial losses due to these adjustments, which were beyond their control.

Recently, Ernst & Young (EY) published their survey results carried out in 2013 in

280 individual investors on the situation of risk management in Vietnamese stock market This showed retail traders in Vietnam have to suffer from lot of unsystematic risk

Figure 3.8 Unsystematic risks in Vietnamese stock market

Source: Ernst & Young (ey.com)

A recent survey revealed that 58.77% of individual investors are concerned about information risk, highlighting the growing issue of asymmetric information among traders in Vietnam's investment securities market Unlike developed markets, emerging stock markets like Vietnam experience greater information asymmetry due to lower trading volumes and shallower market depth (Islam and Khaled, 2005).

The primary issue affecting the Vietnamese stock market is its weak institutional infrastructure, which leads to a lack of credible financial information from many enterprises This uncertainty makes it challenging for individual investors to accurately assess the true business conditions underlying a company's operations.

Information risk Liquidity risk Default risk Legislation risk

Unsystematic risks in Vietnam stockmarket

In 2012, Pham Thanh Binh, the former chairman and CEO of Vinashin, Vietnam’s largest shipbuilder, was sentenced to 20 years in prison for intentionally violating state economic management regulations, leading to significant consequences Throughout its operational years, Vinashin made substantial inefficient investments, resulting in a staggering loss of nearly VND 900 billion By 2015, many Vietnamese economic analysts criticized the State Audit Office for not identifying Vinashin's violations Economic expert Pham Chi Lan highlighted that ministries, tasked with supervising state-owned enterprises (SOEs), often lack experienced officials, relying heavily on reports from the firms themselves This oversight has allowed SOEs to submit misleading reports while government officials on their boards fail to detect issues, exemplified by the Vinashin case.

Furthermore, although the law on information disclosure in the stock market was regulated relatively full, the announcement of issuing organization is not timely and accurate

In July 2012, the SSC imposed a fine on Sacombank Securities JSC (SBS), one of Vietnam's top five brokerages, for concealing losses that accumulated to VND 1.4 trillion (approximately US$68.4 million) by March 2012 Additionally, on September 21, 2012, SBS was placed under alert by HOSE for failing to submit its second-quarter financial reports on time, restricting its trading to the last 15 minutes of the session at a price below 0.3.

Hanoi City Public Security has initiated criminal proceedings against SBS for disseminating false information to deliberately manipulate stock prices Economist Dinh The Hien emphasized that Sacombank's actions constitute a serious legal violation, endangering stakeholders by risking their potential financial losses.

These aforementioned cases actually demonstrated that Vietnamese individual investors have to deal with a lot of information risk when participating in the stock

Asymmetric information in the PHAM HONG NGOC K15 - ATCD market hinders individual investors from differentiating between high-performing and underperforming shares, which directly impacts their investment decisions and potential returns.

Secondly, many Vietnamese individual investors worry about the liquidity risk of the market 50.48% of investors surveyed believe that they encounter with this type of risk

The Vietnam stock market is still in a developmental stage, characterized by a weak structure, which leads to inherent liquidity risks that individual investors must acknowledge A recent survey revealed that 50.48% of investors feel they are affected by this type of risk.

Solutions for Vietnamese individual investors

To mitigate the risks associated with securities investment, Vietnamese retail traders should focus on enhancing their investment skills While systematic risks like inflation, interest rate, and currency risks are largely unavoidable, improving their capabilities can help these investors effectively reduce liquidity and information risks.

Individual investors in the Vietnamese stock market must continually enhance their market knowledge and steer clear of crowd psychology, which can lead to adverse market fluctuations Moreover, they should prioritize technical analysis of key stock market components to make informed investment decisions.

- Analysis of the domestic and foreign macro-economic environment

- Analysis of the relationship between stock market and other financial markets

- Analysis of listed company: Focusing on analysis of clarify aspects such as competitive advantages, corporate governance capacity, company financial position…

- Analysis of true intrinsic value of the stock and the nature of price fluctuations on the stock market and choose the most profitable trading time to invest

To enhance their risk management skills, Vietnamese individual investors must consistently update their knowledge of the business environment They should focus on understanding economic cycles and honing their analytical skills regarding policy impacts If they find it challenging to forecast market movements, seeking advice from reputable consulting firms is advisable.

As the General Statistics Office prepares to release its quarterly report, individual investors should pay close attention to key macroeconomic indicators, including the inflation rate, export growth, GDP, and the trade deficit in relation to total exports and imports.

The factors influencing the Vietnamese stock market significantly impact its risk levels Additionally, the State Bank of Vietnam's prime rate policy plays a vital role in affecting systematic risk within the market Investors should closely monitor these developments, particularly when the State Bank is set to announce its official decisions.

Individual investors must be cautious about unofficial information and should verify multiple sources before making decisions If they anticipate a downturn in the economy, they can mitigate systematic risk by increasing their allocation to cash and risk-free assets in their portfolio.

Vietnamese investors often observe the fluctuations of foreign stock markets, particularly those in Singapore and the USA, as these markets can influence approximately 10% of the VN-Index's movement However, individual investors should exercise caution and refrain from making significant decisions solely based on these foreign market trends It is essential for traders to remain patient with their investment strategies and avoid following the crowd Additionally, enhancing analytical skills is crucial for minimizing the information risk associated with herd behavior.

Last but not least, since Vietnamese stock market is unstable and has high level of risk, individual investors should not use financial leverage frequently

4.1.2 Improving the efficiency in using risk management instruments

Investing inherently involves risk, making it crucial for individual investors to understand risk-prevention strategies By gaining a foundational knowledge of these strategies, investors can enhance their awareness and take steps to protect themselves Even if they choose not to engage in complex risk management practices, improving their efficiency with available tools will deepen their market understanding and ultimately lead to better investment outcomes.

Recommendations for the government and The State Security Commission of

The government plays a crucial role in directing the information and leading the market Therefore, policy-makers should focus on using administrative measures to

PHAM HONG NGOC K15 - ATCD emphasizes the importance of establishing a comprehensive legal framework for the securities market This framework should include clear legal documents that regulate market activities and ensure proper information disclosure regarding the financial status of involved parties A robust legal structure is crucial for mitigating various risks in the market, particularly legislative risks.

The government must establish clear regulations regarding the obligation of information disclosure and the quality of information released by member and securities companies Additionally, it is essential to enhance the surveillance system to effectively monitor municipal activities and conduct regular performance assessments.

Securities Exchange Centers like HOSE and HNX play a crucial role in minimizing liquidity risk for individual investors by offering efficient transaction mechanisms Furthermore, the establishment of supportive organizations, including credit rating agencies and accounting firms, contributes significantly to market development.

To encourage public investments and savings, collaboration between the government and the SSC is essential to implement strategies that stabilize both the overall political and economic climate and the specific conditions of the stock market.

To enhance business risk management and ensure safety, especially concerning foreign capital, the Vietnamese government must upgrade its financial supervisory system It is crucial to provide clear information and establish an exchange stabilization fund to address emergencies effectively.

Authorities should monitor banks to prevent risks associated with mortgage securities loans and limit financial leverage The State Bank of Vietnam must implement flexible interest rate policies and effectively manage inflation to positively influence the economic system.

 Improving the operational management on Stock Exchange Centers

To mitigate all types of risks, guarantee stability for individual investors and avoid

In light of significant and abrupt fluctuations in the securities market, the State Securities Commission of Vietnam must closely monitor market activities and improve the operational management efficiency of both Stock Exchange Centers, namely HOSE and HNX.

- Expanding the centralized securities market and narrowing the free market to develop the scale and capacities of the stock service business organizations

- Increasing the transparency of the securities market, applying the best practice on corporate governance on the public companies and the securities market business organizations

Implementing a stock register for public companies is essential for strict management of securities offered to the public This ensures that issuers and listed companies utilize investors' deposits responsibly, preventing the indiscriminate use of funds.

Enhancing the securities system for subsectors involves improving the quality of listed companies by creating a comprehensive corporate governance handbook and promoting its adoption among these firms This initiative aims to gradually elevate the standards of listed securities.

The stock service market is being opened in accordance with a committed integration roadmap, implementing securities market management principles based on recommendations from the International Organization of Securities Commissions, tailored to align with the developmental phases of the securities market.

Coordinating with ministries and branches is essential for effectively managing stock companies that issue securities to the public This collaboration aims to establish a robust framework for information disclosure, ensuring a faultless execution of the process.

- Promoting the commerce to establish fund management companies as well as diversifying the collective investment types

- Promoting supervisor system to handle violations in the Vietnamese stock market, especially those negatively affect the market’s movement such as delaying disclosure of financial statement, publishing inaccurate information, leaking

PHAM HONG NGOC K15 - ATCD information or other actions relating to market manipulation and insider trading

To improve market integrity, new violations will be added to the sanction list, and penalties will be increased for offenses such as delaying financial statement disclosures and leaking sensitive information This approach aims to significantly reduce violations in the stock market and align regulatory measures with current conditions.

Enhancing the technology infrastructure and elevating the quality of human resources within stock exchanges, central securities depositories, and financial intermediaries is essential to adapt to the fast-evolving market landscape and safeguard the rights of individual investors in Vietnam.

- Strengthening propaganda activities as well as providing knowledge about stock market for the public to help individual investors have better understanding on the industry they are participating

The development of various financial instruments in the securities market, such as stock investment fund certificates and derivative stocks like futures and options, is crucial However, this advancement relies heavily on the implementation of modern technology Given the current state of the Vietnam securities market, the gradual introduction of these derivative tools is both feasible and pertinent.

4.2.2 Improving the quality of information in the stock market

Information is crucial in the Vietnamese stock market, serving as the foundation for managing risks Reliable information sources enable individual investors to mitigate potential losses during negative events To enhance the quality of financial information available, it is essential for the government and the State Securities Commission to implement stringent regulations for relevant organizations and agencies This approach will significantly assist individual investors in reducing information-related risks.

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