Singha Estate (Thailand) Price on December 12, 2024
If you're considering investing in Singha Stock, it is important to understand the factors that can impact its price. As of now, Singha Stock is dangerous. Singha Estate Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0477, which indicates the firm had a 0.0477% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Singha Estate Public, which you can use to evaluate the volatility of the company. Please validate Singha Estate's Semi Deviation of 1.35, coefficient of variation of 2098.01, and Risk Adjusted Performance of 0.0417 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%.
Singha Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Singha |
Sharpe Ratio = 0.0477
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | S | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.53 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Singha Estate is performing at about 3% 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 Singha Estate by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
Singha Estate Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
Singha Estate Public cannot be verified against its exchange. Please verify the symbol is currently traded on Thailand Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Singha Estate December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how Singha Estate stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Singha Estate shares will generate the highest return on investment. By undertsting and applying Singha Estate stock market strength indicators, traders can identify Singha Estate Public entry and exit signals to maximize returns
Singha Estate Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Singha Estate's price direction in advance. Along with the technical and fundamental analysis of Singha Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Singha to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0417 | |||
| Jensen Alpha | 0.0834 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0087 | |||
| Treynor Ratio | 0.368 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Singha Stock
Singha Estate financial ratios help investors to determine whether Singha 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 Singha with respect to the benefits of owning Singha Estate security.