Chaoprayamahanakorn (Thailand) Performance

CMC Stock   0.44  0.02  4.35%   
The firm shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Chaoprayamahanakorn's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chaoprayamahanakorn is expected to be smaller as well. At this point, Chaoprayamahanakorn has a negative expected return of -0.44%. Please make sure to confirm Chaoprayamahanakorn's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Chaoprayamahanakorn performance from the past will be repeated at some point in the near future.

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Chaoprayamahanakorn Public has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's fundamental indicators remain quite persistent which may send shares a bit higher in March 2026. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Begin Period Cash Flow34.8 M
Total Cashflows From Investing Activities-9.3 M
  

Chaoprayamahanakorn Relative Risk vs. Return Landscape

If you would invest  58.00  in Chaoprayamahanakorn Public on November 8, 2025 and sell it today you would lose (14.00) from holding Chaoprayamahanakorn Public or give up 24.14% of portfolio value over 90 days. Chaoprayamahanakorn Public is producing return of less than zero assuming 2.6533% volatility of returns over the 90 days investment horizon. Simply put, 23% of all stocks have less volatile historical return distribution than Chaoprayamahanakorn, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Chaoprayamahanakorn is expected to under-perform the market. In addition to that, the company is 3.47 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of volatility.

Chaoprayamahanakorn Target Price Odds to finish over Current Price

The tendency of Chaoprayamahanakorn Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 0.44 90 days 0.44 
over 95.06
Based on a normal probability distribution, the odds of Chaoprayamahanakorn to move above the current price in 90 days from now is over 95.06 (This Chaoprayamahanakorn Public probability density function shows the probability of Chaoprayamahanakorn Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Chaoprayamahanakorn has a beta of 0.69 suggesting as returns on the market go up, Chaoprayamahanakorn average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Chaoprayamahanakorn Public will be expected to be much smaller as well. Additionally Chaoprayamahanakorn Public has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial.
   Chaoprayamahanakorn Price Density   
       Price  

Predictive Modules for Chaoprayamahanakorn

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Chaoprayamahanakorn. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
0.020.443.09
Details
Intrinsic
Valuation
LowRealHigh
0.020.403.05
Details
Naive
Forecast
LowNextHigh
0.010.453.10
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.450.490.53
Details

Chaoprayamahanakorn Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Chaoprayamahanakorn is not an exception. The market had few large corrections towards the Chaoprayamahanakorn's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Chaoprayamahanakorn Public, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Chaoprayamahanakorn within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.5
β
Beta against Dow Jones0.69
σ
Overall volatility
0.04
Ir
Information ratio -0.2

Chaoprayamahanakorn Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Chaoprayamahanakorn for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Chaoprayamahanakorn can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Chaoprayamahanakorn generated a negative expected return over the last 90 days
Chaoprayamahanakorn has some characteristics of a very speculative penny stock
Chaoprayamahanakorn has high likelihood to experience some financial distress in the next 2 years
About 65.0% of the company shares are held by company insiders

Chaoprayamahanakorn Fundamentals Growth

Chaoprayamahanakorn Stock prices reflect investors' perceptions of the future prospects and financial health of Chaoprayamahanakorn, and Chaoprayamahanakorn fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Chaoprayamahanakorn Stock performance.

About Chaoprayamahanakorn Performance

By examining Chaoprayamahanakorn's fundamental ratios, stakeholders can obtain critical insights into Chaoprayamahanakorn's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Chaoprayamahanakorn is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.

Things to note about Chaoprayamahanakorn performance evaluation

Checking the ongoing alerts about Chaoprayamahanakorn for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Chaoprayamahanakorn help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Chaoprayamahanakorn generated a negative expected return over the last 90 days
Chaoprayamahanakorn has some characteristics of a very speculative penny stock
Chaoprayamahanakorn has high likelihood to experience some financial distress in the next 2 years
About 65.0% of the company shares are held by company insiders
Evaluating Chaoprayamahanakorn's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Chaoprayamahanakorn's stock performance include:
  • Analyzing Chaoprayamahanakorn's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Chaoprayamahanakorn's stock is overvalued or undervalued compared to its peers.
  • Examining Chaoprayamahanakorn's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Chaoprayamahanakorn's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Chaoprayamahanakorn's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Chaoprayamahanakorn's stock. These opinions can provide insight into Chaoprayamahanakorn's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Chaoprayamahanakorn's stock performance is not an exact science, and many factors can impact Chaoprayamahanakorn's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Chaoprayamahanakorn Stock

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