Sivarom Real (Thailand) Performance
| SVR Stock | 0.30 0.02 6.25% |
The entity has a beta of -0.45, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sivarom Real are expected to decrease at a much lower rate. During the bear market, Sivarom Real is likely to outperform the market. At this point, Sivarom Real Estate has a negative expected return of -0.69%. Please make sure to validate Sivarom Real's kurtosis, day median price, period momentum indicator, as well as the relationship between the daily balance of power and market facilitation index , to decide if Sivarom Real Estate 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 Sivarom Real Estate 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 basic indicators remain quite persistent which may send shares a bit higher in February 2026. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
Sivarom |
Sivarom Real Relative Risk vs. Return Landscape
If you would invest 47.00 in Sivarom Real Estate on October 20, 2025 and sell it today you would lose (17.00) from holding Sivarom Real Estate or give up 36.17% of portfolio value over 90 days. Sivarom Real Estate is producing return of less than zero assuming 3.2852% volatility of returns over the 90 days investment horizon. Simply put, 29% of all stocks have less volatile historical return distribution than Sivarom Real, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sivarom Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sivarom Real's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sivarom Real Estate, and traders can use it to determine the average amount a Sivarom Real'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 = -0.2105
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SVR |
Estimated Market Risk
| 3.29 actual daily | 29 71% of assets are more volatile |
Expected Return
| -0.69 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.21 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sivarom Real is not performing at its full potential. However, 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 Sivarom Real by adding Sivarom Real to a well-diversified portfolio.
Things to note about Sivarom Real Estate performance evaluation
Checking the ongoing alerts about Sivarom Real for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sivarom Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sivarom Real Estate generated a negative expected return over the last 90 days | |
| Sivarom Real Estate has some characteristics of a very speculative penny stock | |
| Sivarom Real Estate has high historical volatility and very poor performance |
- Analyzing Sivarom Real'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 Sivarom Real's stock is overvalued or undervalued compared to its peers.
- Examining Sivarom Real'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 Sivarom Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sivarom Real's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sivarom Real's stock. These opinions can provide insight into Sivarom Real's potential for growth and whether the stock is currently undervalued or overvalued.