| BSET100 Etf | | | THB 9.82 0.05 0.51% |
BCAP SET100 market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for BCAP SET100 or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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BCAP SET100 has current Market Risk Adjusted Performance of 3.01.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 3.01 | |
| ER[a] | = | Expected return on investing in BCAP SET100 |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
BCAP SET100 Market Risk Adjusted Performance Peers Comparison
BCAP Market Risk Adjusted Performance Relative To Other Indicators
BCAP SET100 is
second largest ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
1.84 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for BCAP SET100 is roughly
1.84
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