BCAP Mid (Thailand) Performance
| BMSCG Etf | 7.35 0.10 1.34% |
The entity owns a Beta (Systematic Risk) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BCAP Mid are expected to decrease at a much lower rate. During the bear market, BCAP Mid is likely to outperform the market.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days BCAP Mid Small has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental drivers, BCAP Mid is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
BCAP |
BCAP Mid Relative Risk vs. Return Landscape
If you would invest 748.00 in BCAP Mid Small on October 29, 2025 and sell it today you would lose (13.00) from holding BCAP Mid Small or give up 1.74% of portfolio value over 90 days. BCAP Mid Small is generating negative expected returns and assumes 1.1762% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than BCAP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BCAP Mid Target Price Odds to finish over Current Price
The tendency of BCAP Etf 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 Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 7.35 | 90 days | 7.35 | about 71.61 |
Based on a normal probability distribution, the odds of BCAP Mid to move above the current price in 90 days from now is about 71.61 (This BCAP Mid Small probability density function shows the probability of BCAP Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon BCAP Mid Small has a beta of -0.24 suggesting as returns on the benchmark increase, returns on holding BCAP Mid are expected to decrease at a much lower rate. During a bear market, however, BCAP Mid Small is likely to outperform the market. Additionally BCAP Mid Small 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. BCAP Mid Price Density |
| Price |
Predictive Modules for BCAP Mid
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BCAP Mid Small. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.Please note, it is not enough to conduct a financial or market analysis of a single entity such as BCAP Mid. Your research has to be compared to or analyzed against BCAP Mid's peers to derive any actionable benefits. When done correctly, BCAP Mid's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BCAP Mid Small.BCAP Mid Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. BCAP Mid is not an exception. The market had few large corrections towards the BCAP Mid'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 BCAP Mid Small, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of BCAP Mid within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0098 | |
β | Beta against Dow Jones | -0.24 | |
σ | Overall volatility | 0.28 | |
Ir | Information ratio | -0.09 |
BCAP Mid 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 BCAP Mid for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BCAP Mid Small can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| BCAP Mid Small generated a negative expected return over the last 90 days |
| BCAP Mid Small generated a negative expected return over the last 90 days |