BCAP SET100 (Thailand) Performance
| BSET100 Etf | THB 7.68 0.19 2.41% |
The entity owns a Beta (Systematic Risk) of 0.0841, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BCAP SET100's returns are expected to increase less than the market. However, during the bear market, the loss of holding BCAP SET100 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days BCAP SET100 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in May 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
| Fifty Two Week Low | 9.87 | |
| Fifty Two Week High | 11.40 |
BCAP |
BCAP SET100 Relative Risk vs. Return Landscape
If you would invest 947.00 in BCAP SET100 on January 7, 2025 and sell it today you would lose (179.00) from holding BCAP SET100 or give up 18.9% of portfolio value over 90 days. BCAP SET100 is generating negative expected returns and assumes 1.1043% volatility on return distribution over the 90 days horizon. Simply put, 9% 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 SET100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCAP SET100's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BCAP SET100, and traders can use it to determine the average amount a BCAP SET100'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 = -0.2905
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BSET100 |
Estimated Market Risk
| 1.1 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.32 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.29 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BCAP SET100 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 BCAP SET100 by adding BCAP SET100 to a well-diversified portfolio.
BCAP SET100 Fundamentals Growth
BCAP Etf prices reflect investors' perceptions of the future prospects and financial health of BCAP SET100, and BCAP SET100 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 BCAP Etf performance.
| Total Asset | 1.32 B | |||
About BCAP SET100 Performance
By analyzing BCAP SET100's fundamental ratios, stakeholders can gain valuable insights into BCAP SET100's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BCAP SET100 has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BCAP SET100 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Invest in securities or derivatives that has assets referenced to securities to be particial of SET100 TRI Index with no less than 801 percent of NAV .The fund may choose use Full Replication or Optimization in order to create returns close to SET100 TRI Index. BCAP SET is traded on Stock Exchange of Thailand in Thailand.| BCAP SET100 generated a negative expected return over the last 90 days | |
| The fund holds 99.45% of its assets under management (AUM) in equities |
Other Information on Investing in BCAP Etf
BCAP SET100 financial ratios help investors to determine whether BCAP Etf 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 BCAP with respect to the benefits of owning BCAP SET100 security.