Siam Cement (Thailand) Performance
| SCC-R Stock | THB 193.00 132.00 40.62% |
The entity has a beta of -0.9, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Siam Cement are expected to decrease slowly. On the other hand, during market turmoil, Siam Cement is expected to outperform it slightly. At this point, Siam Cement has a negative expected return of -0.66%. Please make sure to validate Siam Cement's kurtosis, and the relationship between the information ratio and rate of daily change , to decide if Siam Cement performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days The Siam Cement has generated negative risk-adjusted returns adding no value to investors with long positions. Despite conflicting performance in the last few months, the Stock's fundamental drivers remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 64.4 B | |
| Total Cashflows From Investing Activities | -65.4 B |
Siam |
Siam Cement Relative Risk vs. Return Landscape
If you would invest 32,500 in The Siam Cement on August 28, 2024 and sell it today you would lose (13,200) from holding The Siam Cement or give up 40.62% of portfolio value over 90 days. The Siam Cement is generating negative expected returns and assumes 5.1582% volatility on return distribution over the 90 days horizon. Simply put, 45% of stocks are less volatile than Siam, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Siam Cement Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam Cement's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as The Siam Cement, and traders can use it to determine the average amount a Siam Cement'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 = -0.127
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| Negative Returns | SCC-R |
Estimated Market Risk
| 5.16 actual daily | 45 55% of assets are more volatile |
Expected Return
| -0.66 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Siam Cement 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 Siam Cement by adding Siam Cement to a well-diversified portfolio.
Siam Cement Fundamentals Growth
Siam Stock prices reflect investors' perceptions of the future prospects and financial health of Siam Cement, and Siam Cement 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 Siam Stock performance.
| Return On Equity | 0.0393 | |||
| Return On Asset | 0.0136 | |||
| Profit Margin | 0.04 % | |||
| Operating Margin | 0.03 % | |||
| Current Valuation | 687.56 B | |||
| Shares Outstanding | 1.2 B | |||
| Price To Earning | 12.63 X | |||
| Price To Book | 1.01 X | |||
| Price To Sales | 0.68 X | |||
| Revenue | 530.11 B | |||
| EBITDA | 99.23 B | |||
| Cash And Equivalents | 38.84 B | |||
| Cash Per Share | 32.37 X | |||
| Total Debt | 206.29 B | |||
| Debt To Equity | 0.73 % | |||
| Book Value Per Share | 311.88 X | |||
| Cash Flow From Operations | 38.8 B | |||
| Earnings Per Share | 24.61 X | |||
| Total Asset | 861.1 B | |||
| Retained Earnings | 216.34 B | |||
| Current Asset | 150.35 B | |||
| Current Liabilities | 134.53 B | |||
About Siam Cement Performance
By analyzing Siam Cement's fundamental ratios, stakeholders can gain valuable insights into Siam Cement's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Siam Cement 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 Siam Cement has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Siam Cement Public Company Limited, through its subsidiaries, engages in cement, building materials, chemicals, packaging, and investment businesses in Thailand, Vietnam, China, Indonesia, and internationally.Things to note about Siam Cement performance evaluation
Checking the ongoing alerts about Siam Cement for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Siam Cement help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Siam Cement generated a negative expected return over the last 90 days | |
| Siam Cement has high historical volatility and very poor performance |
- Analyzing Siam Cement'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 Siam Cement's stock is overvalued or undervalued compared to its peers.
- Examining Siam Cement'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 Siam Cement's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siam Cement's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Siam Cement's stock. These opinions can provide insight into Siam Cement's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Siam Stock analysis
When running Siam Cement's price analysis, check to measure Siam Cement's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Siam Cement is operating at the current time. Most of Siam Cement's value examination focuses on studying past and present price action to predict the probability of Siam Cement's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siam Cement's price. Additionally, you may evaluate how the addition of Siam Cement to your portfolios can decrease your overall portfolio volatility.
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