Stock Exchange (Thailand) Performance
| SET Index | 1,314 21.14 1.58% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Stock Exchange are completely uncorrelated.
Stock Exchange Relative Risk vs. Return Landscape
If you would invest 146,295 in Stock Exchange Of on November 3, 2024 and sell it today you would lose (14,845) from holding Stock Exchange Of or give up 10.15% of portfolio value over 90 days. Stock Exchange Of is generating negative expected returns and assumes 0.7952% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than Stock, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Stock Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stock Exchange's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Stock Exchange Of, and traders can use it to determine the average amount a Stock Exchange'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 = -0.2165
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SET |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.22 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Stock Exchange 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 Stock Exchange by adding Stock Exchange to a well-diversified portfolio.
| Stock Exchange generated a negative expected return over the last 90 days |