Bangkok Commercial (Thailand) Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bangkok Commercial Property. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bangkok Commercial over a specified time horizon. Remember, high Bangkok Commercial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Bangkok Commercial's market risk premium analysis include:
Beta 0.29 | Alpha (0.01) | Risk 15.25 | Sharpe Ratio (0.17) | Expected Return (2.54) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Bangkok |
Bangkok Commercial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bangkok Commercial market risk premium is the additional return an investor will receive from holding Bangkok Commercial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Bangkok Commercial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Bangkok Commercial's performance over market.| α | -0.0063 | β | 0.29 |
Bangkok Commercial Fundamentals Vs Peers
Comparing Bangkok Commercial's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Bangkok Commercial's direct or indirect competition across all of the common fundamentals between Bangkok Commercial and the related equities. This way, we can detect undervalued stocks with similar characteristics as Bangkok Commercial or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Bangkok Commercial's fundamental indicators could also be used in its relative valuation, which is a method of valuing Bangkok Commercial by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Bangkok Commercial to competition |
| Fundamentals | Bangkok Commercial | Peer Average |
| Return On Equity | 0.0639 | -0.31 |
| Return On Asset | 0.027 | -0.14 |
| Profit Margin | 0.83 % | (1.27) % |
| Operating Margin | 0.58 % | (5.51) % |
| Current Valuation | 1.02 B | 16.62 B |
| Shares Outstanding | 100 M | 571.82 M |
| Shares Owned By Insiders | 41.35 % | 10.09 % |
Bangkok Commercial Opportunities
Bangkok Commercial Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Bangkok Commercial Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Bangkok or other stocks. Alpha measures the amount that position in Bangkok Commercial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bangkok Commercial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Bangkok Commercial's short interest history, or implied volatility extrapolated from Bangkok Commercial options trading.
Build Portfolio with Bangkok Commercial
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Bangkok Stock
Bangkok Commercial financial ratios help investors to determine whether Bangkok Stock 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 Bangkok with respect to the benefits of owning Bangkok Commercial security.