BCAP SET100 (Thailand) Alpha and Beta Analysis
| BSET100 Etf | THB 9.33 0.08 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BCAP SET100. It also helps investors analyze the systematic and unsystematic risks associated with investing in BCAP SET100 over a specified time horizon. Remember, high BCAP SET100'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 BCAP SET100's market risk premium analysis include:
Beta 0.14 | Alpha (0.04) | Risk 0.69 | Sharpe Ratio (0.09) | Expected Return (0.06) |
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.
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BCAP SET100 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BCAP SET100 market risk premium is the additional return an investor will receive from holding BCAP SET100 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 BCAP SET100. 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 BCAP SET100's performance over market.| α | -0.04 | β | 0.14 |
BCAP SET100 expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of BCAP SET100's Buy-and-hold return. Our buy-and-hold chart shows how BCAP SET100 performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BCAP SET100 Market Price Analysis
Market price analysis indicators help investors to evaluate how BCAP SET100 etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BCAP SET100 shares will generate the highest return on investment. By understating and applying BCAP SET100 etf market price indicators, traders can identify BCAP SET100 position entry and exit signals to maximize returns.
BCAP SET100 Return and Market Media
The median price of BCAP SET100 for the period between Sun, Sep 22, 2024 and Sat, Dec 21, 2024 is 9.81 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 9.8, and mean deviation of 0.11. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About BCAP SET100 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 BCAP or other etfs. Alpha measures the amount that position in BCAP SET100 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 BCAP SET100 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, BCAP SET100's short interest history, or implied volatility extrapolated from BCAP SET100 options trading.
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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.