Stock Exchange (Thailand) Price on September 3, 2024
| SET Index | 1,430 7.85 0.55% |
Below is the normalized historical share price chart for Stock Exchange Of extending back to January 04, 1982. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Stock Exchange stands at 1,430, as last reported on the 28th of November, with the highest price reaching 1,437 and the lowest price hitting 1,426 during the day.
If you're considering investing in Stock Index, it is important to understand the factors that can impact its price. Stock Exchange owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the index had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stock Exchange Of, which you can use to evaluate the volatility of the index. Stock Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.114
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Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Stock Exchange is performing at about 8% of its full potential. 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 it to a well-diversified portfolio.
Stock Exchange Valuation on September 3, 2024
It is possible to determine the worth of Stock Exchange on a given historical date. On September 3, 2024 Stock was worth 1354.26 at the beginning of the trading date compared to the closed value of 1364.6. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Stock Exchange index. Still, in general, we apply an absolute valuation method to find Stock Exchange's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Stock Exchange where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Stock Exchange's related companies.
| Open | High | Low | Close | Volume | |
| 1,355 | 1,358 | 1,352 | 1,354 | (3,788,578,652) | |
09/03/2024 | 1,354 | 1,370 | 1,354 | 1,365 | (3,944,968,400) |
| 1,355 | 1,368 | 1,355 | 1,365 | (3,522,751,781) |
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Stock Exchange Trading Date Momentum on September 3, 2024
| On September 04 2024 Stock Exchange Of was traded for 1,365 at the closing time. The highest price during the trading period was 1,368 and the lowest recorded bid was listed for 1,355 . There was no trading activity during the period -3.5 B. Lack of trading volume on September 4, 2024 contributed to the next trading day price growth. The trading price change to the next closing price was 0.07% . The trading price change to the current price is 4.66% . |
Price Boundaries
Stock Exchange Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
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Stock Exchange November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how Stock Exchange index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stock Exchange shares will generate the highest return on investment. By undertsting and applying Stock Exchange index market strength indicators, traders can identify Stock Exchange Of entry and exit signals to maximize returns
Stock Exchange Technical Drivers
Stock Exchange November 28, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Stock Exchange's price direction in advance. Along with the technical and fundamental analysis of Stock Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Stock to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.097 | |||
| Mean Deviation | 0.5352 | |||
| Semi Deviation | 0.4425 | |||
| Downside Deviation | 0.5723 | |||
| Coefficient Of Variation | 784.2 | |||
| Standard Deviation | 0.7304 | |||
| Variance | 0.5335 | |||
| Information Ratio | (0.05) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.07) | |||
| Maximum Drawdown | 4.35 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.33 | |||
| Downside Variance | 0.3276 | |||
| Semi Variance | 0.1958 | |||
| Expected Short fall | (0.64) | |||
| Skewness | 0.9132 | |||
| Kurtosis | 2.21 |
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| Volume Indicators |