Bluebik Group (Thailand) Performance
| BBIK Stock | 39.75 0.25 0.62% |
The firm shows a Beta (market volatility) of 0.0022, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bluebik Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bluebik Group is expected to be smaller as well. Bluebik Group PCL right now shows a risk of 2.32%. Please confirm Bluebik Group PCL treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Bluebik Group PCL will be following its price patterns.
Risk-Adjusted Performance
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Over the last 90 days Bluebik Group PCL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent forward-looking signals, Bluebik Group is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
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Bluebik Group Relative Risk vs. Return Landscape
If you would invest 4,025 in Bluebik Group PCL on September 27, 2024 and sell it today you would lose (50.00) from holding Bluebik Group PCL or give up 1.24% of portfolio value over 90 days. Bluebik Group PCL is generating 0.0054% of daily returns and assumes 2.3161% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Bluebik, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Bluebik Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bluebik Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Bluebik Group PCL, and traders can use it to determine the average amount a Bluebik Group'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 = 0.0023
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| Negative Returns | BBIK |
Estimated Market Risk
| 2.32 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bluebik Group 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 Bluebik Group by adding Bluebik Group to a well-diversified portfolio.
Things to note about Bluebik Group PCL performance evaluation
Checking the ongoing alerts about Bluebik Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Bluebik Group PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Bluebik Group's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Bluebik Group's stock performance include:- Analyzing Bluebik Group'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 Bluebik Group's stock is overvalued or undervalued compared to its peers.
- Examining Bluebik Group'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 Bluebik Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Bluebik Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Bluebik Group's stock. These opinions can provide insight into Bluebik Group's potential for growth and whether the stock is currently undervalued or overvalued.