BCAP Mid (Thailand) Performance
| BMSCG Etf | 8.50 0.07 0.82% |
The entity owns a Beta (Systematic Risk) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BCAP Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding BCAP Mid is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days BCAP Mid Small has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's fundamental drivers remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
BCAP |
BCAP Mid Relative Risk vs. Return Landscape
If you would invest 995.00 in BCAP Mid Small on September 23, 2024 and sell it today you would lose (138.00) from holding BCAP Mid Small or give up 13.87% of portfolio value over 90 days. BCAP Mid Small is generating negative expected returns and assumes 0.8121% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than BCAP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BCAP Mid Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCAP Mid's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BCAP Mid Small, and traders can use it to determine the average amount a BCAP Mid'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 = -0.2922
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BMSCG |
Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.24 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.29 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BCAP Mid 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 BCAP Mid by adding BCAP Mid to a well-diversified portfolio.
| BCAP Mid Small generated a negative expected return over the last 90 days |