ABF Thailand (Thailand) Performance
| ABFTH Etf | 1,330 0.00 0.00% |
The etf shows a Beta (market volatility) of -0.0345, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ABF Thailand are expected to decrease at a much lower rate. During the bear market, ABF Thailand is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days The ABF Thailand has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong fundamental drivers, ABF Thailand is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ABF |
ABF Thailand Relative Risk vs. Return Landscape
If you would invest 134,400 in The ABF Thailand on December 15, 2024 and sell it today you would lose (1,400) from holding The ABF Thailand or give up 1.04% of portfolio value over 90 days. The ABF Thailand is generating negative expected returns and assumes 0.1323% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than ABF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ABF Thailand Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABF Thailand's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as The ABF Thailand, and traders can use it to determine the average amount a ABF Thailand'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 = -0.127
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ABFTH |
Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ABF Thailand 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 ABF Thailand by adding ABF Thailand to a well-diversified portfolio.
| ABF Thailand generated a negative expected return over the last 90 days |