BCAP MSCI (Thailand) Performance
| BMSCITH Etf | THB 9.68 0.09 0.92% |
The entity owns a Beta (Systematic Risk) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BCAP MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding BCAP MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days BCAP MSCI Thailand has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest conflicting performance, the Etf's fundamental indicators remain strong and the recent confusion on Wall Street may also be a sign of long-lasting gains for the Etf traders. ...more
| Fifty Two Week Low | 8.27 | |
| Fifty Two Week High | 11.28 |
BCAP |
BCAP MSCI Relative Risk vs. Return Landscape
If you would invest 1,046 in BCAP MSCI Thailand on September 22, 2024 and sell it today you would lose (78.00) from holding BCAP MSCI Thailand or give up 7.46% of portfolio value over 90 days. BCAP MSCI Thailand is generating negative expected returns and assumes 0.7302% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCAP MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BCAP MSCI Thailand, and traders can use it to determine the average amount a BCAP MSCI'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 = -0.1703
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BMSCITH |
Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BCAP MSCI 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 MSCI by adding BCAP MSCI to a well-diversified portfolio.
BCAP MSCI Fundamentals Growth
BCAP Etf prices reflect investors' perceptions of the future prospects and financial health of BCAP MSCI, and BCAP MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on BCAP Etf performance.
| Total Asset | 1.35 B | |||
About BCAP MSCI Performance
By evaluating BCAP MSCI's fundamental ratios, stakeholders can gain valuable insights into BCAP MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BCAP MSCI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if BCAP MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The Fund employs a passive management strategy with the investment policy to emphasize investing in securities that are constituents of the Underlying Index , as well as the securities pending inclusion in or exclusion of the composition of the Underlying Index at the average of not less than 80 per cent of the net asset value of the Fund in an accounting period. BCAP MSCI is traded on Stock Exchange of Thailand in Thailand.| BCAP MSCI Thailand generated a negative expected return over the last 90 days | |
| The fund generated three year return of -4.0% | |
| BCAP MSCI Thailand holds 99.47% of its assets under management (AUM) in equities |
Other Information on Investing in BCAP Etf
BCAP MSCI 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 MSCI security.