BPS TECHNOLOGY (Thailand) Performance
| BPS Stock | 0.57 0.02 3.39% |
The firm shows a Beta (market volatility) of 0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BPS TECHNOLOGY's returns are expected to increase less than the market. However, during the bear market, the loss of holding BPS TECHNOLOGY is expected to be smaller as well. At this point, BPS TECHNOLOGY PUBLIC has a negative expected return of -0.36%. Please make sure to confirm BPS TECHNOLOGY's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if BPS TECHNOLOGY PUBLIC performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days BPS TECHNOLOGY PUBLIC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain quite persistent which may send shares a bit higher in January 2025. The latest mess may also be a sign of long-standing up-swing for the company institutional investors. ...more
BPS |
BPS TECHNOLOGY Relative Risk vs. Return Landscape
If you would invest 74.00 in BPS TECHNOLOGY PUBLIC on September 14, 2024 and sell it today you would lose (17.00) from holding BPS TECHNOLOGY PUBLIC or give up 22.97% of portfolio value over 90 days. BPS TECHNOLOGY PUBLIC is producing return of less than zero assuming 3.8399% volatility of returns over the 90 days investment horizon. Simply put, 34% of all stocks have less volatile historical return distribution than BPS TECHNOLOGY, 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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BPS TECHNOLOGY Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BPS TECHNOLOGY's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BPS TECHNOLOGY PUBLIC, and traders can use it to determine the average amount a BPS TECHNOLOGY'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 = -0.0944
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| Negative Returns | BPS |
Estimated Market Risk
| 3.84 actual daily | 34 66% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BPS TECHNOLOGY 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 BPS TECHNOLOGY by adding BPS TECHNOLOGY to a well-diversified portfolio.
Things to note about BPS TECHNOLOGY PUBLIC performance evaluation
Checking the ongoing alerts about BPS TECHNOLOGY for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BPS TECHNOLOGY PUBLIC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BPS TECHNOLOGY generated a negative expected return over the last 90 days | |
| BPS TECHNOLOGY has some characteristics of a very speculative penny stock | |
| BPS TECHNOLOGY has high historical volatility and very poor performance |
- Analyzing BPS TECHNOLOGY'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 BPS TECHNOLOGY's stock is overvalued or undervalued compared to its peers.
- Examining BPS TECHNOLOGY'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 BPS TECHNOLOGY's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BPS TECHNOLOGY's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BPS TECHNOLOGY's stock. These opinions can provide insight into BPS TECHNOLOGY's potential for growth and whether the stock is currently undervalued or overvalued.