Britania PCL (Thailand) Performance
| BRI Stock | 4.10 0.04 0.97% |
The firm shows a Beta (market volatility) of 0.0165, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Britania PCL's returns are expected to increase less than the market. However, during the bear market, the loss of holding Britania PCL is expected to be smaller as well. At this point, Britania PCL has a negative expected return of -0.21%. Please make sure to confirm Britania PCL's standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Britania PCL performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Britania PCL 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 forward 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
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Britania PCL Relative Risk vs. Return Landscape
If you would invest 475.00 in Britania PCL on September 4, 2024 and sell it today you would lose (65.00) from holding Britania PCL or give up 13.68% of portfolio value over 90 days. Britania PCL is producing return of less than zero assuming 2.028% volatility of returns over the 90 days investment horizon. Simply put, 18% of all stocks have less volatile historical return distribution than Britania PCL, 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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Britania PCL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Britania PCL's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Britania PCL, and traders can use it to determine the average amount a Britania PCL'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 = -0.1052
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| Negative Returns | BRI |
Estimated Market Risk
| 2.03 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Britania PCL 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 Britania PCL by adding Britania PCL to a well-diversified portfolio.
Things to note about Britania PCL performance evaluation
Checking the ongoing alerts about Britania PCL for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Britania PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Britania PCL generated a negative expected return over the last 90 days |
- Analyzing Britania PCL'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 Britania PCL's stock is overvalued or undervalued compared to its peers.
- Examining Britania PCL'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 Britania PCL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Britania PCL's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Britania PCL's stock. These opinions can provide insight into Britania PCL's potential for growth and whether the stock is currently undervalued or overvalued.