Siam Global (Thailand) Performance
| GLOBAL Stock | THB 6.90 0.25 3.50% |
The entity has a beta of 1.33, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Siam Global will likely underperform. At this point, Siam Global House has a negative expected return of -1.01%. Please make sure to validate Siam Global's mean deviation, jensen alpha, potential upside, as well as the relationship between the standard deviation and treynor ratio , to decide if Siam Global House performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Siam Global House 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 somewhat strong which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
| Begin Period Cash Flow | 1.2 B | |
| Total Cashflows From Investing Activities | -2.6 B |
Siam |
Siam Global Relative Risk vs. Return Landscape
If you would invest 1,354 in Siam Global House on December 25, 2024 and sell it today you would lose (664.00) from holding Siam Global House or give up 49.04% of portfolio value over 90 days. Siam Global House is generating negative expected returns and assumes 3.7226% volatility on return distribution over the 90 days horizon. Simply put, 33% of stocks are less volatile than Siam, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Siam Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam Global's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Siam Global House, and traders can use it to determine the average amount a Siam Global'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 = -0.2716
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GLOBAL |
Estimated Market Risk
| 3.72 actual daily | 33 67% of assets are more volatile |
Expected Return
| -1.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Siam Global 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 Siam Global by adding Siam Global to a well-diversified portfolio.
Siam Global Fundamentals Growth
Siam Stock prices reflect investors' perceptions of the future prospects and financial health of Siam Global, and Siam Global 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 Siam Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.0738 | |||
| Profit Margin | 0.10 % | |||
| Operating Margin | 0.13 % | |||
| Current Valuation | 110.67 B | |||
| Shares Outstanding | 4.8 B | |||
| Price To Earning | 33.41 X | |||
| Price To Book | 4.50 X | |||
| Price To Sales | 2.68 X | |||
| Revenue | 33.5 B | |||
| EBITDA | 5.59 B | |||
| Cash And Equivalents | 504.35 M | |||
| Cash Per Share | 0.12 X | |||
| Total Debt | 2.14 B | |||
| Debt To Equity | 84.50 % | |||
| Book Value Per Share | 4.45 X | |||
| Cash Flow From Operations | 3.2 B | |||
| Earnings Per Share | 0.77 X | |||
| Total Asset | 39.27 B | |||
| Retained Earnings | 3.1 B | |||
| Current Asset | 9.1 B | |||
| Current Liabilities | 4.33 B | |||
About Siam Global Performance
By analyzing Siam Global's fundamental ratios, stakeholders can gain valuable insights into Siam Global's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Siam Global 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 Siam Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Siam Global House Public Company Limited engages in merchandising construction and decoration materials, and equipment in Thailand. The company was founded in 1995 and is headquartered in Mueang Roi Et, Thailand. SIAM GLOBAL operates under Building And Construction Materials classification in Thailand and is traded on Stock Exchange of Thailand.Things to note about Siam Global House performance evaluation
Checking the ongoing alerts about Siam Global for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Siam Global House help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Siam Global House generated a negative expected return over the last 90 days | |
| Siam Global House has high historical volatility and very poor performance | |
| Siam Global House has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| About 68.0% of the company shares are held by company insiders |
- Analyzing Siam Global'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 Siam Global's stock is overvalued or undervalued compared to its peers.
- Examining Siam Global'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 Siam Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Siam Global's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Siam Global's stock. These opinions can provide insight into Siam Global's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Siam Stock analysis
When running Siam Global's price analysis, check to measure Siam Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Siam Global is operating at the current time. Most of Siam Global's value examination focuses on studying past and present price action to predict the probability of Siam Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siam Global's price. Additionally, you may evaluate how the addition of Siam Global to your portfolios can decrease your overall portfolio volatility.
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