Stock Exchange (Thailand) Performance
| SET Index | 1,428 0.47 0.03% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Stock Exchange are completely uncorrelated.
Stock Exchange Relative Risk vs. Return Landscape
If you would invest 135,364 in Stock Exchange Of on September 1, 2024 and sell it today you would earn a total of 7,390 from holding Stock Exchange Of or generate 5.46% return on investment over 90 days. Stock Exchange Of is generating 0.0871% of daily returns and assumes 0.7406% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than Stock, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Stock Exchange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stock Exchange's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Stock Exchange Of, and traders can use it to determine the average amount a Stock Exchange'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 = 0.1176
| Best Portfolio | Best Equity | |||
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| Cash | SET | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Stock Exchange is performing at about 9% of its full potential. 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 Stock Exchange by adding it to a well-diversified portfolio.