Tanachira Retail (Thailand) Performance
| TAN Stock | 7.40 0.20 2.63% |
The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tanachira Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tanachira Retail is expected to be smaller as well. At this point, Tanachira Retail has a negative expected return of -0.3%. Please make sure to validate Tanachira Retail's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Tanachira Retail 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 Tanachira Retail 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
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Tanachira Retail Relative Risk vs. Return Landscape
If you would invest 910.00 in Tanachira Retail on September 13, 2024 and sell it today you would lose (170.00) from holding Tanachira Retail or give up 18.68% of portfolio value over 90 days. Tanachira Retail is producing return of less than zero assuming 3.1229% volatility of returns over the 90 days investment horizon. Simply put, 27% of all stocks have less volatile historical return distribution than Tanachira Retail, 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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Tanachira Retail Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tanachira Retail's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Tanachira Retail, and traders can use it to determine the average amount a Tanachira Retail'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 = -0.0952
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| Negative Returns | TAN |
Estimated Market Risk
| 3.12 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Tanachira Retail 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 Tanachira Retail by adding Tanachira Retail to a well-diversified portfolio.
Things to note about Tanachira Retail performance evaluation
Checking the ongoing alerts about Tanachira Retail for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Tanachira Retail help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Tanachira Retail generated a negative expected return over the last 90 days | |
| Tanachira Retail has high historical volatility and very poor performance |
- Analyzing Tanachira Retail'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 Tanachira Retail's stock is overvalued or undervalued compared to its peers.
- Examining Tanachira Retail'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 Tanachira Retail's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Tanachira Retail's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Tanachira Retail's stock. These opinions can provide insight into Tanachira Retail's potential for growth and whether the stock is currently undervalued or overvalued.