TMBThanachart Bank (Germany) Performance
| TMLF Stock | 0.04 0.00 0.00% |
TMBThanachart Bank has a performance score of 3 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TMBThanachart Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding TMBThanachart Bank is expected to be smaller as well. TMBThanachart Bank PCL currently owns a risk of 1.48%. Please validate TMBThanachart Bank PCL coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if TMBThanachart Bank PCL will be following its current price history.
Risk-Adjusted Performance
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Over the last 90 days TMBThanachart Bank PCL has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, TMBThanachart Bank is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
TMBThanachart |
TMBThanachart Bank Relative Risk vs. Return Landscape
If you would invest 4.20 in TMBThanachart Bank PCL on October 23, 2024 and sell it today you would earn a total of 0.15 from holding TMBThanachart Bank PCL or generate 3.57% return on investment over 90 days. TMBThanachart Bank PCL is generating 0.0692% of daily returns and assumes 1.4786% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than TMBThanachart, 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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TMBThanachart Bank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TMBThanachart Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TMBThanachart Bank PCL, and traders can use it to determine the average amount a TMBThanachart Bank'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 = 0.0468
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Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average TMBThanachart Bank is performing at about 3% 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 TMBThanachart Bank by adding it to a well-diversified portfolio.
Things to note about TMBThanachart Bank PCL performance evaluation
Checking the ongoing alerts about TMBThanachart Bank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TMBThanachart Bank PCL help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TMBThanachart Bank has some characteristics of a very speculative penny stock |
- Analyzing TMBThanachart Bank'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 TMBThanachart Bank's stock is overvalued or undervalued compared to its peers.
- Examining TMBThanachart Bank'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 TMBThanachart Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TMBThanachart Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TMBThanachart Bank's stock. These opinions can provide insight into TMBThanachart Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for TMBThanachart Stock Analysis
When running TMBThanachart Bank's price analysis, check to measure TMBThanachart Bank'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 TMBThanachart Bank is operating at the current time. Most of TMBThanachart Bank's value examination focuses on studying past and present price action to predict the probability of TMBThanachart Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TMBThanachart Bank's price. Additionally, you may evaluate how the addition of TMBThanachart Bank to your portfolios can decrease your overall portfolio volatility.