Siam Commercial (Thailand) Price on July 4, 2023
| SCB-R Stock | THB 118.00 2.93 2.55% |
If you're considering investing in Siam Stock, it is important to understand the factors that can impact its price. As of today, the current price of Siam Commercial stands at 118.00, as last reported on the 4th of December, with the highest price reaching 118.00 and the lowest price hitting 116.00 during the day. Siam Commercial is out of control given 3 months investment horizon. Siam Commercial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have analyzed twenty-two different technical indicators, which can help you to evaluate if expected returns of 14.38% are justified by taking the suggested risk. Use Siam Commercial Risk Adjusted Performance of 0.1349, coefficient of variation of 562.05, and Variance of 0.492 to evaluate company specific risk that cannot be diversified away.
Siam Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Siam |
Sharpe Ratio = 0.1134
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Estimated Market Risk
| 126.81 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Siam Commercial is performing at about 8% 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 Siam Commercial by adding it to a well-diversified portfolio.
Siam Commercial Valuation on July 4, 2023
It is possible to determine the worth of Siam Commercial on a given historical date. On July 4, 2023 Siam was worth 102.93 at the beginning of the trading date compared to the closed value of 102.93. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Siam Commercial stock. Still, in general, we apply an absolute valuation method to find Siam Commercial's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Siam Commercial where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Siam Commercial's related companies.
| Open | High | Low | Close | Volume | |
| 102.93 | 102.93 | 102.93 | 102.93 | 1.00 | |
07/04/2023 | 102.93 | 102.93 | 102.93 | 102.93 | 1.00 |
| 108.63 | 110.00 | 107.50 | 108.63 | 7,968,100 |
| Backtest Siam Commercial | | | Siam Commercial History | | | Siam Commercial Valuation | Previous | Next |
Siam Commercial Trading Date Momentum on July 4, 2023
| On July 05 2023 The Siam Commercial was traded for 108.63 at the closing time. The highest price during the trading period was 110.00 and the lowest recorded bid was listed for 107.50 . The volume for the day was 8 M. This history from July 5, 2023 contributed to the next trading day price jump. The trading price change to the next closing price was 5.54% . The trading price change to the current price is 4.61% . |
Siam Commercial Fundamentals Correlations and Trends
By evaluating Siam Commercial's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Siam Commercial's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Siam financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Siam Commercial Stock history
Siam Commercial investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Siam is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Siam Commercial will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Siam Commercial stock prices may prove useful in developing a viable investing in Siam Commercial
Siam Commercial Stock Technical Analysis
Siam Commercial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Siam Commercial Period Price Range
Low | December 4, 2024
| High |
0.00 | 0.00 |
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Siam Commercial December 4, 2024 Market Strength
Market strength indicators help investors to evaluate how Siam Commercial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Siam Commercial shares will generate the highest return on investment. By undertsting and applying Siam Commercial stock market strength indicators, traders can identify The Siam Commercial entry and exit signals to maximize returns
Siam Commercial Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Siam Commercial's price direction in advance. Along with the technical and fundamental analysis of Siam Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Siam to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1349 | |||
| Jensen Alpha | 0.1253 | |||
| Total Risk Alpha | 0.0198 | |||
| Treynor Ratio | (1.13) |
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
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| Volume Indicators |
Complementary Tools for Siam Stock analysis
When running Siam Commercial's price analysis, check to measure Siam Commercial'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 Commercial is operating at the current time. Most of Siam Commercial's value examination focuses on studying past and present price action to predict the probability of Siam Commercial'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 Commercial's price. Additionally, you may evaluate how the addition of Siam Commercial to your portfolios can decrease your overall portfolio volatility.
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