Muang Thai (Thailand) Performance
| MTI Stock | THB 105.50 0.50 0.48% |
The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Muang Thai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Muang Thai is expected to be smaller as well. At this point, Muang Thai Insurance has a negative expected return of -0.0181%. Please make sure to verify Muang Thai's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Muang Thai Insurance performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Muang Thai Insurance has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent forward indicators, Muang Thai is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
| Begin Period Cash Flow | 313.2 M | |
| Total Cashflows From Investing Activities | -175.2 M | |
| Free Cash Flow | 396.5 M |
Muang |
Muang Thai Relative Risk vs. Return Landscape
If you would invest 10,700 in Muang Thai Insurance on September 5, 2024 and sell it today you would lose (150.00) from holding Muang Thai Insurance or give up 1.4% of portfolio value over 90 days. Muang Thai Insurance is producing return of less than zero assuming 0.9395% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Muang Thai, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Muang Thai Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Muang Thai's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Muang Thai Insurance, and traders can use it to determine the average amount a Muang Thai'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 = -0.0192
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MTI |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Muang Thai 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 Muang Thai by adding Muang Thai to a well-diversified portfolio.
Muang Thai Fundamentals Growth
Muang Stock prices reflect investors' perceptions of the future prospects and financial health of Muang Thai, and Muang Thai 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 Muang Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0218 | |||
| Profit Margin | 0.08 % | |||
| Operating Margin | 0.1 % | |||
| Current Valuation | 6.81 B | |||
| Shares Outstanding | 59 M | |||
| Price To Earning | 15.56 X | |||
| Price To Book | 1.24 X | |||
| Price To Sales | 0.66 X | |||
| Revenue | 10.27 B | |||
| EBITDA | 1.11 B | |||
| Cash And Equivalents | 320.03 M | |||
| Cash Per Share | 5.42 X | |||
| Debt To Equity | 0.40 % | |||
| Book Value Per Share | 99.70 X | |||
| Cash Flow From Operations | 571.71 M | |||
| Earnings Per Share | 14.24 X | |||
| Total Asset | 30.01 B | |||
| Retained Earnings | 2.87 B | |||
| Current Asset | 8.14 B | |||
| Current Liabilities | 10.92 B | |||
About Muang Thai Performance
By examining Muang Thai's fundamental ratios, stakeholders can obtain critical insights into Muang Thai's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Muang Thai is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Muang Thai Insurance Public Company Limited provides non-life insurance products and services in Thailand. It also invests in various securities, as well as engages in reinsurance business. MUANG THAI operates under Insurance - Property Casualty classification in Thailand and is traded on Stock Exchange of Thailand.Things to note about Muang Thai Insurance performance evaluation
Checking the ongoing alerts about Muang Thai for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Muang Thai Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Muang Thai Insurance generated a negative expected return over the last 90 days | |
| The company has a current ratio of 0.54, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Muang Thai until it has trouble settling it off, either with new capital or with free cash flow. So, Muang Thai's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Muang Thai Insurance sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Muang to invest in growth at high rates of return. When we think about Muang Thai's use of debt, we should always consider it together with cash and equity. | |
| About 56.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Muang Thai'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 Muang Thai's stock is overvalued or undervalued compared to its peers.
- Examining Muang Thai'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 Muang Thai's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Muang Thai's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Muang Thai's stock. These opinions can provide insight into Muang Thai's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Muang Stock
Muang Thai financial ratios help investors to determine whether Muang Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Muang with respect to the benefits of owning Muang Thai security.