Bangkok Land (Thailand) Alpha and Beta Analysis
| BLAND Stock | THB 0.60 0.01 1.64% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bangkok Land Public. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bangkok Land over a specified time horizon. Remember, high Bangkok Land's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Bangkok Land's market risk premium analysis include:
Beta (0.03) | Alpha (0.1) | Risk 126 | Sharpe Ratio 0.13 | Expected Return 15.8 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Bangkok Land Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bangkok Land market risk premium is the additional return an investor will receive from holding Bangkok Land long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Bangkok Land. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Bangkok Land's performance over market.| α | -0.1 | β | -0.03 |
Bangkok Land expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Bangkok Land's Buy-and-hold return. Our buy-and-hold chart shows how Bangkok Land performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bangkok Land Market Price Analysis
Market price analysis indicators help investors to evaluate how Bangkok Land stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bangkok Land shares will generate the highest return on investment. By understating and applying Bangkok Land stock market price indicators, traders can identify Bangkok Land position entry and exit signals to maximize returns.
Bangkok Land Return and Market Media
The median price of Bangkok Land for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.62 with a coefficient of variation of 13.11. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.62, and mean deviation of 0.03. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Bangkok Land Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Bangkok or other stocks. Alpha measures the amount that position in Bangkok Land Public has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Bangkok Land in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Bangkok Land's short interest history, or implied volatility extrapolated from Bangkok Land options trading.
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Other Information on Investing in Bangkok Stock
Bangkok Land financial ratios help investors to determine whether Bangkok 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 Bangkok with respect to the benefits of owning Bangkok Land security.