Stock Exchange (Thailand) Price on December 20, 2022
| SET Index | 1,357 7.94 0.59% |
Below is the normalized historical share price chart for Stock Exchange Of extending back to January 04, 1982. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Stock Exchange stands at 1,357, as last reported on the 24th of April, with the highest price reaching 1,363 and the lowest price hitting 1,353 during the day.
If you're considering investing in Stock Index, it is important to understand the factors that can impact its price. Stock Exchange owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0287, which indicates the index had a -0.0287% return per unit of risk over the last 3 months. Stock Exchange Of exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Stock Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0287
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SET |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Stock Exchange 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 Stock Exchange by adding Stock Exchange to a well-diversified portfolio.
Stock Exchange Valuation on December 20, 2022
It is possible to determine the worth of Stock Exchange on a given historical date. On December 20, 2022 Stock was worth 1619.72 at the beginning of the trading date compared to the closed value of 1604.44. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Stock Exchange index. Still, in general, we apply an absolute valuation method to find Stock Exchange'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 Stock Exchange where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Stock Exchange's related companies.
| Open | High | Low | Close | Volume | |
| 1,619 | 1,624 | 1,614 | 1,618 | 13,000,000,000 | |
12/20/2022 | 1,620 | 1,622 | 1,597 | 1,604 | 15,760,000,000 |
| 1,611 | 1,613 | 1,605 | 1,610 | 12,420,000,000 |
| Backtest Stock Exchange | | | Stock Exchange History | Previous | Next |
Stock Exchange Trading Date Momentum on December 20, 2022
| On December 21 2022 Stock Exchange Of was traded for 1,610 at the closing time. The highest price during the trading period was 1,613 and the lowest recorded bid was listed for 1,605 . The volume for the day was 12.4 B. This history from December 21, 2022 contributed to the next trading day price growth. The trading price change to the next closing price was 0.34% . The trading price change to the current price is 3.63% . |
Price Boundaries
Stock Exchange Period Price Range
Low | December 20, 2022
| High |
1,620 | 1,604 |
Stock Exchange April 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Stock Exchange index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stock Exchange shares will generate the highest return on investment. By undertsting and applying Stock Exchange index market strength indicators, traders can identify Stock Exchange Of entry and exit signals to maximize returns
| Accumulation Distribution | 238.2 M | |||
| Daily Balance Of Power | (0.62) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 1609.29 | |||
| Day Typical Price | 1607.67 | |||
| Price Action Indicator | (12.48) | |||
| Period Momentum Indicator | (246.98) |
Stock Exchange Technical Drivers
Stock Exchange April 24, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Stock Exchange's price direction in advance. Along with the technical and fundamental analysis of Stock Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Stock 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 | (0.05) | |||
| Mean Deviation | 0.5599 | |||
| Coefficient Of Variation | (1,250) | |||
| Standard Deviation | 0.7548 | |||
| Variance | 0.5697 | |||
| Information Ratio | (0.20) | |||
| Total Risk Alpha | (0.17) | |||
| Maximum Drawdown | 3.98 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 1.18 | |||
| Skewness | 8.0E-4 | |||
| Kurtosis | 1.13 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.