SVI Public (Thailand) Performance

SVI Public holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of -0.2933, which indicates not very significant fluctuations relative to the market. Let's try to break down what SVI Public's beta means in this case. As returns on the market increase, returns on owning SVI Public are expected to decrease at a much lower rate. During the bear market, SVI Public is likely to outperform the market. Although it is essential to pay attention to SVI Public current price movements, it is also good to be reasonable about what you can do with equity historical returns. Our way in which we are measuring future potential of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if SVI Public expected return of 14.51 will be sustainable into the future, we have found twenty-one different technical indicators, which can help you to check if the expected returns are sustainable. Use SVI Public standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to analyze future returns on SVI Public.
  
SVI Public Performance
8 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in SVI Public are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite fairly inconsistent basic indicators, SVI Public demonstrated solid returns over the last few months and may actually be approaching a breakup point. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0242
Payout Ratio
0.27
Last Split Factor
8:7
Forward Annual Dividend Rate
0.23
Ex Dividend Date
2022-05-05
Last Split Date
2013-04-30

SVI Public Price Channel

Begin Period Cash Flow1238830813.00
Total Cashflows From Investing Activities-378093723.00
Free Cash Flow-1432384962.00

SVI Public Relative Risk vs. Return Landscape

If you would invest  755.00  in SVI Public on September 5, 2022 and sell it today you would earn a total of  385.00  from holding SVI Public or generate 50.99% return on investment over 90 days. SVI Public is generating 14.507% of daily returns assuming 125.8066% volatility of returns over the 90 days investment horizon. Simply put, majority of traded equity instruments are less risky than SVI Public on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days trading horizon SVI Public is expected to generate 9.98 times more return on investment than the market. However, the company is 9.98 times more volatile than its market benchmark. It trades about 0.12 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.11 per unit of risk.

SVI Public Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SVI Public's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as SVI Public, and traders can use it to determine the average amount a SVI Public'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 = 0.1153

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Estimated Market Risk
 125.81
  actual daily
 
 96 %
of total potential
 
9696
Expected Return
 5.12
  actual daily
 
 96 %
of total potential
 
9696
Risk-Adjusted Return
 0.12
  actual daily
 
 8 %
of total potential
 
88
Based on monthly moving average SVI Public 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 SVI Public by adding it to a well-diversified portfolio.

About SVI Public Performance

To evaluate SVI Public Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when SVI Public generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare SVI Public Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand SVI Public market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents SVI Public's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
SVI Public Company Limited, together with its subsidiaries, provides electronic manufacturing services in Asia and Europe. SVI Public Company Limited was founded in 1985 and is headquartered in Pathumthani, Thailand. SVI PUBLIC operates under Electronic Components classification in Thailand and is traded on Stock Exchange of Thailand.

Things to note about SVI Public

Checking the ongoing alerts about SVI Public for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for SVI Public help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

SVI Public Alerts

Equity Alerts and Improvement Suggestions

SVI Public is way too risky over 90 days horizon
SVI Public has some characteristics of a very speculative penny stock
SVI Public appears to be risky and price may revert if volatility continues
SVI Public has accumulated about 1.53 B in cash with (1.14 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.71.
Roughly 77.0% of the company outstanding shares are owned by corporate insiders
Additionally, take a look at World Market Map. You can also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.

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When running SVI Public price analysis, check to measure SVI Public'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 SVI Public is operating at the current time. Most of SVI Public's value examination focuses on studying past and present price action to predict the probability of SVI Public's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SVI Public's price. Additionally, you may evaluate how the addition of SVI Public to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between SVI Public's value and its price as these two are different measures arrived at by different means. Investors typically determine SVI Public value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SVI Public's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.