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Central Pattana PCL (BKK:CPN-F) 10-Year Sharpe Ratio : 0.10 (As of Dec. 12, 2024)


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What is Central Pattana PCL 10-Year Sharpe Ratio?

The 10-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past ten years. As of today (2024-12-12), Central Pattana PCL's 10-Year Sharpe Ratio is 0.10.


Competitive Comparison of Central Pattana PCL's 10-Year Sharpe Ratio

For the Real Estate - Diversified subindustry, Central Pattana PCL's 10-Year Sharpe Ratio, along with its competitors' market caps and 10-Year Sharpe Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Central Pattana PCL's 10-Year Sharpe Ratio Distribution in the Real Estate Industry

For the Real Estate industry and Real Estate sector, Central Pattana PCL's 10-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Central Pattana PCL's 10-Year Sharpe Ratio falls into.



Central Pattana PCL 10-Year Sharpe Ratio Calculation

The 10-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last ten years. A stock / portfolio's 10-Year Sharpe Ratio can be calculated by dividing the difference between the ten-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past ten years.


Central Pattana PCL  (BKK:CPN-F) 10-Year Sharpe Ratio Explanation

The 10-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past ten years. It is calculated as the annualized result of the average ten-year monthly excess returns divided by its standard deviation in the ten-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.


Central Pattana PCL 10-Year Sharpe Ratio Related Terms

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Central Pattana PCL Business Description

Traded in Other Exchanges
Address
999/9 Rama I Road, 31-33 Floor, The Offices at Central World, Patumwan District, Patumwan Sub-District, Bangkok, THA, 10330
Central Pattana PCL develops and manages large-scale shopping complexes, office buildings, and hotels. The company's operating segment includes Development of shopping center buildings, office building and condominiums for rent including provision of utility services, operator of play land and water theme park in the shopping center buildings; Food center services in the shopping centers; Hotel business and Real estate business for sales of land and houses and condominium units.

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