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Uob Kay Hian Securities (Thailand) PCL (BKK:UOBKH-R) 3-Year Sharpe Ratio : -0.14 (As of Jul. 10, 2025)


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What is Uob Kay Hian Securities (Thailand) PCL 3-Year Sharpe Ratio?

The 3-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past three years. As of today (2025-07-10), Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio is -0.14.


Competitive Comparison of Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio

For the Capital Markets subindustry, Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio, along with its competitors' market caps and 3-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.


Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where Uob Kay Hian Securities (Thailand) PCL's 3-Year Sharpe Ratio falls into.


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Uob Kay Hian Securities (Thailand) PCL 3-Year Sharpe Ratio Calculation

The 3-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last three years. A stock / portfolio's 3-Year Sharpe Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past three years.


Uob Kay Hian Securities (Thailand) PCL  (BKK:UOBKH-R) 3-Year Sharpe Ratio Explanation

The 3-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past three years. It is calculated as the annualized result of the average three-year monthly excess returns divided by its standard deviation in the three-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.


Uob Kay Hian Securities (Thailand) PCL 3-Year Sharpe Ratio Related Terms

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Uob Kay Hian Securities (Thailand) PCL Business Description

Traded in Other Exchanges
Address
Wireless Road, 130-132, Sindhorn Building Tower I, 2nd and 3rd Floor, Lumpini, Pathumwan, Bangkok, THA, 10330
Uob Kay Hian Securities (Thailand) PCL operates as a securities brokerage and derivatives agent. Its business includes Securities Brokerage, Trading & Underwriting; Investment Advisory Service; Derivatives Agent; and Securities borrowing & lending. The company operates in three segments: Securities & derivatives, Financial advisory, and Investing business, of which the vast majority of its revenue comes from the Securities & derivatives segment. Its products and services include Online Trade, Broker-Assisted Trading, Mutual Funds, Derivatives Trading, Fixed Income, ATS, Bill Payment, and others. Geographically, it operates in Thailand.

Uob Kay Hian Securities (Thailand) PCL Headlines

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