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KGI Securities (Thailand) PCL (BKK:KGI) 5-Year Sharpe Ratio : 0.06 (As of Jul. 10, 2025)


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What is KGI Securities (Thailand) PCL 5-Year Sharpe Ratio?

The 5-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past five years. As of today (2025-07-10), KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio is 0.06.


Competitive Comparison of KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio

For the Capital Markets subindustry, KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio, along with its competitors' market caps and 5-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.


KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio Distribution in the Capital Markets Industry

For the Capital Markets industry and Financial Services sector, KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio distribution charts can be found below:

* The bar in red indicates where KGI Securities (Thailand) PCL's 5-Year Sharpe Ratio falls into.


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KGI Securities (Thailand) PCL 5-Year Sharpe Ratio Calculation

The 5-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset in the last five years. A stock / portfolio's 5-Year Sharpe Ratio can be calculated by dividing the difference between the five-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the investment returns over the past five years.


KGI Securities (Thailand) PCL  (BKK:KGI) 5-Year Sharpe Ratio Explanation

The 5-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past five years. It is calculated as the annualized result of the average five-year monthly excess returns divided by its standard deviation in the five-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.


KGI Securities (Thailand) PCL 5-Year Sharpe Ratio Related Terms

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KGI Securities (Thailand) PCL Business Description

Traded in Other Exchanges
Address
Witthayu Road, No. 195, One Bangkok Tower 4, 18th-19th Floor, Lumphini Subdistrict, Pathumwan District, Bangkok, THA, 10330
KGI Securities (Thailand) PCL is a Thailand-based company engaged in the securities and derivatives business. Its business activities include securities brokerage, securities dealing, investment advisory, securities underwriting, securities borrowing and lending, securities registrar, derivatives brokerage, financial advisory, over-the-counter derivative business, sales agent of mutual fund units, and others. The operating segments of the company are the Securities and derivatives brokerage segment, Investment banking segment, Security trading segment and Asset management segment, of which key revenue is generated from the security trading segment.

KGI Securities (Thailand) PCL Headlines

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