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The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-08-13), Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio is -0.74.
Bangkok Commercial Asset Management PCL (BKK:BAM) 1-Year Sharpe Ratio Explanation
The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. 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.
Bangkok Commercial Asset Management PCL 1-Year Sharpe Ratio Related Terms
BKK:BAM vs BLK, BX, KKR: 1-Year Sharpe Ratio Comparison
For the Asset Management subindustry, Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-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.
Bangkok Commercial Asset Management PCL 1-Year Sharpe Ratio vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio falls into.
Bangkok Commercial Asset Management PCL 1-Year Sharpe Ratio Calculation
The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.
Bangkok Commercial Asset Management PCL (BKK:BAM) has a 1-Year Sharpe Ratio of -0.74 as of Aug. 13, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Bangkok Commercial Asset Management PCL and its competitors.
Is Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio too high?
Bangkok Commercial Asset Management PCL's current 1-Year Sharpe Ratio is -0.74. Overall, Bangkok Commercial Asset Management PCL has a GF Score™ of 61/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio compare to BLK and BX?
Bangkok Commercial Asset Management PCL's 1-Year Sharpe Ratio of -0.74 can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Asset Management company?
A good 1-Year Sharpe Ratio depends on the Asset Management industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for Bangkok Commercial Asset Management PCL and its competitors. Bangkok Commercial Asset Management PCL's current 1-Year Sharpe Ratio is -0.74. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bangkok Commercial Asset Management PCL stock overvalued right now?
Based on GuruFocus' analysis, Bangkok Commercial Asset Management PCL (BKK:BAM) is currently considered Fairly Valued. The stock's GF Value™ is ฿6.70, compared to a current price of ฿6.65 — trading 0.7% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.74. Bangkok Commercial Asset Management PCL's overall GF Score™ is 61/100 with 7 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For Bangkok Commercial Asset Management PCL (BKK:BAM), the current 1-Year Sharpe Ratio is -0.74 as of Aug. 13, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Bangkok Commercial Asset Management PCL (BKK:BAM) Overvalued in 2026?
Based on GuruFocus' analysis, Bangkok Commercial Asset Management PCL stock appears to be undervalued.
The current stock price of ฿6.65 is trading 0.7% below its estimated GF Value™ of ฿6.70.
GuruFocus considers Bangkok Commercial Asset Management PCL to be Fairly Valued.
Key valuation signals for BKK:BAM:
1-Year Sharpe Ratio: -0.74
GF Value™: ฿6.70 vs. price of ฿6.65 (0.7% below fair value)
No single metric tells the full story. See the BKK:BAM stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bangkok Commercial Asset Management PCL engages in purchasing or receiving transfers of non-performing loans (NPLs) and non-performing assets (NPAs) for management and disposal. The Company focuses on asset management operations conducted only in Thailand. Its services include acquiring NPLs from financial institutions and managing them mainly through debt negotiation. It also acquires NPAs from financial institutions, including assets from debt settlements and collateral purchased at auctions from the Legal Execution Department, and adds value by improving and developing properties to make them ready for occupancy for target customers.
61GF Score
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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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