กลุม่ กราฟแสดงสดัส่วนการลงทุนในปัจจุบนัท่ี Standardized แลว้ Investor types Mean Rank of mean within same investor types Rank of mean across investor types Cash Holder Old- Fashioned Modern Investor Cash
Persistence of Performance http://www.sec.or.th Empirical Paper Methodology Evidence Sharpe (1966) Spearman rank correlation Yes Jensen (1968) Jensen’s alpha No Grinblatt&Titman (1989,1992) Jensen’s alpha Yes
% 52,010,000.00 2.50 130,050,000.00 10 Vibhavadi Medical Center PCL. 50% 56,000,000.00 2.68 150,000,000.00 Total 100% 112,000,000.00 2.68 300,000,000.00 Rank List of Shareholders Proportion Shares Price per Share
institution which follows the performance measurement standards as set out by the Association; (b) at least the following information is presented on the same page: 1. rank, name, or type of awards received; 2
Association; (b) at least the following information is presented on the same page: 1. rank, name, or type of awards received; 2. date, time or the period when the award was granted; 3. name of the institution
performance measurement standards as set out by the Association; (b) at least the following information is presented on the same page: 1. rank, name, or type of awards received; 2. date, time or the period when
the following information is presented on the same page: 1. rank, name, or type of awards received; 2. date, time or the period when the award was granted; 3. name of the institution giving the award or
of 2019 to 2.53% this year. Krungthai Zmico market rank significantly improved to 16th among 38 brokers this year. In addition, Krungthai Zmico had fee and service income increased, with lower fixed
certain characteristics (not solely on size). ** Measured by total size of tracking ETFs Rank Free-float weight Market capitalization weight Strategic beta 1 S&P 500 TR (476 $ bln) KRX KOSPI 200 Korea PR (8
ศึกษาของ Sharpe (1966) ที่ ริเริ่มวัดผลการดาเนินงานของกองทุนรวมว่ามีความสม่าเสมอหรือไม่ โดยใช้อัตราส่วน ของชาร์ป (Sharpe ratio) โดยจดัอนัดบักองทุนโดยใช้ค่าสหสมัพนัธ์ลาดับทีข่องสเปยร์ แมน (Spearman rank