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Live Monitor

Ongoing factor, regime, and carry state — always on.

The Live Monitor shows what our models are saying about the Thai market right now. Factor scores, regime classification, and FX state — refreshed every Friday after the close. Values shown are lagged by one week; the current feed is available as a service.

SET50 Sector Factor Scores · Last Refresh Apr 04

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Sector Momentum Value Quality Low Vol Composite
Banking−1.42+0.61+0.12+0.84−0.21
Energy+0.33+0.88+1.04+0.09+0.58
ICT+1.21+0.14−0.40−0.72+0.30
Property−0.18+0.52+0.08+0.41+0.20
Commerce+0.66−0.22+0.77−0.15+0.27
Food & Beverage−0.80+1.05−0.31+0.62+0.14
Tourism+0.94−0.48+0.22−0.35+0.08
Healthcare+0.15+0.08+0.92+0.56+0.43

Regime & FX State

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Metric State σ Changed Since
SET Momentum RegimeRisk-off−1.42Apr 073 days
SET Volatility RegimeLow-vol+0.84Mar 1521 days
USD/THB RegimeRange-bound+0.12Mar 2814 days
THB BasisBelow fair−0.33Apr 028 days
SET Cross-Section DispersionAbove avg+0.71Apr 055 days
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