ALL ENERGY (Thailand) Market Value
| AE Stock | 0.10 0.01 9.09% |
| Symbol | ALL |
ALL ENERGY 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ALL ENERGY's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ALL ENERGY.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in ALL ENERGY on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding ALL ENERGY UTILITIES or generate 0.0% return on investment in ALL ENERGY over 90 days.
ALL ENERGY Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ALL ENERGY's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ALL ENERGY UTILITIES upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 37.5 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 6.25 |
ALL ENERGY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALL ENERGY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALL ENERGY's standard deviation. In reality, there are many statistical measures that can use ALL ENERGY historical prices to predict the future ALL ENERGY's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.96) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.78) |
ALL ENERGY UTILITIES Backtested Returns
ALL ENERGY UTILITIES secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of return volatility over the last 3 months. ALL ENERGY UTILITIES exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALL ENERGY's Risk Adjusted Performance of (0.15), coefficient of variation of (553.00), and Mean Deviation of 3.91 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.44, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ALL ENERGY will likely underperform. At this point, ALL ENERGY UTILITIES has a negative expected return of -0.97%. Please make sure to confirm ALL ENERGY's potential upside, daily balance of power, and the relationship between the maximum drawdown and kurtosis , to decide if ALL ENERGY UTILITIES performance from the past will be repeated in the future.
Auto-correlation | 0.56 |
Modest predictability
ALL ENERGY UTILITIES has modest predictability. Overlapping area represents the amount of predictability between ALL ENERGY time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ALL ENERGY UTILITIES price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current ALL ENERGY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ALL ENERGY UTILITIES lagged returns against current returns
Autocorrelation, which is ALL ENERGY stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ALL ENERGY's stock expected returns. We can calculate the autocorrelation of ALL ENERGY returns to help us make a trade decision. For example, suppose you find that ALL ENERGY has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ALL ENERGY regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ALL ENERGY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALL ENERGY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALL ENERGY stock over time.
Current vs Lagged Prices |
| Timeline |
ALL ENERGY Lagged Returns
When evaluating ALL ENERGY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALL ENERGY stock have on its future price. ALL ENERGY autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ALL ENERGY autocorrelation shows the relationship between ALL ENERGY stock current value and its past values and can show if there is a momentum factor associated with investing in ALL ENERGY UTILITIES.
Regressed Prices |
| Timeline |
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