Amata Public (Thailand) Market Value
| AMATA Stock | THB 21.90 0.10 0.46% |
| Symbol | Amata |
Amata Public '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 Amata Public'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 Amata Public.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Amata Public on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Amata Public or generate 0.0% return on investment in Amata Public over 90 days. Amata Public is related to or competes with WHA Public, Banpu Public, Advanced Info, Land, and AP Public. Amata Corporation Public Company Limited plans, develops, manages, and markets integrated industrial estates in Thailand... More
Amata Public 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 Amata Public'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 Amata Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (3.45) | |||
| Potential Upside | 3.35 |
Amata Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amata Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amata Public's standard deviation. In reality, there are many statistical measures that can use Amata Public historical prices to predict the future Amata Public's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.96) |
Amata Public Backtested Returns
Amata Public secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of standard deviation over the last 3 months. Amata Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amata Public's risk adjusted performance of (0.15), and Mean Deviation of 1.8 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Amata Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amata Public is expected to be smaller as well. At this point, Amata Public has a negative expected return of -0.37%. Please make sure to confirm Amata Public's coefficient of variation, value at risk, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if Amata Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Amata Public has good predictability. Overlapping area represents the amount of predictability between Amata Public 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 Amata Public price movement. The serial correlation of 0.67 indicates that around 67.0% of current Amata Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Amata Public lagged returns against current returns
Autocorrelation, which is Amata Public 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 Amata Public's stock expected returns. We can calculate the autocorrelation of Amata Public returns to help us make a trade decision. For example, suppose you find that Amata Public 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 |
Amata Public 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 Amata Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amata Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amata Public stock over time.
Current vs Lagged Prices |
| Timeline |
Amata Public Lagged Returns
When evaluating Amata Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amata Public stock have on its future price. Amata Public 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, Amata Public autocorrelation shows the relationship between Amata Public stock current value and its past values and can show if there is a momentum factor associated with investing in Amata Public.
Regressed Prices |
| Timeline |
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Amata Public financial ratios help investors to determine whether Amata Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Amata with respect to the benefits of owning Amata Public security.