Arinsiri Land (Thailand) Market Value
| ARIN Stock | 0.78 0.03 4.00% |
| Symbol | Arinsiri |
Arinsiri Land '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 Arinsiri Land'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 Arinsiri Land.
| 04/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Arinsiri Land on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Arinsiri Land Public or generate 0.0% return on investment in Arinsiri Land over 240 days. Arinsiri Land is related to or competes with ARIP Public, ATP 30, G Capital, and E For. More
Arinsiri Land 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 Arinsiri Land'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 Arinsiri Land Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 36.34 | |||
| Value At Risk | (8.05) | |||
| Potential Upside | 12.03 |
Arinsiri Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arinsiri Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arinsiri Land's standard deviation. In reality, there are many statistical measures that can use Arinsiri Land historical prices to predict the future Arinsiri Land's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (1.31) | |||
| Treynor Ratio | (0.39) |
Arinsiri Land Public Backtested Returns
Arinsiri Land is out of control given 3 months investment horizon. Arinsiri Land Public secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We were able to collect data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 15.97% are justified by taking the suggested risk. Use Arinsiri Land Risk Adjusted Performance of (0.01), mean deviation of 4.31, and Standard Deviation of 6.6 to evaluate company specific risk that cannot be diversified away. Arinsiri Land holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arinsiri Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arinsiri Land is expected to be smaller as well. Use Arinsiri Land standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to analyze future returns on Arinsiri Land.
Auto-correlation | -0.29 |
Weak reverse predictability
Arinsiri Land Public has weak reverse predictability. Overlapping area represents the amount of predictability between Arinsiri Land time series from 6th of April 2024 to 4th of August 2024 and 4th of August 2024 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arinsiri Land Public price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Arinsiri Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Arinsiri Land Public lagged returns against current returns
Autocorrelation, which is Arinsiri Land 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 Arinsiri Land's stock expected returns. We can calculate the autocorrelation of Arinsiri Land returns to help us make a trade decision. For example, suppose you find that Arinsiri Land 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 |
Arinsiri Land 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 Arinsiri Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arinsiri Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arinsiri Land stock over time.
Current vs Lagged Prices |
| Timeline |
Arinsiri Land Lagged Returns
When evaluating Arinsiri Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arinsiri Land stock have on its future price. Arinsiri Land 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, Arinsiri Land autocorrelation shows the relationship between Arinsiri Land stock current value and its past values and can show if there is a momentum factor associated with investing in Arinsiri Land Public.
Regressed Prices |
| Timeline |
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Arinsiri Land financial ratios help investors to determine whether Arinsiri 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 Arinsiri with respect to the benefits of owning Arinsiri Land security.