After You (Thailand) Market Value
| AU Stock | 11.10 0.30 2.63% |
| Symbol | After |
After You '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 After You'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 After You.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in After You on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding After You Public or generate 0.0% return on investment in After You over 360 days. After You is related to or competes with CP ALL, BTS Group, Minor International, Airports, and Home Product. More
After You 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 After You'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 After You Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.63 | |||
| Information Ratio | 0.1031 | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.88 |
After You Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for After You's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as After You's standard deviation. In reality, there are many statistical measures that can use After You historical prices to predict the future After You's volatility.| Risk Adjusted Performance | 0.1333 | |||
| Jensen Alpha | 0.2435 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | 0.1072 | |||
| Treynor Ratio | 0.7283 |
After You Public Backtested Returns
After You appears to be not too volatile, given 3 months investment horizon. After You Public secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for After You Public, which you can use to evaluate the volatility of the firm. Please makes use of After You's Risk Adjusted Performance of 0.1333, mean deviation of 1.32, and Downside Deviation of 1.63 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, After You holds a performance score of 13. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, After You's returns are expected to increase less than the market. However, during the bear market, the loss of holding After You is expected to be smaller as well. Please check After You's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether After You's price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
After You Public has poor reverse predictability. Overlapping area represents the amount of predictability between After You time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 After You Public price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current After You price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.24 |
After You Public lagged returns against current returns
Autocorrelation, which is After You 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 After You's stock expected returns. We can calculate the autocorrelation of After You returns to help us make a trade decision. For example, suppose you find that After You 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 |
After You 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 After You stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if After You stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in After You stock over time.
Current vs Lagged Prices |
| Timeline |
After You Lagged Returns
When evaluating After You's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of After You stock have on its future price. After You 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, After You autocorrelation shows the relationship between After You stock current value and its past values and can show if there is a momentum factor associated with investing in After You Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in After Stock
After You financial ratios help investors to determine whether After 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 After with respect to the benefits of owning After You security.