Begistics Public (Thailand) Market Value
| B Stock | THB 0.07 0.01 12.50% |
| Symbol | Begistics |
Begistics 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 Begistics 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 Begistics Public.
| 12/14/2024 |
| 01/13/2025 |
If you would invest 0.00 in Begistics Public on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Begistics Public or generate 0.0% return on investment in Begistics Public over 30 days. Begistics Public is related to or competes with Project Planning, Qualitech Public, SGF Capital, Power Solution, and Samart Public. Begistics Public Company Limited, together with its subsidiary, Beyond Capital Company Limited, engages in the operation... More
Begistics 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 Begistics 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 Begistics Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 14.29 |
Begistics Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Begistics Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Begistics Public's standard deviation. In reality, there are many statistical measures that can use Begistics Public historical prices to predict the future Begistics Public's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.5162 |
Begistics Public Backtested Returns
Begistics Public secures Sharpe Ratio (or Efficiency) of -0.0031, which signifies that the company had a -0.0031% return per unit of standard deviation over the last 3 months. Begistics Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Begistics Public's mean deviation of 3.53, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Begistics Public are expected to decrease at a much lower rate. During the bear market, Begistics Public is likely to outperform the market. At this point, Begistics Public has a negative expected return of -0.0198%. Please make sure to confirm Begistics Public's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Begistics Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Begistics Public has modest reverse predictability. Overlapping area represents the amount of predictability between Begistics Public time series from 14th of December 2024 to 29th of December 2024 and 29th of December 2024 to 13th of January 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 Begistics Public price movement. The serial correlation of -0.48 indicates that about 48.0% of current Begistics Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Begistics Public lagged returns against current returns
Autocorrelation, which is Begistics 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 Begistics Public's stock expected returns. We can calculate the autocorrelation of Begistics Public returns to help us make a trade decision. For example, suppose you find that Begistics 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 |
Begistics 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 Begistics Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Begistics Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Begistics Public stock over time.
Current vs Lagged Prices |
| Timeline |
Begistics Public Lagged Returns
When evaluating Begistics Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Begistics Public stock have on its future price. Begistics 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, Begistics Public autocorrelation shows the relationship between Begistics Public stock current value and its past values and can show if there is a momentum factor associated with investing in Begistics Public.
Regressed Prices |
| Timeline |
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Begistics Public financial ratios help investors to determine whether Begistics 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 Begistics with respect to the benefits of owning Begistics Public security.