B 52 (Thailand) Market Value
| B52 Stock | THB 0.39 0.01 2.63% |
| Symbol | B52 |
B 52 '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 B 52'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 B 52.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in B 52 on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding B 52 Capital Public or generate 0.0% return on investment in B 52 over 720 days. B 52 is related to or competes with Better World, and Aqua Public. B-52 Capital Public Company Limited, together with its subsidiary, engages in the trading of consumer products in Thaila... More
B 52 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 B 52'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 B 52 Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 55.65 | |||
| Value At Risk | (8.93) | |||
| Potential Upside | 7.5 |
B 52 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for B 52's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as B 52's standard deviation. In reality, there are many statistical measures that can use B 52 historical prices to predict the future B 52's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.24) |
B 52 Capital Backtested Returns
B 52 Capital retains Efficiency (Sharpe Ratio) of -0.0411, which signifies that the company had a -0.0411% return per unit of price deviation over the last 3 months. B 52 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm B 52's Information Ratio of (0.05), variance of 45.34, and Market Risk Adjusted Performance of (0.23) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.26, 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, B 52 will likely underperform. At this point, B 52 Capital has a negative expected return of -0.29%. Please make sure to confirm B 52's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if B 52 Capital performance from the past will be repeated sooner or later.
Auto-correlation | 0.85 |
Very good predictability
B 52 Capital Public has very good predictability. Overlapping area represents the amount of predictability between B 52 time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th 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 B 52 Capital price movement. The serial correlation of 0.85 indicates that around 85.0% of current B 52 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
B 52 Capital lagged returns against current returns
Autocorrelation, which is B 52 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 B 52's stock expected returns. We can calculate the autocorrelation of B 52 returns to help us make a trade decision. For example, suppose you find that B 52 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 |
B 52 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 B 52 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if B 52 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in B 52 stock over time.
Current vs Lagged Prices |
| Timeline |
B 52 Lagged Returns
When evaluating B 52's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of B 52 stock have on its future price. B 52 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, B 52 autocorrelation shows the relationship between B 52 stock current value and its past values and can show if there is a momentum factor associated with investing in B 52 Capital 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 B52 Stock
B 52 financial ratios help investors to determine whether B52 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 B52 with respect to the benefits of owning B 52 security.