Bangkok Commercial (Thailand) Market Value

BAM Stock  THB 6.35  0.05  0.78%   
Bangkok Commercial's market value is the price at which a share of Bangkok Commercial trades on a public exchange. It measures the collective expectations of Bangkok Commercial Asset investors about its performance. Bangkok Commercial is selling for 6.35 as of the 1st of March 2025. This is a 0.78 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 6.2.
With this module, you can estimate the performance of a buy and hold strategy of Bangkok Commercial Asset and determine expected loss or profit from investing in Bangkok Commercial over a given investment horizon. Check out Bangkok Commercial Correlation, Bangkok Commercial Volatility and Bangkok Commercial Alpha and Beta module to complement your research on Bangkok Commercial.
Symbol

Please note, there is a significant difference between Bangkok Commercial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bangkok Commercial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bangkok Commercial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bangkok Commercial '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 Bangkok Commercial'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 Bangkok Commercial.
0.00
01/30/2025
No Change 0.00  0.0 
In 30 days
03/01/2025
0.00
If you would invest  0.00  in Bangkok Commercial on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Bangkok Commercial Asset or generate 0.0% return on investment in Bangkok Commercial over 30 days. Bangkok Commercial is related to or competes with Gulf Energy, CP ALL, BGrimm Power, Bangkok Expressway, and Minor International. Bangkok Commercial Asset Management Public Company Limited operates as an asset management company More

Bangkok Commercial 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 Bangkok Commercial'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 Bangkok Commercial Asset upside and downside potential and time the market with a certain degree of confidence.

Bangkok Commercial Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bangkok Commercial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bangkok Commercial's standard deviation. In reality, there are many statistical measures that can use Bangkok Commercial historical prices to predict the future Bangkok Commercial's volatility.
Hype
Prediction
LowEstimatedHigh
3.646.359.06
Details
Intrinsic
Valuation
LowRealHigh
2.705.418.12
Details
Naive
Forecast
LowNextHigh
3.716.429.14
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.506.076.64
Details

Bangkok Commercial Asset Backtested Returns

Bangkok Commercial Asset secures Sharpe Ratio (or Efficiency) of -0.0287, which signifies that the company had a -0.0287 % return per unit of risk over the last 3 months. Bangkok Commercial Asset exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bangkok Commercial's Risk Adjusted Performance of (0.02), standard deviation of 2.65, and Mean Deviation of 1.96 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bangkok Commercial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bangkok Commercial is expected to be smaller as well. At this point, Bangkok Commercial Asset has a negative expected return of -0.078%. Please make sure to confirm Bangkok Commercial's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Bangkok Commercial Asset performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.14  

Insignificant reverse predictability

Bangkok Commercial Asset has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bangkok Commercial time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Bangkok Commercial Asset price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Bangkok Commercial price fluctuation can be explain by its past prices.
Correlation Coefficient-0.14
Spearman Rank Test0.11
Residual Average0.0
Price Variance0.04

Bangkok Commercial Asset lagged returns against current returns

Autocorrelation, which is Bangkok Commercial 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 Bangkok Commercial's stock expected returns. We can calculate the autocorrelation of Bangkok Commercial returns to help us make a trade decision. For example, suppose you find that Bangkok Commercial 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  

Bangkok Commercial 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 Bangkok Commercial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bangkok Commercial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bangkok Commercial stock over time.
   Current vs Lagged Prices   
       Timeline  

Bangkok Commercial Lagged Returns

When evaluating Bangkok Commercial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bangkok Commercial stock have on its future price. Bangkok Commercial 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, Bangkok Commercial autocorrelation shows the relationship between Bangkok Commercial stock current value and its past values and can show if there is a momentum factor associated with investing in Bangkok Commercial Asset.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Bangkok Stock

Bangkok Commercial financial ratios help investors to determine whether Bangkok 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 Bangkok with respect to the benefits of owning Bangkok Commercial security.