BCPG Public (Thailand) Market Value
| BCPG Stock | THB 6.15 0.25 4.24% |
| Symbol | BCPG |
BCPG 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 BCPG 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 BCPG Public.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in BCPG Public on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding BCPG Public or generate 0.0% return on investment in BCPG Public over 90 days. BCPG Public is related to or competes with Bangchak Public, Gulf Energy, Global Power, Bangkok Expressway, and BGrimm Power. BCPG Public Company Limited, together with its subsidiaries, produces and distributes electric power from renewable reso... More
BCPG 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 BCPG 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 BCPG Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.34 | |||
| Information Ratio | 0.121 | |||
| Maximum Drawdown | 23.96 | |||
| Value At Risk | (3.79) | |||
| Potential Upside | 5.41 |
BCPG Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCPG Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BCPG Public's standard deviation. In reality, there are many statistical measures that can use BCPG Public historical prices to predict the future BCPG Public's volatility.| Risk Adjusted Performance | 0.0865 | |||
| Jensen Alpha | 0.2693 | |||
| Total Risk Alpha | 0.7028 | |||
| Sortino Ratio | 0.1193 | |||
| Treynor Ratio | (1.54) |
BCPG Public Backtested Returns
BCPG Public appears to be slightly risky, given 3 months investment horizon. BCPG Public secures Sharpe Ratio (or Efficiency) of 0.0909, which signifies that the company had a 0.0909 % return per unit of risk over the last 3 months. We have found thirty technical indicators for BCPG Public, which you can use to evaluate the volatility of the entity. Please makes use of BCPG Public's Coefficient Of Variation of 1099.9, semi deviation of 2.81, and Mean Deviation of 2.29 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BCPG Public holds a performance score of 7. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BCPG Public are expected to decrease at a much lower rate. During the bear market, BCPG Public is likely to outperform the market. Please check BCPG Public's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BCPG Public's price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
BCPG Public has good reverse predictability. Overlapping area represents the amount of predictability between BCPG Public time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 BCPG Public price movement. The serial correlation of -0.55 indicates that about 55.0% of current BCPG Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
BCPG Public lagged returns against current returns
Autocorrelation, which is BCPG 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 BCPG Public's stock expected returns. We can calculate the autocorrelation of BCPG Public returns to help us make a trade decision. For example, suppose you find that BCPG 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 |
BCPG 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 BCPG Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BCPG Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BCPG Public stock over time.
Current vs Lagged Prices |
| Timeline |
BCPG Public Lagged Returns
When evaluating BCPG Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BCPG Public stock have on its future price. BCPG 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, BCPG Public autocorrelation shows the relationship between BCPG Public stock current value and its past values and can show if there is a momentum factor associated with investing in BCPG Public.
Regressed Prices |
| Timeline |
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BCPG Public financial ratios help investors to determine whether BCPG 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 BCPG with respect to the benefits of owning BCPG Public security.