Beauty Community (Thailand) Market Value
| BEAUTY Stock | THB 0.24 0.01 4.00% |
| Symbol | Beauty |
Beauty Community '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 Beauty Community'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 Beauty Community.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Beauty Community on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Beauty Community Public or generate 0.0% return on investment in Beauty Community over 90 days. Beauty Community is related to or competes with CP ALL, Airports, Bangkok Dusit, Home Product, and Bangkok Expressway. Beauty Community Public Company Limited distributes cosmetic through retail and non-retail channels in Thailand More
Beauty Community 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 Beauty Community'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 Beauty Community Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 18.01 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 4.76 |
Beauty Community Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beauty Community's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beauty Community's standard deviation. In reality, there are many statistical measures that can use Beauty Community historical prices to predict the future Beauty Community's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (2.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beauty Community's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Beauty Community Public Backtested Returns
Beauty Community Public secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of standard deviation over the last 3 months. Beauty Community Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beauty Community's risk adjusted performance of (0.12), and Mean Deviation of 2.85 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beauty Community's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beauty Community is expected to be smaller as well. At this point, Beauty Community Public has a negative expected return of -0.57%. Please make sure to confirm Beauty Community's jensen alpha and the relationship between the potential upside and period momentum indicator , to decide if Beauty Community Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Beauty Community Public has good predictability. Overlapping area represents the amount of predictability between Beauty Community 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 Beauty Community Public price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Beauty Community price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Beauty Community Public lagged returns against current returns
Autocorrelation, which is Beauty Community 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 Beauty Community's stock expected returns. We can calculate the autocorrelation of Beauty Community returns to help us make a trade decision. For example, suppose you find that Beauty Community 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 |
Beauty Community 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 Beauty Community stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beauty Community stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beauty Community stock over time.
Current vs Lagged Prices |
| Timeline |
Beauty Community Lagged Returns
When evaluating Beauty Community's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beauty Community stock have on its future price. Beauty Community 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, Beauty Community autocorrelation shows the relationship between Beauty Community stock current value and its past values and can show if there is a momentum factor associated with investing in Beauty Community Public.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Beauty Stock
Beauty Community financial ratios help investors to determine whether Beauty 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 Beauty with respect to the benefits of owning Beauty Community security.