BANPU POWER (Thailand) Market Value
| BPP-R Stock | THB 10.90 1.31 10.73% |
| Symbol | BANPU |
BANPU POWER '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 BANPU POWER'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 BANPU POWER.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in BANPU POWER on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding BANPU POWER or generate 0.0% return on investment in BANPU POWER over 30 days. BANPU POWER is related to or competes with Charoen Pokphand, Siam Cement, Ratch Group, and B GRIMM. Banpu Power Public Company Limited engages in the power business More
BANPU POWER 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 BANPU POWER'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 BANPU POWER upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 18.06 |
BANPU POWER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANPU POWER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANPU POWER's standard deviation. In reality, there are many statistical measures that can use BANPU POWER historical prices to predict the future BANPU POWER's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 2.03 |
BANPU POWER Backtested Returns
BANPU POWER secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15% return per unit of risk over the last 3 months. BANPU POWER exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BANPU POWER's Coefficient Of Variation of (695.51), variance of 7.07, and Mean Deviation of 0.8837 to double-check the risk estimate we provide. 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 BANPU POWER are expected to decrease at a much lower rate. During the bear market, BANPU POWER is likely to outperform the market. At this point, BANPU POWER has a negative expected return of -0.41%. Please make sure to confirm BANPU POWER's accumulation distribution, and the relationship between the total risk alpha and day median price , to decide if BANPU POWER performance from the past will be repeated in the future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
BANPU POWER has insignificant reverse predictability. Overlapping area represents the amount of predictability between BANPU POWER time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 BANPU POWER price movement. The serial correlation of -0.16 indicates that over 16.0% of current BANPU POWER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
BANPU POWER lagged returns against current returns
Autocorrelation, which is BANPU POWER 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 BANPU POWER's stock expected returns. We can calculate the autocorrelation of BANPU POWER returns to help us make a trade decision. For example, suppose you find that BANPU POWER 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 |
BANPU POWER 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 BANPU POWER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANPU POWER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANPU POWER stock over time.
Current vs Lagged Prices |
| Timeline |
BANPU POWER Lagged Returns
When evaluating BANPU POWER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANPU POWER stock have on its future price. BANPU POWER 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, BANPU POWER autocorrelation shows the relationship between BANPU POWER stock current value and its past values and can show if there is a momentum factor associated with investing in BANPU POWER.
Regressed Prices |
| Timeline |
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BANPU POWER financial ratios help investors to determine whether BANPU 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 BANPU with respect to the benefits of owning BANPU POWER security.