CAZ Public (Thailand) Market Value
| CAZ Stock | THB 1.74 0.09 4.92% |
| Symbol | CAZ |
CAZ 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 CAZ 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 CAZ Public.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in CAZ Public on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding CAZ Public or generate 0.0% return on investment in CAZ Public over 60 days. CAZ Public is related to or competes with Asia Green, Chularat Hospital, AP Public, Forth Smart, and Infraset Public. CAZ Public Company Limited provides construction-related services to petrochemical plants, oil refinery projects, power ... More
CAZ 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 CAZ 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 CAZ Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | (3.74) | |||
| Potential Upside | 4.5 |
CAZ Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAZ Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAZ Public's standard deviation. In reality, there are many statistical measures that can use CAZ Public historical prices to predict the future CAZ Public's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.83) |
CAZ Public Backtested Returns
CAZ Public secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14 % return per unit of volatility over the last 3 months. CAZ Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CAZ Public's Market Risk Adjusted Performance of (0.82), variance of 7.08, and Mean Deviation of 1.72 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CAZ Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAZ Public is expected to be smaller as well. At this point, CAZ Public has a negative expected return of -0.38%. Please make sure to confirm CAZ Public's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if CAZ Public performance from the past will be repeated in the future.
Auto-correlation | 0.18 |
Very weak predictability
CAZ Public has very weak predictability. Overlapping area represents the amount of predictability between CAZ Public time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 CAZ Public price movement. The serial correlation of 0.18 indicates that over 18.0% of current CAZ Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
CAZ Public lagged returns against current returns
Autocorrelation, which is CAZ 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 CAZ Public's stock expected returns. We can calculate the autocorrelation of CAZ Public returns to help us make a trade decision. For example, suppose you find that CAZ 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 |
CAZ 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 CAZ Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAZ Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAZ Public stock over time.
Current vs Lagged Prices |
| Timeline |
CAZ Public Lagged Returns
When evaluating CAZ Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAZ Public stock have on its future price. CAZ 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, CAZ Public autocorrelation shows the relationship between CAZ Public stock current value and its past values and can show if there is a momentum factor associated with investing in CAZ Public.
Regressed Prices |
| Timeline |
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CAZ Public financial ratios help investors to determine whether CAZ 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 CAZ with respect to the benefits of owning CAZ Public security.