Ditto Public (Thailand) Market Value

DITTO Stock  THB 10.40  0.20  1.96%   
Ditto Public's market value is the price at which a share of Ditto Public trades on a public exchange. It measures the collective expectations of Ditto Public investors about its performance. Ditto Public is trading at 10.40 as of the 1st of March 2025, a 1.96 percent increase since the beginning of the trading day. The stock's open price was 10.2.
With this module, you can estimate the performance of a buy and hold strategy of Ditto Public and determine expected loss or profit from investing in Ditto Public over a given investment horizon. Check out Ditto Public Correlation, Ditto Public Volatility and Ditto Public Alpha and Beta module to complement your research on Ditto Public.
Symbol

Please note, there is a significant difference between Ditto Public's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ditto Public is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ditto Public'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.

Ditto 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 Ditto 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 Ditto Public.
0.00
01/30/2025
No Change 0.00  0.0 
In 31 days
03/01/2025
0.00
If you would invest  0.00  in Ditto Public on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Ditto Public or generate 0.0% return on investment in Ditto Public over 30 days. Ditto Public is related to or competes with Dohome Public, Forth Public, Delta Electronics, and KCE Electronics. Ditto Public Company Limited distributes document management solution in Thailand More

Ditto 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 Ditto 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 Ditto Public upside and downside potential and time the market with a certain degree of confidence.

Ditto Public Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ditto Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ditto Public's standard deviation. In reality, there are many statistical measures that can use Ditto Public historical prices to predict the future Ditto Public's volatility.
Hype
Prediction
LowEstimatedHigh
6.3710.4014.43
Details
Intrinsic
Valuation
LowRealHigh
4.718.7412.77
Details
Naive
Forecast
LowNextHigh
7.4011.4315.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.0812.0313.99
Details

Ditto Public Backtested Returns

Ditto Public secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had a -0.17 % return per unit of risk over the last 3 months. Ditto Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ditto Public's Standard Deviation of 3.91, variance of 15.28, and Mean Deviation of 2.72 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.51, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ditto Public will likely underperform. At this point, Ditto Public has a negative expected return of -0.7%. Please make sure to confirm Ditto Public's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Ditto Public performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.72  

Good predictability

Ditto Public has good predictability. Overlapping area represents the amount of predictability between Ditto Public 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 Ditto Public price movement. The serial correlation of 0.72 indicates that around 72.0% of current Ditto Public price fluctuation can be explain by its past prices.
Correlation Coefficient0.72
Spearman Rank Test0.56
Residual Average0.0
Price Variance0.3

Ditto Public lagged returns against current returns

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

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

Ditto Public Lagged Returns

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

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Other Information on Investing in Ditto Stock

Ditto Public financial ratios help investors to determine whether Ditto 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 Ditto with respect to the benefits of owning Ditto Public security.