Future Park (Thailand) Market Value
Future Park's market value is the price at which a share of Future Park trades on a public exchange. It measures the collective expectations of Future Park Leasehold investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Future Park Leasehold and determine expected loss or profit from investing in Future Park over a given investment horizon. Check out Future Park Correlation, Future Park Volatility and Future Park Alpha and Beta module to complement your research on Future Park.
| Symbol | Future |
Future Park '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 Future Park'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 Future Park.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Future Park on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Future Park Leasehold or generate 0.0% return on investment in Future Park over 90 days. Future Park is related to or competes with SAF Special, Pato Chemical, Central Retail, CPR Gomu, WHA Industrial, Micro Leasing, and Thai Coating. Future Park Leasehold Property Fund specializes in real estate investments More
Future Park 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 Future Park'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 Future Park Leasehold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 57.75 | |||
| Information Ratio | 0.1068 | |||
| Maximum Drawdown | 1000.0 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 3.31 |
Future Park Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Future Park's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Future Park's standard deviation. In reality, there are many statistical measures that can use Future Park historical prices to predict the future Future Park's volatility.| Risk Adjusted Performance | 0.0923 | |||
| Jensen Alpha | 14.0 | |||
| Total Risk Alpha | (8.09) | |||
| Sortino Ratio | 0.2526 | |||
| Treynor Ratio | 2.62 |
Future Park Leasehold Backtested Returns
Future Park is out of control given 3 months investment horizon. Future Park Leasehold secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 14.73% are justified by taking the suggested risk. Use Future Park Mean Deviation of 35.83, downside deviation of 57.75, and Coefficient Of Variation of 927.83 to evaluate company specific risk that cannot be diversified away. Future Park holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.62, 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, Future Park will likely underperform. Use Future Park variance and potential upside , to analyze future returns on Future Park.
Auto-correlation | 0.00 |
No correlation between past and present
Future Park Leasehold has no correlation between past and present. Overlapping area represents the amount of predictability between Future Park time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Future Park Leasehold price movement. The serial correlation of 0.0 indicates that just 0.0% of current Future Park price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Future Park Leasehold lagged returns against current returns
Autocorrelation, which is Future Park 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 Future Park's stock expected returns. We can calculate the autocorrelation of Future Park returns to help us make a trade decision. For example, suppose you find that Future Park 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 |
Future Park 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 Future Park stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Future Park stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Future Park stock over time.
Current vs Lagged Prices |
| Timeline |
Future Park Lagged Returns
When evaluating Future Park's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Future Park stock have on its future price. Future Park 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, Future Park autocorrelation shows the relationship between Future Park stock current value and its past values and can show if there is a momentum factor associated with investing in Future Park Leasehold.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Tools for Future Stock Analysis
When running Future Park's price analysis, check to measure Future Park's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Future Park is operating at the current time. Most of Future Park's value examination focuses on studying past and present price action to predict the probability of Future Park's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Future Park's price. Additionally, you may evaluate how the addition of Future Park to your portfolios can decrease your overall portfolio volatility.