Filter Vision (Thailand) Market Value
| FVC Stock | THB 0.70 0.02 2.78% |
| Symbol | Filter |
Filter Vision '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 Filter Vision'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 Filter Vision.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Filter Vision on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Filter Vision Public or generate 0.0% return on investment in Filter Vision over 540 days. Filter Vision is related to or competes with G Capital, E For, East Coast, and Akkhie Prakarn. Filter Vision Public Company Limited engages in the design, assembly, installation, maintenance, and distribution of pur... More
Filter Vision 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 Filter Vision'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 Filter Vision Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.82 |
Filter Vision Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Filter Vision's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filter Vision's standard deviation. In reality, there are many statistical measures that can use Filter Vision historical prices to predict the future Filter Vision's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.2991 |
Filter Vision Public Backtested Returns
Filter Vision Public secures Sharpe Ratio (or Efficiency) of -0.0192, which denotes the company had a -0.0192% return per unit of risk over the last 3 months. Filter Vision Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Filter Vision's Variance of 2.65, standard deviation of 1.63, and Mean Deviation of 1.11 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Filter Vision are expected to decrease at a much lower rate. During the bear market, Filter Vision is likely to outperform the market. At this point, Filter Vision Public has a negative expected return of -0.0315%. Please make sure to confirm Filter Vision's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Filter Vision Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.65 |
Good predictability
Filter Vision Public has good predictability. Overlapping area represents the amount of predictability between Filter Vision time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th of November 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 Filter Vision Public price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Filter Vision price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Filter Vision Public lagged returns against current returns
Autocorrelation, which is Filter Vision 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 Filter Vision's stock expected returns. We can calculate the autocorrelation of Filter Vision returns to help us make a trade decision. For example, suppose you find that Filter Vision 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 |
Filter Vision 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 Filter Vision stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Filter Vision stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Filter Vision stock over time.
Current vs Lagged Prices |
| Timeline |
Filter Vision Lagged Returns
When evaluating Filter Vision's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Filter Vision stock have on its future price. Filter Vision 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, Filter Vision autocorrelation shows the relationship between Filter Vision stock current value and its past values and can show if there is a momentum factor associated with investing in Filter Vision Public.
Regressed Prices |
| Timeline |
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Filter Vision financial ratios help investors to determine whether Filter 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 Filter with respect to the benefits of owning Filter Vision security.