G Capital (Thailand) Market Value
| GCAP Stock | THB 0.40 0.03 8.11% |
| Symbol | GCAP |
G Capital '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 G Capital'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 G Capital.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in G Capital on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding G Capital Public or generate 0.0% return on investment in G Capital over 30 days. G Capital is related to or competes with East Coast, Filter Vision, and Akkhie Prakarn. G Capital Public Company Limited provides credit for the hire purchase of agricultural machinery, and personal and retai... More
G Capital 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 G Capital'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 G Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 26.48 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 5.26 |
G Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for G Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as G Capital's standard deviation. In reality, there are many statistical measures that can use G Capital historical prices to predict the future G Capital's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.40) | |||
| Treynor Ratio | 9.01 |
G Capital Public Backtested Returns
G Capital is out of control given 3 months investment horizon. G Capital Public retains Efficiency (Sharpe Ratio) of 0.11, which attests that the company had a 0.11% return per unit of return volatility over the last 3 months. We were able to collect data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 13.47% are justified by taking the suggested risk. Use G Capital Public Market Risk Adjusted Performance of 9.02, coefficient of variation of (478.16), and Standard Deviation of 3.7 to evaluate company specific risk that cannot be diversified away. G Capital holds a performance score of 8 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -0.0871, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning G Capital are expected to decrease at a much lower rate. During the bear market, G Capital is likely to outperform the market. Use G Capital Public mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on G Capital Public.
Auto-correlation | 0.78 |
Good predictability
G Capital Public has good predictability. Overlapping area represents the amount of predictability between G Capital time series from 31st of October 2024 to 15th of November 2024 and 15th of November 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 G Capital Public price movement. The serial correlation of 0.78 indicates that around 78.0% of current G Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
G Capital Public lagged returns against current returns
Autocorrelation, which is G Capital 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 G Capital's stock expected returns. We can calculate the autocorrelation of G Capital returns to help us make a trade decision. For example, suppose you find that G Capital 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 |
G Capital 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 G Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if G Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in G Capital stock over time.
Current vs Lagged Prices |
| Timeline |
G Capital Lagged Returns
When evaluating G Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of G Capital stock have on its future price. G Capital 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, G Capital autocorrelation shows the relationship between G Capital stock current value and its past values and can show if there is a momentum factor associated with investing in G Capital Public.
Regressed Prices |
| Timeline |
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G Capital financial ratios help investors to determine whether GCAP 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 GCAP with respect to the benefits of owning G Capital security.