Gulf Energy (Thailand) Market Value
| GULF Stock | THB 48.50 1.75 3.74% |
| Symbol | Gulf |
Gulf Energy '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 Gulf Energy'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 Gulf Energy.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Gulf Energy on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Gulf Energy Development or generate 0.0% return on investment in Gulf Energy over 90 days. Gulf Energy is related to or competes with Energy Absolute, BGrimm Power, Global Power, CP ALL, and PTT Public. Gulf Energy Development Public Company Limited produces and sells electricity, steam, and chilled water to public and pr... More
Gulf Energy 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 Gulf Energy'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 Gulf Energy Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 12.39 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 3.0 |
Gulf Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gulf Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gulf Energy's standard deviation. In reality, there are many statistical measures that can use Gulf Energy historical prices to predict the future Gulf Energy's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.73) |
Gulf Energy Development Backtested Returns
Gulf Energy Development holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Gulf Energy Development exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Gulf Energy's Market Risk Adjusted Performance of (0.72), risk adjusted performance of (0.17), and Standard Deviation of 2.18 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gulf Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gulf Energy is expected to be smaller as well. At this point, Gulf Energy Development has a negative expected return of -0.3%. Please make sure to check out Gulf Energy's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Gulf Energy Development performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Gulf Energy Development has poor reverse predictability. Overlapping area represents the amount of predictability between Gulf Energy time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Gulf Energy Development price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Gulf Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 15.02 |
Gulf Energy Development lagged returns against current returns
Autocorrelation, which is Gulf Energy 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 Gulf Energy's stock expected returns. We can calculate the autocorrelation of Gulf Energy returns to help us make a trade decision. For example, suppose you find that Gulf Energy 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 |
Gulf Energy 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 Gulf Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gulf Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gulf Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Gulf Energy Lagged Returns
When evaluating Gulf Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gulf Energy stock have on its future price. Gulf Energy 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, Gulf Energy autocorrelation shows the relationship between Gulf Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Gulf Energy Development.
Regressed Prices |
| Timeline |
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Gulf Energy financial ratios help investors to determine whether Gulf 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 Gulf with respect to the benefits of owning Gulf Energy security.