IFS Capital (Thailand) Market Value
| IFS Stock | THB 2.46 0.02 0.81% |
| Symbol | IFS |
IFS 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 IFS 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 IFS Capital.
| 12/20/2023 |
| 12/14/2024 |
If you would invest 0.00 in IFS Capital on December 20, 2023 and sell it all today you would earn a total of 0.00 from holding IFS Capital Public or generate 0.0% return on investment in IFS Capital over 360 days. IFS Capital is related to or competes with KGI Securities, Lalin Property, Hwa Fong, and MCS Steel. IFS Capital Public Company Limited provides factoring, hire purchase, leasing, and office rental services in Thailand More
IFS 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 IFS 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 IFS Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.59 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.57 |
IFS Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IFS Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IFS Capital's standard deviation. In reality, there are many statistical measures that can use IFS Capital historical prices to predict the future IFS Capital's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | 0.0038 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1132 |
IFS Capital Public Backtested Returns
IFS Capital Public holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of volatility over the last 3 months. IFS Capital Public exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IFS Capital's market risk adjusted performance of 0.1232, and Risk Adjusted Performance of 0.0252 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IFS Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding IFS Capital is expected to be smaller as well. At this point, IFS Capital Public has a negative expected return of -0.0987%. Please make sure to check out IFS Capital's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if IFS Capital Public performance from the past will be repeated at future time.
Auto-correlation | -0.09 |
Very weak reverse predictability
IFS Capital Public has very weak reverse predictability. Overlapping area represents the amount of predictability between IFS Capital time series from 20th of December 2023 to 17th of June 2024 and 17th of June 2024 to 14th 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 IFS Capital Public price movement. The serial correlation of -0.09 indicates that less than 9.0% of current IFS Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
IFS Capital Public lagged returns against current returns
Autocorrelation, which is IFS 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 IFS Capital's stock expected returns. We can calculate the autocorrelation of IFS Capital returns to help us make a trade decision. For example, suppose you find that IFS 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 |
IFS 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 IFS Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IFS Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IFS Capital stock over time.
Current vs Lagged Prices |
| Timeline |
IFS Capital Lagged Returns
When evaluating IFS Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IFS Capital stock have on its future price. IFS 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, IFS Capital autocorrelation shows the relationship between IFS Capital stock current value and its past values and can show if there is a momentum factor associated with investing in IFS Capital Public.
Regressed Prices |
| Timeline |
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IFS Capital financial ratios help investors to determine whether IFS 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 IFS with respect to the benefits of owning IFS Capital security.