Internet Thailand (Thailand) Market Value
| INET Stock | THB 4.76 0.14 2.86% |
| Symbol | Internet |
Internet Thailand '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 Internet Thailand'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 Internet Thailand.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Internet Thailand on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Internet Thailand Public or generate 0.0% return on investment in Internet Thailand over 90 days. Internet Thailand is related to or competes with Jasmine International, Hana Microelectronics, AP Public, KCE Electronics, and Land. Internet Thailand Public Company Limited, together with its subsidiaries, provides Internet access, and information tech... More
Internet Thailand 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 Internet Thailand'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 Internet Thailand Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 25.09 | |||
| Value At Risk | (6.48) | |||
| Potential Upside | 4.77 |
Internet Thailand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Internet Thailand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Internet Thailand's standard deviation. In reality, there are many statistical measures that can use Internet Thailand historical prices to predict the future Internet Thailand's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | 0.2174 | |||
| Treynor Ratio | (0.75) |
Internet Thailand Public Backtested Returns
Internet Thailand Public holds Efficiency (Sharpe) Ratio of -0.0772, which attests that the entity had a -0.0772 % return per unit of risk over the last 3 months. Internet Thailand Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Internet Thailand's Market Risk Adjusted Performance of (0.74), risk adjusted performance of (0.05), and Standard Deviation of 3.88 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Internet Thailand's returns are expected to increase less than the market. However, during the bear market, the loss of holding Internet Thailand is expected to be smaller as well. At this point, Internet Thailand Public has a negative expected return of -0.31%. Please make sure to check out Internet Thailand's maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Internet Thailand Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Internet Thailand Public has virtually no predictability. Overlapping area represents the amount of predictability between Internet Thailand time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Internet Thailand Public price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Internet Thailand price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Internet Thailand Public lagged returns against current returns
Autocorrelation, which is Internet Thailand 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 Internet Thailand's stock expected returns. We can calculate the autocorrelation of Internet Thailand returns to help us make a trade decision. For example, suppose you find that Internet Thailand 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 |
Internet Thailand 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 Internet Thailand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Internet Thailand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Internet Thailand stock over time.
Current vs Lagged Prices |
| Timeline |
Internet Thailand Lagged Returns
When evaluating Internet Thailand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Internet Thailand stock have on its future price. Internet Thailand 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, Internet Thailand autocorrelation shows the relationship between Internet Thailand stock current value and its past values and can show if there is a momentum factor associated with investing in Internet Thailand Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Internet Stock
Internet Thailand financial ratios help investors to determine whether Internet 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 Internet with respect to the benefits of owning Internet Thailand security.