International Research (Thailand) Market Value
| IRCP Stock | THB 0.41 0.01 2.50% |
| Symbol | International |
International Research '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 International Research'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 International Research.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in International Research on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding International Research or generate 0.0% return on investment in International Research over 90 days. International Research is related to or competes with Internet Thailand, Jasmine International, Hydrotek Public, and Home Pottery. International Research Corporation Public Company Limited engages in the distribution and rendering system development s... More
International Research 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 International Research'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 International Research upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.88 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 2.44 |
International Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Research's standard deviation. In reality, there are many statistical measures that can use International Research historical prices to predict the future International Research's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | 0.0062 | |||
| Treynor Ratio | (0.81) |
International Research Backtested Returns
International Research 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. International Research exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out International Research's Standard Deviation of 2.32, risk adjusted performance of (0.1), and Market Risk Adjusted Performance of (0.80) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, International Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding International Research is expected to be smaller as well. At this point, International Research has a negative expected return of -0.29%. Please make sure to check out International Research's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if International Research performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
International Research has very weak reverse predictability. Overlapping area represents the amount of predictability between International Research time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 International Research price movement. The serial correlation of -0.07 indicates that barely 7.0% of current International Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Research lagged returns against current returns
Autocorrelation, which is International Research 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 International Research's stock expected returns. We can calculate the autocorrelation of International Research returns to help us make a trade decision. For example, suppose you find that International Research 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 |
International Research 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 International Research stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Research stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Research stock over time.
Current vs Lagged Prices |
| Timeline |
International Research Lagged Returns
When evaluating International Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Research stock have on its future price. International Research 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, International Research autocorrelation shows the relationship between International Research stock current value and its past values and can show if there is a momentum factor associated with investing in International Research.
Regressed Prices |
| Timeline |
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International Research financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Research security.