Interlink Telecom (Thailand) Market Value
| ITEL Stock | THB 1.43 0.01 0.69% |
| Symbol | Interlink |
Interlink Telecom '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 Interlink Telecom'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 Interlink Telecom.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Interlink Telecom on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Interlink Telecom Public or generate 0.0% return on investment in Interlink Telecom over 90 days. Interlink Telecom is related to or competes with Interlink Communication, Jay Mart, Internet Thailand, Jasmine International, and Humanica Public. Interlink Telecom Public Company Limited provides telecommunication services through fiber optic network in Thailand More
Interlink Telecom 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 Interlink Telecom'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 Interlink Telecom Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 16.08 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 5.52 |
Interlink Telecom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Interlink Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Interlink Telecom's standard deviation. In reality, there are many statistical measures that can use Interlink Telecom historical prices to predict the future Interlink Telecom's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.70) |
Interlink Telecom Public Backtested Returns
Interlink Telecom Public holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16 % return per unit of risk over the last 3 months. Interlink Telecom Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Interlink Telecom's Standard Deviation of 3.21, risk adjusted performance of (0.15), and Market Risk Adjusted Performance of (0.69) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Interlink Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Interlink Telecom is expected to be smaller as well. At this point, Interlink Telecom Public has a negative expected return of -0.52%. Please make sure to check out Interlink Telecom's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Interlink Telecom Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Interlink Telecom Public has average predictability. Overlapping area represents the amount of predictability between Interlink Telecom 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 Interlink Telecom Public price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Interlink Telecom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Interlink Telecom Public lagged returns against current returns
Autocorrelation, which is Interlink Telecom 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 Interlink Telecom's stock expected returns. We can calculate the autocorrelation of Interlink Telecom returns to help us make a trade decision. For example, suppose you find that Interlink Telecom 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 |
Interlink Telecom 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 Interlink Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Interlink Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Interlink Telecom stock over time.
Current vs Lagged Prices |
| Timeline |
Interlink Telecom Lagged Returns
When evaluating Interlink Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Interlink Telecom stock have on its future price. Interlink Telecom 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, Interlink Telecom autocorrelation shows the relationship between Interlink Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in Interlink Telecom Public.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Interlink Stock
Interlink Telecom financial ratios help investors to determine whether Interlink 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 Interlink with respect to the benefits of owning Interlink Telecom security.