Jack Chia (Thailand) Market Value
| JCT Stock | THB 79.50 0.00 0.00% |
| Symbol | Jack |
Jack Chia '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 Jack Chia'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 Jack Chia.
| 02/02/2025 |
| 03/04/2025 |
If you would invest 0.00 in Jack Chia on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Jack Chia Industries or generate 0.0% return on investment in Jack Chia over 30 days. Jack Chia is related to or competes with Kang Yong, Krungdhep Sophon, KGI Securities, Inoue Rubber, and Hwa Fong. Jack Chia Industries Public Company Limited, together with its subsidiary, manufactures and distributes pharmaceuticals ... More
Jack Chia 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 Jack Chia'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 Jack Chia Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0992 | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.25 |
Jack Chia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jack Chia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jack Chia's standard deviation. In reality, there are many statistical measures that can use Jack Chia historical prices to predict the future Jack Chia's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0655 | |||
| Treynor Ratio | (0.20) |
Jack Chia Industries Backtested Returns
Jack Chia Industries holds Efficiency (Sharpe) Ratio of -0.0254, which attests that the entity had a -0.0254 % return per unit of risk over the last 3 months. Jack Chia Industries exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jack Chia's Standard Deviation of 0.7182, market risk adjusted performance of (0.19), and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.085, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jack Chia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jack Chia is expected to be smaller as well. At this point, Jack Chia Industries has a negative expected return of -0.0186%. Please make sure to check out Jack Chia's standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Jack Chia Industries performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Jack Chia Industries has insignificant reverse predictability. Overlapping area represents the amount of predictability between Jack Chia time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th 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 Jack Chia Industries price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Jack Chia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Jack Chia Industries lagged returns against current returns
Autocorrelation, which is Jack Chia 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 Jack Chia's stock expected returns. We can calculate the autocorrelation of Jack Chia returns to help us make a trade decision. For example, suppose you find that Jack Chia 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 |
Jack Chia 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 Jack Chia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jack Chia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jack Chia stock over time.
Current vs Lagged Prices |
| Timeline |
Jack Chia Lagged Returns
When evaluating Jack Chia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jack Chia stock have on its future price. Jack Chia 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, Jack Chia autocorrelation shows the relationship between Jack Chia stock current value and its past values and can show if there is a momentum factor associated with investing in Jack Chia Industries.
Regressed Prices |
| Timeline |
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Jack Chia financial ratios help investors to determine whether Jack 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 Jack with respect to the benefits of owning Jack Chia security.