Jasmine Telecom (Thailand) Market Value

JTS Stock  THB 30.50  0.25  0.83%   
Jasmine Telecom's market value is the price at which a share of Jasmine Telecom trades on a public exchange. It measures the collective expectations of Jasmine Telecom Systems investors about its performance. Jasmine Telecom is selling for 30.50 as of the 15th of March 2025. This is a 0.83 percent increase since the beginning of the trading day. The stock's last reported lowest price was 29.75.
With this module, you can estimate the performance of a buy and hold strategy of Jasmine Telecom Systems and determine expected loss or profit from investing in Jasmine Telecom over a given investment horizon. Check out Jasmine Telecom Correlation, Jasmine Telecom Volatility and Jasmine Telecom Alpha and Beta module to complement your research on Jasmine Telecom.
Symbol

Please note, there is a significant difference between Jasmine Telecom's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jasmine Telecom is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jasmine Telecom's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Jasmine 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 Jasmine 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 Jasmine Telecom.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Jasmine Telecom on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Jasmine Telecom Systems or generate 0.0% return on investment in Jasmine Telecom over 90 days. Jasmine Telecom is related to or competes with Jay Mart, Jasmine International, KCE Electronics, Delta Electronics, and Advanced Info. Jasmine Telecom Systems Public Company Limited engages in the design and installation of telecommunication systems, and ... More

Jasmine 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 Jasmine 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 Jasmine Telecom Systems upside and downside potential and time the market with a certain degree of confidence.

Jasmine Telecom Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jasmine Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jasmine Telecom's standard deviation. In reality, there are many statistical measures that can use Jasmine Telecom historical prices to predict the future Jasmine Telecom's volatility.
Hype
Prediction
LowEstimatedHigh
25.8030.5035.20
Details
Intrinsic
Valuation
LowRealHigh
24.5829.2833.98
Details

Jasmine Telecom Systems Backtested Returns

Jasmine Telecom Systems holds Efficiency (Sharpe) Ratio of -0.23, which attests that the entity had a -0.23 % return per unit of risk over the last 3 months. Jasmine Telecom Systems exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jasmine Telecom's Market Risk Adjusted Performance of (3.68), risk adjusted performance of (0.21), and Standard Deviation of 4.57 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jasmine Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jasmine Telecom is expected to be smaller as well. At this point, Jasmine Telecom Systems has a negative expected return of -1.06%. Please make sure to check out Jasmine Telecom's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Jasmine Telecom Systems performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.35  

Below average predictability

Jasmine Telecom Systems has below average predictability. Overlapping area represents the amount of predictability between Jasmine Telecom time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Jasmine Telecom Systems price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Jasmine Telecom price fluctuation can be explain by its past prices.
Correlation Coefficient0.35
Spearman Rank Test0.02
Residual Average0.0
Price Variance60.26

Jasmine Telecom Systems lagged returns against current returns

Autocorrelation, which is Jasmine 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 Jasmine Telecom's stock expected returns. We can calculate the autocorrelation of Jasmine Telecom returns to help us make a trade decision. For example, suppose you find that Jasmine 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  

Jasmine 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 Jasmine Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jasmine Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jasmine Telecom stock over time.
   Current vs Lagged Prices   
       Timeline  

Jasmine Telecom Lagged Returns

When evaluating Jasmine Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jasmine Telecom stock have on its future price. Jasmine 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, Jasmine Telecom autocorrelation shows the relationship between Jasmine Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in Jasmine Telecom Systems.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Jasmine Stock

Jasmine Telecom financial ratios help investors to determine whether Jasmine 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 Jasmine with respect to the benefits of owning Jasmine Telecom security.