KC Metalsheet (Thailand) Market Value
| KCM Stock | THB 0.21 0.01 5.00% |
| Symbol | KCM |
KC Metalsheet '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 KC Metalsheet'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 KC Metalsheet.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in KC Metalsheet on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding KC Metalsheet Public or generate 0.0% return on investment in KC Metalsheet over 90 days. KC Metalsheet is related to or competes with Masterkool International, Thai Ha, Kingsmen CMTI, Hydrotek Public, and Home Pottery. Metalsheet Public Company Limited manufactures and installs metal sheet products for roofing and all other types of meta... More
KC Metalsheet 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 KC Metalsheet'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 KC Metalsheet Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 20.0 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 7.14 |
KC Metalsheet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KC Metalsheet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KC Metalsheet's standard deviation. In reality, there are many statistical measures that can use KC Metalsheet historical prices to predict the future KC Metalsheet's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | 0.1513 | |||
| Treynor Ratio | 0.4942 |
KC Metalsheet Public Backtested Returns
KC Metalsheet Public retains Efficiency (Sharpe Ratio) of -0.0949, which conveys that the company had a -0.0949 % return per unit of price deviation over the last 3 months. KC Metalsheet exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KC Metalsheet's Market Risk Adjusted Performance of 0.5042, mean deviation of 3.25, and Information Ratio of (0.07) to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.81, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning KC Metalsheet are expected to decrease at a much lower rate. During the bear market, KC Metalsheet is likely to outperform the market. At this point, KC Metalsheet Public has a negative expected return of -0.42%. Please make sure to verify KC Metalsheet's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if KC Metalsheet Public performance from the past will be repeated sooner or later.
Auto-correlation | 0.49 |
Average predictability
KC Metalsheet Public has average predictability. Overlapping area represents the amount of predictability between KC Metalsheet 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 KC Metalsheet Public price movement. The serial correlation of 0.49 indicates that about 49.0% of current KC Metalsheet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KC Metalsheet Public lagged returns against current returns
Autocorrelation, which is KC Metalsheet 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 KC Metalsheet's stock expected returns. We can calculate the autocorrelation of KC Metalsheet returns to help us make a trade decision. For example, suppose you find that KC Metalsheet 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 |
KC Metalsheet 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 KC Metalsheet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KC Metalsheet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KC Metalsheet stock over time.
Current vs Lagged Prices |
| Timeline |
KC Metalsheet Lagged Returns
When evaluating KC Metalsheet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KC Metalsheet stock have on its future price. KC Metalsheet 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, KC Metalsheet autocorrelation shows the relationship between KC Metalsheet stock current value and its past values and can show if there is a momentum factor associated with investing in KC Metalsheet Public.
Regressed Prices |
| Timeline |
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KC Metalsheet financial ratios help investors to determine whether KCM 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 KCM with respect to the benefits of owning KC Metalsheet security.