Land (Thailand) Market Value
Land's market value is the price at which a share of Land trades on a public exchange. It measures the collective expectations of Land and Houses investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Land and Houses and determine expected loss or profit from investing in Land over a given investment horizon. Check out Land Correlation, Land Volatility and Land Alpha and Beta module to complement your research on Land.
| Symbol | Land |
Land '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 Land'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 Land.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Land on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Land and Houses or generate 0.0% return on investment in Land over 30 days. Land is related to or competes with Major Cineplex, LH Shopping, and LH Hotel. Land and Houses Freehold and Leasehold Property Fund is a real estate investment trust launched and managed by Land and ... More
Land 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 Land'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 Land and Houses upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.74 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.96 |
Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Land's standard deviation. In reality, there are many statistical measures that can use Land historical prices to predict the future Land's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.3005 |
Land and Houses Backtested Returns
Land and Houses has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Land exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Land's Standard Deviation of 1.12, mean deviation of 0.7353, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Land are expected to decrease at a much lower rate. During the bear market, Land is likely to outperform the market. At this point, Land and Houses has a negative expected return of -1.78%. Please make sure to verify Land's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Land and Houses performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Land and Houses has below average predictability. Overlapping area represents the amount of predictability between Land time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Land and Houses price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 2.41 |
Land and Houses lagged returns against current returns
Autocorrelation, which is Land 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 Land's stock expected returns. We can calculate the autocorrelation of Land returns to help us make a trade decision. For example, suppose you find that Land 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 |
Land 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 Land stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Land stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Land stock over time.
Current vs Lagged Prices |
| Timeline |
Land Lagged Returns
When evaluating Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Land stock have on its future price. Land 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, Land autocorrelation shows the relationship between Land stock current value and its past values and can show if there is a momentum factor associated with investing in Land and Houses.
Regressed Prices |
| Timeline |
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Land financial ratios help investors to determine whether Land 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 Land with respect to the benefits of owning Land security.