Laguna Resorts (Thailand) Market Value
| LRH Stock | THB 37.25 2.50 6.29% |
| Symbol | Laguna |
Laguna Resorts '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 Laguna Resorts' 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 Laguna Resorts.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Laguna Resorts on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Laguna Resorts Hotels or generate 0.0% return on investment in Laguna Resorts over 30 days. Laguna Resorts is related to or competes with OHTL Public, LPN Development, Erawan, and MBK Public. Laguna Resorts Hotels Public Company Limited, together with its subsidiaries, engages in the hotel and property developm... More
Laguna Resorts 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 Laguna Resorts' 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 Laguna Resorts Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0119 | |||
| Maximum Drawdown | 15.0 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.56 |
Laguna Resorts Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laguna Resorts' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laguna Resorts' standard deviation. In reality, there are many statistical measures that can use Laguna Resorts historical prices to predict the future Laguna Resorts' volatility.| Risk Adjusted Performance | 0.0161 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | 0.0302 | |||
| Sortino Ratio | 0.0126 | |||
| Treynor Ratio | (0.17) |
Laguna Resorts Hotels Backtested Returns
Laguna Resorts Hotels has Sharpe Ratio of -0.029, which conveys that the firm had a -0.029 % return per unit of risk over the last 3 months. Laguna Resorts exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Laguna Resorts' Risk Adjusted Performance of 0.0161, mean deviation of 0.9425, and Downside Deviation of 1.67 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0844, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Laguna Resorts are expected to decrease at a much lower rate. During the bear market, Laguna Resorts is likely to outperform the market. At this point, Laguna Resorts Hotels has a negative expected return of -0.0576%. Please make sure to verify Laguna Resorts' standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Laguna Resorts Hotels performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.29 |
Weak reverse predictability
Laguna Resorts Hotels has weak reverse predictability. Overlapping area represents the amount of predictability between Laguna Resorts 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 Laguna Resorts Hotels price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Laguna Resorts price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 3.44 |
Laguna Resorts Hotels lagged returns against current returns
Autocorrelation, which is Laguna Resorts 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 Laguna Resorts' stock expected returns. We can calculate the autocorrelation of Laguna Resorts returns to help us make a trade decision. For example, suppose you find that Laguna Resorts 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 |
Laguna Resorts 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 Laguna Resorts stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laguna Resorts stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laguna Resorts stock over time.
Current vs Lagged Prices |
| Timeline |
Laguna Resorts Lagged Returns
When evaluating Laguna Resorts' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laguna Resorts stock have on its future price. Laguna Resorts 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, Laguna Resorts autocorrelation shows the relationship between Laguna Resorts stock current value and its past values and can show if there is a momentum factor associated with investing in Laguna Resorts Hotels.
Regressed Prices |
| Timeline |
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Laguna Resorts financial ratios help investors to determine whether Laguna 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 Laguna with respect to the benefits of owning Laguna Resorts security.