Muangthai Capital (Thailand) Market Value
| MTC Stock | THB 44.25 0.50 1.14% |
| Symbol | Muangthai |
Muangthai Capital '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 Muangthai Capital'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 Muangthai Capital.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Muangthai Capital on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Muangthai Capital Public or generate 0.0% return on investment in Muangthai Capital over 90 days. Muangthai Capital is related to or competes with Srisawad Power, Gulf Energy, Krungthai Card, Carabao Group, and Energy Absolute. Muangthai Capital Public Company Limited provides various lending services in Thailand More
Muangthai Capital 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 Muangthai Capital'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 Muangthai Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.30) | |||
| Potential Upside | 2.91 |
Muangthai Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Muangthai Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Muangthai Capital's standard deviation. In reality, there are many statistical measures that can use Muangthai Capital historical prices to predict the future Muangthai Capital's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.1083 | |||
| Treynor Ratio | (0.18) |
Muangthai Capital Public Backtested Returns
Muangthai Capital Public has Sharpe Ratio of -0.0738, which conveys that the firm had a -0.0738 % return per unit of risk over the last 3 months. Muangthai Capital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Muangthai Capital's Mean Deviation of 1.62, standard deviation of 2.07, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Muangthai Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Muangthai Capital is expected to be smaller as well. At this point, Muangthai Capital Public has a negative expected return of -0.16%. Please make sure to verify Muangthai Capital's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Muangthai Capital Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Muangthai Capital Public has good reverse predictability. Overlapping area represents the amount of predictability between Muangthai Capital time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Muangthai Capital Public price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Muangthai Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 3.04 |
Muangthai Capital Public lagged returns against current returns
Autocorrelation, which is Muangthai Capital 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 Muangthai Capital's stock expected returns. We can calculate the autocorrelation of Muangthai Capital returns to help us make a trade decision. For example, suppose you find that Muangthai Capital 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 |
Muangthai Capital 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 Muangthai Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Muangthai Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Muangthai Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Muangthai Capital Lagged Returns
When evaluating Muangthai Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Muangthai Capital stock have on its future price. Muangthai Capital 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, Muangthai Capital autocorrelation shows the relationship between Muangthai Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Muangthai Capital Public.
Regressed Prices |
| Timeline |
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Muangthai Capital financial ratios help investors to determine whether Muangthai 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 Muangthai with respect to the benefits of owning Muangthai Capital security.