NEP Realty (Thailand) Market Value
| NEP Stock | THB 0.25 0.04 19.05% |
| Symbol | NEP |
NEP Realty '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 NEP Realty'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 NEP Realty.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in NEP Realty on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding NEP Realty and or generate 0.0% return on investment in NEP Realty over 180 days. NEP Realty is related to or competes with Thantawan Industry, Erawan, Jay Mart, Airports, Eastern Technical, Gunkul Engineering, and Dcon Products. NEP Realty and Industry Public Company Limited engages in the production and distribution of plastic packaging products ... More
NEP Realty 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 NEP Realty'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 NEP Realty and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.66 | |||
| Information Ratio | 0.0566 | |||
| Maximum Drawdown | 30.59 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
NEP Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEP Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEP Realty's standard deviation. In reality, there are many statistical measures that can use NEP Realty historical prices to predict the future NEP Realty's volatility.| Risk Adjusted Performance | 0.0643 | |||
| Jensen Alpha | 0.3538 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0493 | |||
| Treynor Ratio | 2.21 |
NEP Realty Backtested Returns
As of now, NEP Stock is out of control. NEP Realty has Sharpe Ratio of 0.0071, which conveys that the firm had a 0.0071% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for NEP Realty, which you can use to evaluate the volatility of the firm. Please verify NEP Realty's risk adjusted performance of 0.0643, and Mean Deviation of 3.01 to check out if the risk estimate we provide is consistent with the expected return of 0.0316%. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NEP Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding NEP Realty is expected to be smaller as well. NEP Realty currently secures a risk of 4.45%. Please verify NEP Realty and total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if NEP Realty and will be following its current price movements.
Auto-correlation | 0.07 |
Virtually no predictability
NEP Realty and has virtually no predictability. Overlapping area represents the amount of predictability between NEP Realty time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NEP Realty price movement. The serial correlation of 0.07 indicates that barely 7.0% of current NEP Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NEP Realty lagged returns against current returns
Autocorrelation, which is NEP Realty 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 NEP Realty's stock expected returns. We can calculate the autocorrelation of NEP Realty returns to help us make a trade decision. For example, suppose you find that NEP Realty 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 |
NEP Realty 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 NEP Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEP Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEP Realty stock over time.
Current vs Lagged Prices |
| Timeline |
NEP Realty Lagged Returns
When evaluating NEP Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEP Realty stock have on its future price. NEP Realty 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, NEP Realty autocorrelation shows the relationship between NEP Realty stock current value and its past values and can show if there is a momentum factor associated with investing in NEP Realty and.
Regressed Prices |
| Timeline |
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NEP Realty financial ratios help investors to determine whether NEP 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 NEP with respect to the benefits of owning NEP Realty security.