Namyong Terminal (Thailand) Market Value
| NYT Stock | THB 3.32 0.02 0.61% |
| Symbol | Namyong |
Namyong Terminal '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 Namyong Terminal'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 Namyong Terminal.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Namyong Terminal on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Namyong Terminal PCL or generate 0.0% return on investment in Namyong Terminal over 90 days. Namyong Terminal is related to or competes with Plan B, Major Cineplex, Precious Shipping, Somboon Advance, and LPN Development. Namyong Terminal Public Company Limited provides port services in Thailand More
Namyong Terminal 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 Namyong Terminal'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 Namyong Terminal PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.1901 | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.76 |
Namyong Terminal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Namyong Terminal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Namyong Terminal's standard deviation. In reality, there are many statistical measures that can use Namyong Terminal historical prices to predict the future Namyong Terminal's volatility.| Risk Adjusted Performance | 0.0941 | |||
| Jensen Alpha | 0.1488 | |||
| Total Risk Alpha | 0.4217 | |||
| Sortino Ratio | 0.2029 | |||
| Treynor Ratio | (2.83) |
Namyong Terminal PCL Backtested Returns
As of now, Namyong Stock is somewhat reliable. Namyong Terminal PCL has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Namyong Terminal, which you can use to evaluate the volatility of the firm. Please verify Namyong Terminal's Downside Deviation of 1.47, mean deviation of 1.12, and Risk Adjusted Performance of 0.0941 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Namyong Terminal has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0553, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Namyong Terminal are expected to decrease at a much lower rate. During the bear market, Namyong Terminal is likely to outperform the market. Namyong Terminal PCL right now secures a risk of 1.61%. Please verify Namyong Terminal PCL total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Namyong Terminal PCL will be following its current price movements.
Auto-correlation | 0.83 |
Very good predictability
Namyong Terminal PCL has very good predictability. Overlapping area represents the amount of predictability between Namyong Terminal time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Namyong Terminal PCL price movement. The serial correlation of 0.83 indicates that around 83.0% of current Namyong Terminal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Namyong Terminal PCL lagged returns against current returns
Autocorrelation, which is Namyong Terminal 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 Namyong Terminal's stock expected returns. We can calculate the autocorrelation of Namyong Terminal returns to help us make a trade decision. For example, suppose you find that Namyong Terminal 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 |
Namyong Terminal 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 Namyong Terminal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Namyong Terminal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Namyong Terminal stock over time.
Current vs Lagged Prices |
| Timeline |
Namyong Terminal Lagged Returns
When evaluating Namyong Terminal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Namyong Terminal stock have on its future price. Namyong Terminal 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, Namyong Terminal autocorrelation shows the relationship between Namyong Terminal stock current value and its past values and can show if there is a momentum factor associated with investing in Namyong Terminal PCL.
Regressed Prices |
| Timeline |
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Namyong Terminal financial ratios help investors to determine whether Namyong 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 Namyong with respect to the benefits of owning Namyong Terminal security.