ONE Enterprise (Thailand) Market Value
| ONEE Stock | 4.28 0.08 1.90% |
| Symbol | ONE |
ONE Enterprise '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 ONE Enterprise'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 ONE Enterprise.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in ONE Enterprise on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding The ONE Enterprise or generate 0.0% return on investment in ONE Enterprise over 30 days. ONE Enterprise is related to or competes with Plan B, Origin Property, Gulf Energy, PTT Oil, and Bangkok Chain. More
ONE Enterprise 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 ONE Enterprise'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 The ONE Enterprise upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0636 | |||
| Maximum Drawdown | 14.58 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 5.14 |
ONE Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ONE Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ONE Enterprise's standard deviation. In reality, there are many statistical measures that can use ONE Enterprise historical prices to predict the future ONE Enterprise's volatility.| Risk Adjusted Performance | 0.0671 | |||
| Jensen Alpha | 0.1833 | |||
| Total Risk Alpha | 0.1241 | |||
| Sortino Ratio | 0.087 | |||
| Treynor Ratio | (1.83) |
ONE Enterprise Backtested Returns
As of now, ONE Stock is moderately volatile. ONE Enterprise maintains Sharpe Ratio (i.e., Efficiency) of 0.0217, which implies the firm had a 0.0217% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ONE Enterprise, which you can use to evaluate the volatility of the company. Please check ONE Enterprise's Semi Deviation of 1.58, market risk adjusted performance of (1.82), and Coefficient Of Variation of 1342.83 to confirm if the risk estimate we provide is consistent with the expected return of 0.051%. ONE Enterprise has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.0989, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ONE Enterprise are expected to decrease at a much lower rate. During the bear market, ONE Enterprise is likely to outperform the market. ONE Enterprise right now holds a risk of 2.35%. Please check ONE Enterprise information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if ONE Enterprise will be following its historical price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
The ONE Enterprise has modest reverse predictability. Overlapping area represents the amount of predictability between ONE Enterprise time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 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 ONE Enterprise price movement. The serial correlation of -0.48 indicates that about 48.0% of current ONE Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ONE Enterprise lagged returns against current returns
Autocorrelation, which is ONE Enterprise 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 ONE Enterprise's stock expected returns. We can calculate the autocorrelation of ONE Enterprise returns to help us make a trade decision. For example, suppose you find that ONE Enterprise 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 |
ONE Enterprise 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 ONE Enterprise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ONE Enterprise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ONE Enterprise stock over time.
Current vs Lagged Prices |
| Timeline |
ONE Enterprise Lagged Returns
When evaluating ONE Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ONE Enterprise stock have on its future price. ONE Enterprise 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, ONE Enterprise autocorrelation shows the relationship between ONE Enterprise stock current value and its past values and can show if there is a momentum factor associated with investing in The ONE Enterprise.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in ONE Stock
ONE Enterprise financial ratios help investors to determine whether ONE 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 ONE with respect to the benefits of owning ONE Enterprise security.