ONE Enterprise (Thailand) Market Value
| ONEE Stock | 2.60 0.04 1.56% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in ONE Enterprise on December 13, 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 90 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.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 18.08 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 3.13 |
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 | (0.19) | |||
| Jensen Alpha | (0.63) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (2.33) |
ONE Enterprise Backtested Returns
ONE Enterprise maintains Sharpe Ratio (i.e., Efficiency) of -0.31, which implies the firm had a -0.31 % return per unit of risk over the last 3 months. ONE Enterprise exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ONE Enterprise's Market Risk Adjusted Performance of (2.32), coefficient of variation of (423.99), and Variance of 7.62 to confirm the risk estimate we provide. The company holds a Beta of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, ONE Enterprise's returns are expected to increase less than the market. However, during the bear market, the loss of holding ONE Enterprise is expected to be smaller as well. At this point, ONE Enterprise has a negative expected return of -0.79%. Please make sure to check ONE Enterprise's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if ONE Enterprise performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.89 |
Very good predictability
The ONE Enterprise has very good predictability. Overlapping area represents the amount of predictability between ONE Enterprise time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 ONE Enterprise price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current ONE Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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 |
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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.