Ptt Pcl Adr Stock Market Value

PUTRY Stock  USD 5.09  0.00  0.00%   
PTT PCL's market value is the price at which a share of PTT PCL trades on a public exchange. It measures the collective expectations of PTT PCL ADR investors about its performance. PTT PCL is trading at 5.09 as of the 12th of December 2024; that is No Change since the beginning of the trading day. The stock's open price was 5.09.
With this module, you can estimate the performance of a buy and hold strategy of PTT PCL ADR and determine expected loss or profit from investing in PTT PCL over a given investment horizon. Check out PTT PCL Correlation, PTT PCL Volatility and PTT PCL Alpha and Beta module to complement your research on PTT PCL.
Symbol

Please note, there is a significant difference between PTT PCL's value and its price as these two are different measures arrived at by different means. Investors typically determine if PTT PCL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PTT PCL's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

PTT PCL '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 PTT PCL's pink sheet 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 PTT PCL.
0.00
12/23/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/12/2024
0.00
If you would invest  0.00  in PTT PCL on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding PTT PCL ADR or generate 0.0% return on investment in PTT PCL over 720 days. PTT PCL is related to or competes with BP Plc, PetroChina, Shell PLC, MOL PLC, Galp Energa, OMV AG, and Eni SPA. PTT Public Company Limited, together with its subsidiaries, operates as a petroleum and petrochemical company in Thailan... More

PTT PCL 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 PTT PCL's pink sheet 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 PTT PCL ADR upside and downside potential and time the market with a certain degree of confidence.

PTT PCL Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for PTT PCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PTT PCL's standard deviation. In reality, there are many statistical measures that can use PTT PCL historical prices to predict the future PTT PCL's volatility.
Hype
Prediction
LowEstimatedHigh
4.055.096.13
Details
Intrinsic
Valuation
LowRealHigh
3.985.026.06
Details
Naive
Forecast
LowNextHigh
4.045.086.12
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.025.115.20
Details

PTT PCL ADR Backtested Returns

At this stage we consider PTT Pink Sheet to be not too volatile. PTT PCL ADR maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for PTT PCL ADR, which you can use to evaluate the volatility of the company. Please check PTT PCL's Risk Adjusted Performance of 0.0963, market risk adjusted performance of 1.04, and Coefficient Of Variation of 773.44 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. PTT PCL has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, PTT PCL's returns are expected to increase less than the market. However, during the bear market, the loss of holding PTT PCL is expected to be smaller as well. PTT PCL ADR presently holds a risk of 1.04%. Please check PTT PCL ADR treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if PTT PCL ADR will be following its historical price patterns.

Auto-correlation

    
  -0.39  

Poor reverse predictability

PTT PCL ADR has poor reverse predictability. Overlapping area represents the amount of predictability between PTT PCL time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th 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 PTT PCL ADR price movement. The serial correlation of -0.39 indicates that just about 39.0% of current PTT PCL price fluctuation can be explain by its past prices.
Correlation Coefficient-0.39
Spearman Rank Test-0.03
Residual Average0.0
Price Variance0.02

PTT PCL ADR lagged returns against current returns

Autocorrelation, which is PTT PCL pink sheet'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 PTT PCL's pink sheet expected returns. We can calculate the autocorrelation of PTT PCL returns to help us make a trade decision. For example, suppose you find that PTT PCL has exhibited high autocorrelation historically, and you observe that the pink sheet 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  

PTT PCL 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 PTT PCL pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PTT PCL pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PTT PCL pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

PTT PCL Lagged Returns

When evaluating PTT PCL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PTT PCL pink sheet have on its future price. PTT PCL 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, PTT PCL autocorrelation shows the relationship between PTT PCL pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PTT PCL ADR.
   Regressed Prices   
       Timeline  

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Additional Tools for PTT Pink Sheet Analysis

When running PTT PCL's price analysis, check to measure PTT PCL's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PTT PCL is operating at the current time. Most of PTT PCL's value examination focuses on studying past and present price action to predict the probability of PTT PCL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PTT PCL's price. Additionally, you may evaluate how the addition of PTT PCL to your portfolios can decrease your overall portfolio volatility.