Ratch Group (Thailand) Market Value
| RATCH-R Stock | THB 26.00 0.90 3.35% |
| Symbol | Ratch |
Ratch Group '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 Ratch Group'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 Ratch Group.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Ratch Group on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ratch Group Public or generate 0.0% return on investment in Ratch Group over 90 days. Ratch Group is related to or competes with Electricity Generating, Siam Cement, and PTT Public. Ratchaburi Electricity Generating Holding Public Company Limited, through its subsidiaries, generates and sells electricity in Thailand and internationally. More
Ratch Group 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 Ratch Group'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 Ratch Group Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.97 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 1.58 |
Ratch Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ratch Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ratch Group's standard deviation. In reality, there are many statistical measures that can use Ratch Group historical prices to predict the future Ratch Group's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.92) |
Ratch Group Public Backtested Returns
Ratch Group Public maintains Sharpe Ratio (i.e., Efficiency) of -0.18, which implies the firm had a -0.18 % return per unit of risk over the last 3 months. Ratch Group Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ratch Group's Variance of 2.39, coefficient of variation of (511.93), and Risk Adjusted Performance of (0.17) to confirm the risk estimate we provide. The company holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ratch Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ratch Group is expected to be smaller as well. At this point, Ratch Group Public has a negative expected return of -0.3%. Please make sure to check Ratch Group's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Ratch Group Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Ratch Group Public has modest predictability. Overlapping area represents the amount of predictability between Ratch Group time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Ratch Group Public price movement. The serial correlation of 0.55 indicates that about 55.0% of current Ratch Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Ratch Group Public lagged returns against current returns
Autocorrelation, which is Ratch Group 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 Ratch Group's stock expected returns. We can calculate the autocorrelation of Ratch Group returns to help us make a trade decision. For example, suppose you find that Ratch Group 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 |
Ratch Group 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 Ratch Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ratch Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ratch Group stock over time.
Current vs Lagged Prices |
| Timeline |
Ratch Group Lagged Returns
When evaluating Ratch Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ratch Group stock have on its future price. Ratch Group 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, Ratch Group autocorrelation shows the relationship between Ratch Group stock current value and its past values and can show if there is a momentum factor associated with investing in Ratch Group Public.
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 ArchitectAdditional Tools for Ratch Stock Analysis
When running Ratch Group's price analysis, check to measure Ratch Group'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 Ratch Group is operating at the current time. Most of Ratch Group's value examination focuses on studying past and present price action to predict the probability of Ratch Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ratch Group's price. Additionally, you may evaluate how the addition of Ratch Group to your portfolios can decrease your overall portfolio volatility.