Sabuy Technology (Thailand) Market Value
| SABUY Stock | THB 0.41 0.01 2.50% |
| Symbol | Sabuy |
Sabuy Technology '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 Sabuy Technology'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 Sabuy Technology.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sabuy Technology on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sabuy Technology Public or generate 0.0% return on investment in Sabuy Technology over 90 days. Sabuy Technology is related to or competes with Jay Mart, Forth Public, Singer Thailand, PTT Oil, and KCE Electronics. Sabuy Technology Public Company Limited provides payment acceptance services via automatic top-up machine under the Term... More
Sabuy Technology 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 Sabuy Technology'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 Sabuy Technology Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.25 | |||
| Information Ratio | 0.0289 | |||
| Maximum Drawdown | 40.77 | |||
| Value At Risk | (5.77) | |||
| Potential Upside | 7.69 |
Sabuy Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabuy Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabuy Technology's standard deviation. In reality, there are many statistical measures that can use Sabuy Technology historical prices to predict the future Sabuy Technology's volatility.| Risk Adjusted Performance | 0.0178 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.7352 | |||
| Sortino Ratio | 0.0371 | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sabuy Technology's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sabuy Technology Public Backtested Returns
At this point, Sabuy Technology is out of control. Sabuy Technology Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0108, which indicates the firm had a 0.0108 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sabuy Technology Public, which you can use to evaluate the volatility of the company. Please validate Sabuy Technology's Semi Deviation of 3.26, coefficient of variation of 9282.47, and Risk Adjusted Performance of 0.0178 to confirm if the risk estimate we provide is consistent with the expected return of 0.059%. The entity has a beta of -0.97, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Sabuy Technology are expected to decrease slowly. On the other hand, during market turmoil, Sabuy Technology is expected to outperform it slightly. Sabuy Technology Public right now has a risk of 5.48%. Please validate Sabuy Technology total risk alpha and the relationship between the downside variance and period momentum indicator , to decide if Sabuy Technology will be following its existing price patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Sabuy Technology Public has very good reverse predictability. Overlapping area represents the amount of predictability between Sabuy Technology time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sabuy Technology Public price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Sabuy Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sabuy Technology Public lagged returns against current returns
Autocorrelation, which is Sabuy Technology 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 Sabuy Technology's stock expected returns. We can calculate the autocorrelation of Sabuy Technology returns to help us make a trade decision. For example, suppose you find that Sabuy Technology 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 |
Sabuy Technology 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 Sabuy Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabuy Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabuy Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Sabuy Technology Lagged Returns
When evaluating Sabuy Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabuy Technology stock have on its future price. Sabuy Technology 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, Sabuy Technology autocorrelation shows the relationship between Sabuy Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Sabuy Technology Public.
Regressed Prices |
| Timeline |
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Sabuy Technology financial ratios help investors to determine whether Sabuy 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 Sabuy with respect to the benefits of owning Sabuy Technology security.