Samart Telcoms (Thailand) Market Value
| SAMTEL Stock | THB 5.15 0.45 8.04% |
| Symbol | Samart |
Samart Telcoms '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 Samart Telcoms' 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 Samart Telcoms.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Samart Telcoms on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Samart Telcoms Public or generate 0.0% return on investment in Samart Telcoms over 90 days. Samart Telcoms is related to or competes with Samart Public, Jasmine International, RS Public, SVI Public, and Thaicom Public. Samart Telcoms Public Company Limited engages in the integrated telecommunications, communication network, and informati... More
Samart Telcoms 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 Samart Telcoms' 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 Samart Telcoms Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 20.22 | |||
| Value At Risk | (6.70) | |||
| Potential Upside | 4.49 |
Samart Telcoms Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samart Telcoms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samart Telcoms' standard deviation. In reality, there are many statistical measures that can use Samart Telcoms historical prices to predict the future Samart Telcoms' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | 0.1007 | |||
| Treynor Ratio | 3.37 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Samart Telcoms' 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.
Samart Telcoms Public Backtested Returns
Samart Telcoms Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0929, which indicates the firm had a -0.0929 % return per unit of risk over the last 3 months. Samart Telcoms Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Samart Telcoms' Variance of 10.27, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,103) to confirm the risk estimate we provide. The entity has a beta of -0.0892, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Samart Telcoms are expected to decrease at a much lower rate. During the bear market, Samart Telcoms is likely to outperform the market. At this point, Samart Telcoms Public has a negative expected return of -0.3%. Please make sure to validate Samart Telcoms' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Samart Telcoms Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Samart Telcoms Public has below average predictability. Overlapping area represents the amount of predictability between Samart Telcoms 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 Samart Telcoms Public price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Samart Telcoms price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Samart Telcoms Public lagged returns against current returns
Autocorrelation, which is Samart Telcoms 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 Samart Telcoms' stock expected returns. We can calculate the autocorrelation of Samart Telcoms returns to help us make a trade decision. For example, suppose you find that Samart Telcoms 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 |
Samart Telcoms 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 Samart Telcoms stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samart Telcoms stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samart Telcoms stock over time.
Current vs Lagged Prices |
| Timeline |
Samart Telcoms Lagged Returns
When evaluating Samart Telcoms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samart Telcoms stock have on its future price. Samart Telcoms 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, Samart Telcoms autocorrelation shows the relationship between Samart Telcoms stock current value and its past values and can show if there is a momentum factor associated with investing in Samart Telcoms Public.
Regressed Prices |
| Timeline |
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Samart Telcoms financial ratios help investors to determine whether Samart 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 Samart with respect to the benefits of owning Samart Telcoms security.