Sappe Public (Thailand) Market Value

SAPPE Stock  THB 36.00  1.25  3.60%   
Sappe Public's market value is the price at which a share of Sappe Public trades on a public exchange. It measures the collective expectations of Sappe Public investors about its performance. Sappe Public is trading at 36.00 as of the 16th of March 2025, a 3.60 percent increase since the beginning of the trading day. The stock's open price was 34.75.
With this module, you can estimate the performance of a buy and hold strategy of Sappe Public and determine expected loss or profit from investing in Sappe Public over a given investment horizon. Check out Sappe Public Correlation, Sappe Public Volatility and Sappe Public Alpha and Beta module to complement your research on Sappe Public.
Symbol

Please note, there is a significant difference between Sappe Public's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sappe Public is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sappe Public'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.

Sappe Public '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 Sappe Public'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 Sappe Public.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Sappe Public on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sappe Public or generate 0.0% return on investment in Sappe Public over 90 days. Sappe Public is related to or competes with Ichitan Group, Carabao Group, MK Restaurant, Srisawad Power, and Mega Lifesciences. Sappe Public Company Limited, together with its subsidiaries, manufactures and distributes healthy food and beverage pro... More

Sappe Public 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 Sappe Public'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 Sappe Public upside and downside potential and time the market with a certain degree of confidence.

Sappe Public Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sappe Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sappe Public's standard deviation. In reality, there are many statistical measures that can use Sappe Public historical prices to predict the future Sappe Public's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sappe Public'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.
Hype
Prediction
LowEstimatedHigh
32.8136.0039.19
Details
Intrinsic
Valuation
LowRealHigh
31.7334.9238.11
Details
Naive
Forecast
LowNextHigh
29.4332.6235.81
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
34.1151.2868.46
Details

Sappe Public Backtested Returns

Sappe Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.29, which indicates the firm had a -0.29 % return per unit of risk over the last 3 months. Sappe Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sappe Public's Coefficient Of Variation of (303.08), risk adjusted performance of (0.28), and Variance of 10.63 to confirm the risk estimate we provide. The entity has a beta of 1.13, which indicates a somewhat significant risk relative to the market. Sappe Public returns are very sensitive to returns on the market. As the market goes up or down, Sappe Public is expected to follow. At this point, Sappe Public has a negative expected return of -0.94%. Please make sure to validate Sappe Public's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Sappe Public performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.80  

Very good predictability

Sappe Public has very good predictability. Overlapping area represents the amount of predictability between Sappe Public 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 Sappe Public price movement. The serial correlation of 0.8 indicates that around 80.0% of current Sappe Public price fluctuation can be explain by its past prices.
Correlation Coefficient0.8
Spearman Rank Test0.79
Residual Average0.0
Price Variance50.8

Sappe Public lagged returns against current returns

Autocorrelation, which is Sappe Public 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 Sappe Public's stock expected returns. We can calculate the autocorrelation of Sappe Public returns to help us make a trade decision. For example, suppose you find that Sappe Public 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  

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

Sappe Public Lagged Returns

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

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Other Information on Investing in Sappe Stock

Sappe Public financial ratios help investors to determine whether Sappe 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 Sappe with respect to the benefits of owning Sappe Public security.