Sappe Public (Thailand) Market Value
| SAPPE Stock | THB 45.25 2.75 5.73% |
| Symbol | Sappe |
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.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Sappe Public on January 31, 2025 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 30 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.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 11.89 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 2.58 |
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.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.82) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (1.70) |
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.
Sappe Public Backtested Returns
Sappe Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.32, which indicates the firm had a -0.32 % return per unit of risk over the last 3 months. Sappe Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sappe Public's Risk Adjusted Performance of (0.23), coefficient of variation of (311.54), and Variance of 6.49 to confirm the risk estimate we provide. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sappe Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sappe Public is expected to be smaller as well. At this point, Sappe Public has a negative expected return of -0.79%. 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 | 0.22 |
Weak predictability
Sappe Public has weak predictability. Overlapping area represents the amount of predictability between Sappe Public time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 0.22 indicates that over 22.0% of current Sappe Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 10.23 |
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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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.