Srisawad Power (Thailand) Market Value
| SAWAD Stock | THB 30.00 0.75 2.44% |
| Symbol | Srisawad |
Srisawad Power '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 Srisawad Power'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 Srisawad Power.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Srisawad Power on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Srisawad Power 1979 or generate 0.0% return on investment in Srisawad Power over 90 days. Srisawad Power is related to or competes with Muangthai Capital, Carabao Group, TISCO Financial, Minor International, and Kasikornbank Public. Srisawad Corporation Public Company Limited, together with its subsidiaries, provides finance services in Thailand More
Srisawad Power 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 Srisawad Power'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 Srisawad Power 1979 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 20.86 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 3.85 |
Srisawad Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Srisawad Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Srisawad Power's standard deviation. In reality, there are many statistical measures that can use Srisawad Power historical prices to predict the future Srisawad Power's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.26) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Srisawad Power'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.
Srisawad Power 1979 Backtested Returns
Srisawad Power 1979 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13 % return per unit of risk over the last 3 months. Srisawad Power 1979 exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Srisawad Power's Coefficient Of Variation of (819.77), risk adjusted performance of (0.1), and Variance of 9.5 to confirm the risk estimate we provide. The entity has a beta of 1.17, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Srisawad Power will likely underperform. At this point, Srisawad Power 1979 has a negative expected return of -0.42%. Please make sure to validate Srisawad Power's maximum drawdown, daily balance of power, period momentum indicator, as well as the relationship between the skewness and day typical price , to decide if Srisawad Power 1979 performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Srisawad Power 1979 has below average predictability. Overlapping area represents the amount of predictability between Srisawad Power 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 Srisawad Power 1979 price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Srisawad Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 10.11 |
Srisawad Power 1979 lagged returns against current returns
Autocorrelation, which is Srisawad Power 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 Srisawad Power's stock expected returns. We can calculate the autocorrelation of Srisawad Power returns to help us make a trade decision. For example, suppose you find that Srisawad Power 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 |
Srisawad Power 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 Srisawad Power stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Srisawad Power stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Srisawad Power stock over time.
Current vs Lagged Prices |
| Timeline |
Srisawad Power Lagged Returns
When evaluating Srisawad Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Srisawad Power stock have on its future price. Srisawad Power 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, Srisawad Power autocorrelation shows the relationship between Srisawad Power stock current value and its past values and can show if there is a momentum factor associated with investing in Srisawad Power 1979.
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 ArchitectOther Information on Investing in Srisawad Stock
Srisawad Power financial ratios help investors to determine whether Srisawad 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 Srisawad with respect to the benefits of owning Srisawad Power security.