Sawang Export (Thailand) Market Value
| SAWANG Stock | THB 10.60 1.50 16.48% |
| Symbol | Sawang |
Sawang Export '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 Sawang Export'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 Sawang Export.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Sawang Export on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Sawang Export Public or generate 0.0% return on investment in Sawang Export over 90 days. Sawang Export is related to or competes with Sabina Public, Rockworth Public, Thaitheparos Public, and Sappe Public. Sawang Export Public Company Limited manufactures and distributes precious stones and jewelry More
Sawang Export 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 Sawang Export'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 Sawang Export Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 32.84 | |||
| Value At Risk | (10.32) | |||
| Potential Upside | 12.5 |
Sawang Export Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sawang Export's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sawang Export's standard deviation. In reality, there are many statistical measures that can use Sawang Export historical prices to predict the future Sawang Export's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.5427 | |||
| Treynor Ratio | (0.48) |
Sawang Export Public Backtested Returns
At this point, Sawang Export is moderately volatile. Sawang Export Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0203, which indicates the firm had a 0.0203 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Sawang Export Public, which you can use to evaluate the volatility of the company. Please validate Sawang Export's Risk Adjusted Performance of (0.01), variance of 43.55, and Coefficient Of Variation of (5,058) to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Sawang Export has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sawang Export's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sawang Export is expected to be smaller as well. Sawang Export Public right now has a risk of 6.2%. Please validate Sawang Export potential upside and day median price , to decide if Sawang Export will be following its existing price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Sawang Export Public has weak reverse predictability. Overlapping area represents the amount of predictability between Sawang Export time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Sawang Export Public price movement. The serial correlation of -0.21 indicates that over 21.0% of current Sawang Export price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Sawang Export Public lagged returns against current returns
Autocorrelation, which is Sawang Export 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 Sawang Export's stock expected returns. We can calculate the autocorrelation of Sawang Export returns to help us make a trade decision. For example, suppose you find that Sawang Export 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 |
Sawang Export 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 Sawang Export stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sawang Export stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sawang Export stock over time.
Current vs Lagged Prices |
| Timeline |
Sawang Export Lagged Returns
When evaluating Sawang Export's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sawang Export stock have on its future price. Sawang Export 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, Sawang Export autocorrelation shows the relationship between Sawang Export stock current value and its past values and can show if there is a momentum factor associated with investing in Sawang Export Public.
Regressed Prices |
| Timeline |
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Sawang Export financial ratios help investors to determine whether Sawang 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 Sawang with respect to the benefits of owning Sawang Export security.