Siam City (Thailand) Market Value
| SCCC-R Stock | THB 162.50 16.00 10.92% |
| Symbol | Siam |
Siam City '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 Siam City'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 Siam City.
| 03/15/2023 |
| 03/04/2025 |
If you would invest 0.00 in Siam City on March 15, 2023 and sell it all today you would earn a total of 0.00 from holding Siam City Cement or generate 0.0% return on investment in Siam City over 720 days. Siam City is related to or competes with Siam Cement, Kasikornbank Public, and PTT Public. Siam City Cement Public Company Limited, together with its subsidiaries, manufactures and sells cement products primaril... More
Siam City 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 Siam City'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 Siam City Cement upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1606 |
Siam City Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siam City's standard deviation. In reality, there are many statistical measures that can use Siam City historical prices to predict the future Siam City's volatility.| Risk Adjusted Performance | 0.0964 | |||
| Jensen Alpha | 0.1294 | |||
| Total Risk Alpha | 0.2643 | |||
| Treynor Ratio | (0.36) |
Siam City Cement Backtested Returns
At this point, Siam City is very steady. Siam City Cement 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. We have found twenty technical indicators for Siam City Cement, which you can use to evaluate the volatility of the company. Please validate Siam City's Coefficient Of Variation of 812.4, risk adjusted performance of 0.0964, and Variance of 1.81 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Siam City has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Siam City are expected to decrease at a much lower rate. During the bear market, Siam City is likely to outperform the market. Siam City Cement right now has a risk of 1.42%. Please validate Siam City coefficient of variation, variance, jensen alpha, as well as the relationship between the standard deviation and information ratio , to decide if Siam City will be following its existing price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Siam City Cement has very weak reverse predictability. Overlapping area represents the amount of predictability between Siam City time series from 15th of March 2023 to 9th of March 2024 and 9th of March 2024 to 4th 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 Siam City Cement price movement. The serial correlation of -0.01 indicates that just 1.0% of current Siam City price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 180.8 |
Siam City Cement lagged returns against current returns
Autocorrelation, which is Siam City 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 Siam City's stock expected returns. We can calculate the autocorrelation of Siam City returns to help us make a trade decision. For example, suppose you find that Siam City 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 |
Siam City 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 Siam City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siam City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siam City stock over time.
Current vs Lagged Prices |
| Timeline |
Siam City Lagged Returns
When evaluating Siam City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siam City stock have on its future price. Siam City 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, Siam City autocorrelation shows the relationship between Siam City stock current value and its past values and can show if there is a momentum factor associated with investing in Siam City Cement.
Regressed Prices |
| Timeline |
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Siam City financial ratios help investors to determine whether Siam 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 Siam with respect to the benefits of owning Siam City security.