SiamEast Solutions (Thailand) Market Value
| SE Stock | THB 0.58 0.01 1.69% |
| Symbol | SiamEast |
SiamEast Solutions '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 SiamEast Solutions' 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 SiamEast Solutions.
| 09/04/2024 |
| 12/03/2024 |
If you would invest 0.00 in SiamEast Solutions on September 4, 2024 and sell it all today you would earn a total of 0.00 from holding SiamEast Solutions Public or generate 0.0% return on investment in SiamEast Solutions over 90 days. SiamEast Solutions is related to or competes with Super Energy, WHA Public, Siri Prime, Ananda Development, and Bangkok Land. SiamEast Solutions Public Company Limited distributes industrial equipment in Thailand More
SiamEast Solutions 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 SiamEast Solutions' 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 SiamEast Solutions Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 10.12 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.78 |
SiamEast Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SiamEast Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SiamEast Solutions' standard deviation. In reality, there are many statistical measures that can use SiamEast Solutions historical prices to predict the future SiamEast Solutions' volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | 1.5 |
SiamEast Solutions Public Backtested Returns
SiamEast Solutions Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23% return per unit of risk over the last 3 months. SiamEast Solutions Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SiamEast Solutions' Risk Adjusted Performance of (0.17), variance of 2.96, and Coefficient Of Variation of (436.27) to confirm the risk estimate we provide. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SiamEast Solutions are expected to decrease at a much lower rate. During the bear market, SiamEast Solutions is likely to outperform the market. At this point, SiamEast Solutions Public has a negative expected return of -0.41%. Please make sure to validate SiamEast Solutions' skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if SiamEast Solutions Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
SiamEast Solutions Public has very weak predictability. Overlapping area represents the amount of predictability between SiamEast Solutions time series from 4th of September 2024 to 19th of October 2024 and 19th of October 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SiamEast Solutions Public price movement. The serial correlation of 0.17 indicates that over 17.0% of current SiamEast Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SiamEast Solutions Public lagged returns against current returns
Autocorrelation, which is SiamEast Solutions 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 SiamEast Solutions' stock expected returns. We can calculate the autocorrelation of SiamEast Solutions returns to help us make a trade decision. For example, suppose you find that SiamEast Solutions 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 |
SiamEast Solutions 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 SiamEast Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SiamEast Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SiamEast Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
SiamEast Solutions Lagged Returns
When evaluating SiamEast Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SiamEast Solutions stock have on its future price. SiamEast Solutions 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, SiamEast Solutions autocorrelation shows the relationship between SiamEast Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in SiamEast Solutions Public.
Regressed Prices |
| Timeline |
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SiamEast Solutions financial ratios help investors to determine whether SiamEast 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 SiamEast with respect to the benefits of owning SiamEast Solutions security.