SGF Capital (Thailand) Market Value
| SGF Stock | THB 0.24 0.02 9.09% |
| Symbol | SGF |
SGF Capital '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 SGF Capital'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 SGF Capital.
| 12/02/2023 |
| 12/26/2024 |
If you would invest 0.00 in SGF Capital on December 2, 2023 and sell it all today you would earn a total of 0.00 from holding SGF Capital Public or generate 0.0% return on investment in SGF Capital over 390 days. SGF Capital is related to or competes with Amanah Leasing, Infraset Public, and JMT Network. SGF Capital Public Company Limited provides factoring, loans, personal loans, and leasing services in Thailand More
SGF Capital 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 SGF Capital'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 SGF Capital Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 19.35 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 4.17 |
SGF Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SGF Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SGF Capital's standard deviation. In reality, there are many statistical measures that can use SGF Capital historical prices to predict the future SGF Capital's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.87) |
SGF Capital Public Backtested Returns
SGF Capital Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of volatility over the last 3 months. SGF Capital Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SGF Capital's risk adjusted performance of (0.07), and Variance of 11.29 to confirm the risk estimate we provide. The entity has a beta of 0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SGF Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding SGF Capital is expected to be smaller as well. At this point, SGF Capital Public has a negative expected return of -0.42%. Please make sure to validate SGF Capital's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if SGF Capital Public performance from the past will be repeated in the future.
Auto-correlation | 0.17 |
Very weak predictability
SGF Capital Public has very weak predictability. Overlapping area represents the amount of predictability between SGF Capital time series from 2nd of December 2023 to 14th of June 2024 and 14th of June 2024 to 26th 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 SGF Capital Public price movement. The serial correlation of 0.17 indicates that over 17.0% of current SGF Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SGF Capital Public lagged returns against current returns
Autocorrelation, which is SGF Capital 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 SGF Capital's stock expected returns. We can calculate the autocorrelation of SGF Capital returns to help us make a trade decision. For example, suppose you find that SGF Capital 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 |
SGF Capital 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 SGF Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SGF Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SGF Capital stock over time.
Current vs Lagged Prices |
| Timeline |
SGF Capital Lagged Returns
When evaluating SGF Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SGF Capital stock have on its future price. SGF Capital 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, SGF Capital autocorrelation shows the relationship between SGF Capital stock current value and its past values and can show if there is a momentum factor associated with investing in SGF Capital Public.
Regressed Prices |
| Timeline |
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SGF Capital financial ratios help investors to determine whether SGF 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 SGF with respect to the benefits of owning SGF Capital security.