SISB Public (Thailand) Market Value
| SISB Stock | THB 18.10 0.50 2.69% |
| Symbol | SISB |
SISB Public '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 SISB Public'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 SISB Public.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in SISB Public on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding SISB Public or generate 0.0% return on investment in SISB Public over 90 days. SISB Public is related to or competes with Origin Property, Bangkok Dusit, Plan B, Ekachai Medical, and Com7 PCL. The company owns and manages Singapore international schools in Thailand, including four campuses that adopt Singapore a... More
SISB Public 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 SISB Public'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 SISB Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 17.54 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 3.83 |
SISB Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SISB Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SISB Public's standard deviation. In reality, there are many statistical measures that can use SISB Public historical prices to predict the future SISB Public's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.56) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.94) |
SISB Public Backtested Returns
SISB Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.25, which indicates the firm had a -0.25 % return per unit of standard deviation over the last 3 months. SISB Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SISB Public's variance of 8.76, and Risk Adjusted Performance of (0.18) to confirm the risk estimate we provide. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SISB Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding SISB Public is expected to be smaller as well. At this point, SISB Public has a negative expected return of -0.76%. Please make sure to validate SISB Public's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if SISB Public performance from the past will be repeated at future time.
Auto-correlation | 0.90 |
Excellent predictability
SISB Public has excellent predictability. Overlapping area represents the amount of predictability between SISB Public 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 SISB Public price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current SISB Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 5.87 |
SISB Public lagged returns against current returns
Autocorrelation, which is SISB Public 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 SISB Public's stock expected returns. We can calculate the autocorrelation of SISB Public returns to help us make a trade decision. For example, suppose you find that SISB Public 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 |
SISB Public 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 SISB Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SISB Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SISB Public stock over time.
Current vs Lagged Prices |
| Timeline |
SISB Public Lagged Returns
When evaluating SISB Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SISB Public stock have on its future price. SISB Public 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, SISB Public autocorrelation shows the relationship between SISB Public stock current value and its past values and can show if there is a momentum factor associated with investing in SISB Public.
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 SISB Stock
SISB Public financial ratios help investors to determine whether SISB 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 SISB with respect to the benefits of owning SISB Public security.