Srinanaporn Marketing (Thailand) Market Value
| SNNP Stock | 12.30 0.10 0.82% |
| Symbol | Srinanaporn |
Srinanaporn Marketing '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 Srinanaporn Marketing'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 Srinanaporn Marketing.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Srinanaporn Marketing on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Srinanaporn Marketing Public or generate 0.0% return on investment in Srinanaporn Marketing over 30 days. Srinanaporn Marketing is related to or competes with Sappe Public, Osotspa Public, RB Food, and Sabuy Technology. More
Srinanaporn Marketing 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 Srinanaporn Marketing'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 Srinanaporn Marketing Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.053 | |||
| Maximum Drawdown | 8.59 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.72 |
Srinanaporn Marketing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Srinanaporn Marketing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Srinanaporn Marketing's standard deviation. In reality, there are many statistical measures that can use Srinanaporn Marketing historical prices to predict the future Srinanaporn Marketing's volatility.| Risk Adjusted Performance | 0.0376 | |||
| Jensen Alpha | 0.0548 | |||
| Total Risk Alpha | 0.1023 | |||
| Sortino Ratio | 0.0533 | |||
| Treynor Ratio | (1.18) |
Srinanaporn Marketing Backtested Returns
As of now, Srinanaporn Stock is not too volatile. Srinanaporn Marketing owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0439, which indicates the firm had a 0.0439 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Srinanaporn Marketing Public, which you can use to evaluate the volatility of the company. Please validate Srinanaporn Marketing's Risk Adjusted Performance of 0.0376, semi deviation of 1.1, and Coefficient Of Variation of 2258.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.0648%. Srinanaporn Marketing has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.0475, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Srinanaporn Marketing are expected to decrease at a much lower rate. During the bear market, Srinanaporn Marketing is likely to outperform the market. Srinanaporn Marketing right now has a risk of 1.48%. Please validate Srinanaporn Marketing total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Srinanaporn Marketing will be following its existing price patterns.
Auto-correlation | -0.4 |
Poor reverse predictability
Srinanaporn Marketing Public has poor reverse predictability. Overlapping area represents the amount of predictability between Srinanaporn Marketing time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Srinanaporn Marketing price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Srinanaporn Marketing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Srinanaporn Marketing lagged returns against current returns
Autocorrelation, which is Srinanaporn Marketing 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 Srinanaporn Marketing's stock expected returns. We can calculate the autocorrelation of Srinanaporn Marketing returns to help us make a trade decision. For example, suppose you find that Srinanaporn Marketing 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 |
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Srinanaporn Marketing 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 Srinanaporn Marketing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Srinanaporn Marketing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Srinanaporn Marketing stock over time.
Current vs Lagged Prices |
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Srinanaporn Marketing Lagged Returns
When evaluating Srinanaporn Marketing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Srinanaporn Marketing stock have on its future price. Srinanaporn Marketing 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, Srinanaporn Marketing autocorrelation shows the relationship between Srinanaporn Marketing stock current value and its past values and can show if there is a momentum factor associated with investing in Srinanaporn Marketing Public.
Regressed Prices |
| Timeline |
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Srinanaporn Marketing financial ratios help investors to determine whether Srinanaporn 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 Srinanaporn with respect to the benefits of owning Srinanaporn Marketing security.