SP Syndicate (Thailand) Market Value
| SNP Stock | THB 11.00 0.10 0.92% |
| Symbol | SNP |
SP Syndicate '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 SP Syndicate'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 SP Syndicate.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in SP Syndicate on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding SP Syndicate Public or generate 0.0% return on investment in SP Syndicate over 90 days. SP Syndicate is related to or competes with Thai Vegetable, President Bakery, MK Restaurant, and Thaitheparos Public. SP Syndicate Public Company Limited, together with its subsidiaries, operates a chain of restaurants and bakery shops in... More
SP Syndicate 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 SP Syndicate'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 SP Syndicate Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.2172 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.74 |
SP Syndicate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Syndicate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SP Syndicate's standard deviation. In reality, there are many statistical measures that can use SP Syndicate historical prices to predict the future SP Syndicate's volatility.| Risk Adjusted Performance | 0.1192 | |||
| Jensen Alpha | 0.1614 | |||
| Total Risk Alpha | 0.2979 | |||
| Sortino Ratio | 0.1751 | |||
| Treynor Ratio | 1.32 |
SP Syndicate Public Backtested Returns
As of now, SNP Stock is very steady. SP Syndicate Public retains Efficiency (Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for SP Syndicate, which you can use to evaluate the volatility of the company. Please validate SP Syndicate's Risk Adjusted Performance of 0.1192, mean deviation of 0.8871, and Downside Deviation of 1.47 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. SP Syndicate has a performance score of 11 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SP Syndicate's returns are expected to increase less than the market. However, during the bear market, the loss of holding SP Syndicate is expected to be smaller as well. SP Syndicate Public at this moment owns a risk of 1.19%. Please validate SP Syndicate Public market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if SP Syndicate Public will be following its current price history.
Auto-correlation | 0.36 |
Below average predictability
SP Syndicate Public has below average predictability. Overlapping area represents the amount of predictability between SP Syndicate time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 SP Syndicate Public price movement. The serial correlation of 0.36 indicates that just about 36.0% of current SP Syndicate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
SP Syndicate Public lagged returns against current returns
Autocorrelation, which is SP Syndicate 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 SP Syndicate's stock expected returns. We can calculate the autocorrelation of SP Syndicate returns to help us make a trade decision. For example, suppose you find that SP Syndicate 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 |
SP Syndicate 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 SP Syndicate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SP Syndicate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SP Syndicate stock over time.
Current vs Lagged Prices |
| Timeline |
SP Syndicate Lagged Returns
When evaluating SP Syndicate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SP Syndicate stock have on its future price. SP Syndicate 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, SP Syndicate autocorrelation shows the relationship between SP Syndicate stock current value and its past values and can show if there is a momentum factor associated with investing in SP Syndicate Public.
Regressed Prices |
| Timeline |
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SP Syndicate financial ratios help investors to determine whether SNP 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 SNP with respect to the benefits of owning SP Syndicate security.