Supalai Public (Thailand) Market Value
| SPALI-R Stock | THB 17.00 0.91 5.66% |
| Symbol | Supalai |
Supalai 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 Supalai 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 Supalai Public.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Supalai Public on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Supalai Public or generate 0.0% return on investment in Supalai Public over 30 days. Supalai Public is related to or competes with Kiattana Transport, Sun Vending, JKN Global, Rich Sport, Vintcom Technology, TKS Technologies, and Qualitech Public. Supalai Public Company Limited, together with its subsidiaries, operates real estate development projects for living and commercial purposes primarily in Thailand, the Philippines, and Australia. More
Supalai 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 Supalai 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 Supalai Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 10.66 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 1.93 |
Supalai Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Supalai Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Supalai Public's standard deviation. In reality, there are many statistical measures that can use Supalai Public historical prices to predict the future Supalai Public's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.40) |
Supalai Public Backtested Returns
Supalai Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0982, which indicates the firm had a -0.0982 % return per unit of risk over the last 3 months. Supalai Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Supalai Public's Risk Adjusted Performance of (0.07), coefficient of variation of (939.31), and Variance of 3.26 to confirm the risk estimate we provide. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Supalai Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Supalai Public is expected to be smaller as well. At this point, Supalai Public has a negative expected return of -0.18%. Please make sure to validate Supalai Public's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Supalai Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Supalai Public has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Supalai Public time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Supalai Public price movement. The serial correlation of -0.73 indicates that around 73.0% of current Supalai Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Supalai Public lagged returns against current returns
Autocorrelation, which is Supalai 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 Supalai Public's stock expected returns. We can calculate the autocorrelation of Supalai Public returns to help us make a trade decision. For example, suppose you find that Supalai 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 |
Supalai 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 Supalai Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Supalai Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Supalai Public stock over time.
Current vs Lagged Prices |
| Timeline |
Supalai Public Lagged Returns
When evaluating Supalai Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Supalai Public stock have on its future price. Supalai 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, Supalai Public autocorrelation shows the relationship between Supalai Public stock current value and its past values and can show if there is a momentum factor associated with investing in Supalai Public.
Regressed Prices |
| Timeline |
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When running Supalai Public's price analysis, check to measure Supalai Public's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Supalai Public is operating at the current time. Most of Supalai Public's value examination focuses on studying past and present price action to predict the probability of Supalai Public's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Supalai Public's price. Additionally, you may evaluate how the addition of Supalai Public to your portfolios can decrease your overall portfolio volatility.