Siam Pan (Thailand) Market Value
| SPG Stock | THB 14.10 0.50 3.68% |
| Symbol | Siam |
Siam Pan '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 Siam Pan'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 Siam Pan.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Siam Pan on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Siam Pan Group or generate 0.0% return on investment in Siam Pan over 30 days. Siam Pan is related to or competes with Haad Thip, MCS Steel, Somboon Advance, Regional Container, and SNC Former. Siam Pan Group Public Company Limited, together with its subsidiaries, manufactures and distributes lubricating oils and... More
Siam Pan 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 Siam Pan'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 Siam Pan Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | (0.000017) | |||
| Maximum Drawdown | 9.31 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 1.43 |
Siam Pan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Siam Pan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Siam Pan's standard deviation. In reality, there are many statistical measures that can use Siam Pan historical prices to predict the future Siam Pan's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | 0.017 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.0000067) | |||
| Treynor Ratio | 0.5792 |
Siam Pan Group Backtested Returns
Siam Pan is out of control given 3 months investment horizon. Siam Pan Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.24% are justified by taking the suggested risk. Use Siam Pan Group Risk Adjusted Performance of 0.0228, coefficient of variation of 3958.98, and Semi Deviation of 0.7988 to evaluate company specific risk that cannot be diversified away. Siam Pan holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 0.0302, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Siam Pan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Siam Pan is expected to be smaller as well. Use Siam Pan Group semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to analyze future returns on Siam Pan Group.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Siam Pan Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Siam Pan time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 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 Siam Pan Group price movement. The serial correlation of -0.74 indicates that around 74.0% of current Siam Pan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Siam Pan Group lagged returns against current returns
Autocorrelation, which is Siam Pan 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 Siam Pan's stock expected returns. We can calculate the autocorrelation of Siam Pan returns to help us make a trade decision. For example, suppose you find that Siam Pan 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 |
Siam Pan 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 Siam Pan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Siam Pan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Siam Pan stock over time.
Current vs Lagged Prices |
| Timeline |
Siam Pan Lagged Returns
When evaluating Siam Pan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Siam Pan stock have on its future price. Siam Pan 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, Siam Pan autocorrelation shows the relationship between Siam Pan stock current value and its past values and can show if there is a momentum factor associated with investing in Siam Pan Group.
Regressed Prices |
| Timeline |
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Siam Pan financial ratios help investors to determine whether Siam 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 Siam with respect to the benefits of owning Siam Pan security.