Sri Panwa (Thailand) Market Value
| SRIPANWA | THB 5.00 0.05 0.99% |
| Symbol | Sri |
Sri Panwa '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 Sri Panwa'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 Sri Panwa.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Sri Panwa on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sri panwa Hospitality or generate 0.0% return on investment in Sri Panwa over 90 days. Sri Panwa is related to or competes with Dusit Thani, LH Hotel, LH Shopping, and Grande Hospitality. Sri panwa Hotel Property Fund specializes in investing in real estate More
Sri Panwa 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 Sri Panwa'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 Sri panwa Hospitality upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0044 | |||
| Maximum Drawdown | 13.49 | |||
| Value At Risk | (3.97) | |||
| Potential Upside | 3.26 |
Sri Panwa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sri Panwa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sri Panwa's standard deviation. In reality, there are many statistical measures that can use Sri Panwa historical prices to predict the future Sri Panwa's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | 0.191 | |||
| Treynor Ratio | 0.6369 |
Sri panwa Hospitality Backtested Returns
Sri panwa Hospitality owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0384, which indicates the firm had a -0.0384 % return per unit of risk over the last 3 months. Sri panwa Hospitality exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sri Panwa's Coefficient Of Variation of (2,603), risk adjusted performance of (0.03), and Variance of 5.36 to confirm the risk estimate we provide. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sri Panwa are expected to decrease at a much lower rate. During the bear market, Sri Panwa is likely to outperform the market. At this point, Sri panwa Hospitality has a negative expected return of -0.0889%. Please make sure to validate Sri Panwa's skewness, and the relationship between the treynor ratio and daily balance of power , to decide if Sri panwa Hospitality performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Sri panwa Hospitality has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Sri Panwa 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 Sri panwa Hospitality price movement. The serial correlation of -0.72 indicates that around 72.0% of current Sri Panwa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Sri panwa Hospitality lagged returns against current returns
Autocorrelation, which is Sri Panwa 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 Sri Panwa's stock expected returns. We can calculate the autocorrelation of Sri Panwa returns to help us make a trade decision. For example, suppose you find that Sri Panwa 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 |
Sri Panwa 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 Sri Panwa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sri Panwa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sri Panwa stock over time.
Current vs Lagged Prices |
| Timeline |
Sri Panwa Lagged Returns
When evaluating Sri Panwa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sri Panwa stock have on its future price. Sri Panwa 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, Sri Panwa autocorrelation shows the relationship between Sri Panwa stock current value and its past values and can show if there is a momentum factor associated with investing in Sri panwa Hospitality.
Regressed Prices |
| Timeline |
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When running Sri Panwa's price analysis, check to measure Sri Panwa'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 Sri Panwa is operating at the current time. Most of Sri Panwa's value examination focuses on studying past and present price action to predict the probability of Sri Panwa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sri Panwa's price. Additionally, you may evaluate how the addition of Sri Panwa to your portfolios can decrease your overall portfolio volatility.