Sri Panwa (Thailand) Market Value
| SRIPANWA | THB 5.75 0.10 1.71% |
| 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.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Sri Panwa on December 14, 2022 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 720 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.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.077 | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.63 |
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 | 0.121 | |||
| Jensen Alpha | 0.2137 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0728 | |||
| Treynor Ratio | 0.9443 |
Sri panwa Hospitality Backtested Returns
Sri Panwa appears to be somewhat reliable, given 3 months investment horizon. Sri panwa Hospitality owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sri panwa Hospitality, which you can use to evaluate the volatility of the company. Please review Sri Panwa's Risk Adjusted Performance of 0.121, coefficient of variation of 661.27, and Semi Deviation of 1.05 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sri Panwa holds a performance score of 12. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sri Panwa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sri Panwa is expected to be smaller as well. Please check Sri Panwa's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Sri Panwa's existing price patterns will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Sri panwa Hospitality has very good reverse predictability. Overlapping area represents the amount of predictability between Sri Panwa time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 2024. 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 -0.66 indicates that around 66.0% of current Sri Panwa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
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.