Sub Sri (Thailand) Market Value
| SSTRT Stock | THB 4.78 0.02 0.42% |
| Symbol | Sub |
Sub Sri '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 Sub Sri'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 Sub Sri.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sub Sri on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sub Sri Thai or generate 0.0% return on investment in Sub Sri over 90 days. Sub Sri is related to or competes with CPN Retail, and LH Shopping. Sub Sri Thai Real Estate Investment Trust is a real estate investment trust externally managed by SST REIT Management Co... More
Sub Sri 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 Sub Sri'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 Sub Sri Thai upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.083 | |||
| Maximum Drawdown | 3.32 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.8439 |
Sub Sri Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sub Sri's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sub Sri's standard deviation. In reality, there are many statistical measures that can use Sub Sri historical prices to predict the future Sub Sri's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.019 | |||
| Treynor Ratio | (2.49) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sub Sri's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sub Sri Thai Backtested Returns
Sub Sri Thai owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0508, which indicates the firm had a -0.0508 % return per unit of risk over the last 3 months. Sub Sri Thai exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sub Sri's Variance of 0.3776, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,280) to confirm the risk estimate we provide. The entity has a beta of 0.0233, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sub Sri's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sub Sri is expected to be smaller as well. At this point, Sub Sri Thai has a negative expected return of -0.031%. Please make sure to validate Sub Sri's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and daily balance of power , to decide if Sub Sri Thai performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Sub Sri Thai has modest reverse predictability. Overlapping area represents the amount of predictability between Sub Sri time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sub Sri Thai price movement. The serial correlation of -0.48 indicates that about 48.0% of current Sub Sri price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sub Sri Thai lagged returns against current returns
Autocorrelation, which is Sub Sri 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 Sub Sri's stock expected returns. We can calculate the autocorrelation of Sub Sri returns to help us make a trade decision. For example, suppose you find that Sub Sri 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 |
Sub Sri 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 Sub Sri stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sub Sri stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sub Sri stock over time.
Current vs Lagged Prices |
| Timeline |
Sub Sri Lagged Returns
When evaluating Sub Sri's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sub Sri stock have on its future price. Sub Sri 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, Sub Sri autocorrelation shows the relationship between Sub Sri stock current value and its past values and can show if there is a momentum factor associated with investing in Sub Sri Thai.
Regressed Prices |
| Timeline |
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Sub Sri financial ratios help investors to determine whether Sub 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 Sub with respect to the benefits of owning Sub Sri security.