Thai Stanley (Thailand) Market Value
| STANLY Stock | THB 221.00 1.00 0.45% |
| Symbol | Thai |
Thai Stanley '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 Thai Stanley'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 Thai Stanley.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Thai Stanley on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Thai Stanley Electric or generate 0.0% return on investment in Thai Stanley over 90 days. Thai Stanley is related to or competes with Somboon Advance, TISCO Financial, Quality Houses, Hana Microelectronics, and United Paper. Thai Stanley Electric Public Company Limited manufactures and sells automotive bulbs, lighting equipment, molds and dies... More
Thai Stanley 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 Thai Stanley'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 Thai Stanley Electric upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6193 | |||
| Information Ratio | 0.2546 | |||
| Maximum Drawdown | 2.27 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.4587 |
Thai Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thai Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thai Stanley's standard deviation. In reality, there are many statistical measures that can use Thai Stanley historical prices to predict the future Thai Stanley's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0398 | |||
| Sortino Ratio | 0.1611 | |||
| Treynor Ratio | (0.86) |
Thai Stanley Electric Backtested Returns
At this point, Thai Stanley is very steady. Thai Stanley Electric owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.06, which indicates the firm had a 0.06 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Thai Stanley Electric, which you can use to evaluate the volatility of the company. Please validate Thai Stanley's Risk Adjusted Performance of (0.01), coefficient of variation of 51748.25, and Semi Deviation of 0.3299 to confirm if the risk estimate we provide is consistent with the expected return of 0.0231%. Thai Stanley has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.0107, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Thai Stanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thai Stanley is expected to be smaller as well. Thai Stanley Electric right now has a risk of 0.39%. Please validate Thai Stanley value at risk, and the relationship between the jensen alpha and skewness , to decide if Thai Stanley will be following its existing price patterns.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Thai Stanley Electric has insignificant reverse predictability. Overlapping area represents the amount of predictability between Thai Stanley time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Thai Stanley Electric price movement. The serial correlation of -0.16 indicates that over 16.0% of current Thai Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 1.52 |
Thai Stanley Electric lagged returns against current returns
Autocorrelation, which is Thai Stanley 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 Thai Stanley's stock expected returns. We can calculate the autocorrelation of Thai Stanley returns to help us make a trade decision. For example, suppose you find that Thai Stanley 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 |
Thai Stanley 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 Thai Stanley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thai Stanley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Thai Stanley stock over time.
Current vs Lagged Prices |
| Timeline |
Thai Stanley Lagged Returns
When evaluating Thai Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thai Stanley stock have on its future price. Thai Stanley 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, Thai Stanley autocorrelation shows the relationship between Thai Stanley stock current value and its past values and can show if there is a momentum factor associated with investing in Thai Stanley Electric.
Regressed Prices |
| Timeline |
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Thai Stanley financial ratios help investors to determine whether Thai 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 Thai with respect to the benefits of owning Thai Stanley security.