SVI Public (Thailand) Market Value
| SVI Stock | THB 6.85 0.10 1.44% |
| Symbol | SVI |
SVI Public '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 SVI Public'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 SVI Public.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in SVI Public on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding SVI Public or generate 0.0% return on investment in SVI Public over 30 days. SVI Public is related to or competes with KCE Electronics, Hana Microelectronics, Precious Shipping, Siri Prime, and Quality Houses. SVI Public Company Limited, together with its subsidiaries, provides electronic manufacturing services in Asia and Europ... More
SVI Public 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 SVI Public'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 SVI Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0018 | |||
| Maximum Drawdown | 12.74 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.52 |
SVI Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SVI Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SVI Public's standard deviation. In reality, there are many statistical measures that can use SVI Public historical prices to predict the future SVI Public's volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0501 | |||
| Treynor Ratio | (0.08) |
SVI Public Backtested Returns
SVI Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0104, which indicates the firm had a -0.0104 % return per unit of volatility over the last 3 months. SVI Public exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SVI Public's variance of 4.89, and Risk Adjusted Performance of 0.0037 to confirm the risk estimate we provide. The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SVI Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding SVI Public is expected to be smaller as well. At this point, SVI Public has a negative expected return of -0.0232%. Please make sure to validate SVI Public's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if SVI Public performance from the past will be repeated at some future point.
Auto-correlation | -0.86 |
Excellent reverse predictability
SVI Public has excellent reverse predictability. Overlapping area represents the amount of predictability between SVI Public time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 SVI Public price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current SVI Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SVI Public lagged returns against current returns
Autocorrelation, which is SVI Public 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 SVI Public's stock expected returns. We can calculate the autocorrelation of SVI Public returns to help us make a trade decision. For example, suppose you find that SVI Public 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 |
SVI Public 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 SVI Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SVI Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SVI Public stock over time.
Current vs Lagged Prices |
| Timeline |
SVI Public Lagged Returns
When evaluating SVI Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SVI Public stock have on its future price. SVI Public 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, SVI Public autocorrelation shows the relationship between SVI Public stock current value and its past values and can show if there is a momentum factor associated with investing in SVI Public.
Regressed Prices |
| Timeline |
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SVI Public financial ratios help investors to determine whether SVI 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 SVI with respect to the benefits of owning SVI Public security.