TEAM Consulting (Thailand) Market Value
| TEAMG Stock | THB 3.26 0.18 5.84% |
| Symbol | TEAM |
TEAM Consulting '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 TEAM Consulting'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 TEAM Consulting.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in TEAM Consulting on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding TEAM Consulting Engineering or generate 0.0% return on investment in TEAM Consulting over 90 days. TEAM Consulting is related to or competes with Taokaenoi Food, Tipco Asphalt, Ratchthani Leasing, Thantawan Industry, and Thanachart Capital. TEAM Consulting Engineering and Management Public Company Limited, together with its subsidiaries, provides integrated e... More
TEAM Consulting 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 TEAM Consulting'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 TEAM Consulting Engineering upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.58 | |||
| Information Ratio | 0.1256 | |||
| Maximum Drawdown | 22.78 | |||
| Value At Risk | (5.15) | |||
| Potential Upside | 6.3 |
TEAM Consulting Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TEAM Consulting's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TEAM Consulting's standard deviation. In reality, there are many statistical measures that can use TEAM Consulting historical prices to predict the future TEAM Consulting's volatility.| Risk Adjusted Performance | 0.1 | |||
| Jensen Alpha | 0.3513 | |||
| Total Risk Alpha | 0.8846 | |||
| Sortino Ratio | 0.1462 | |||
| Treynor Ratio | (0.55) |
TEAM Consulting Engi Backtested Returns
TEAM Consulting appears to be very risky, given 3 months investment horizon. TEAM Consulting Engi retains Efficiency (Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for TEAM Consulting, which you can use to evaluate the volatility of the company. Please review TEAM Consulting's downside deviation of 3.58, and Risk Adjusted Performance of 0.1 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TEAM Consulting holds a performance score of 8. The entity owns a Beta (Systematic Risk) of -0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning TEAM Consulting are expected to decrease at a much lower rate. During the bear market, TEAM Consulting is likely to outperform the market. Please check TEAM Consulting's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether TEAM Consulting's current price history will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
TEAM Consulting Engineering has very weak reverse predictability. Overlapping area represents the amount of predictability between TEAM Consulting time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 TEAM Consulting Engi price movement. The serial correlation of -0.02 indicates that only 2.0% of current TEAM Consulting price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
TEAM Consulting Engi lagged returns against current returns
Autocorrelation, which is TEAM Consulting 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 TEAM Consulting's stock expected returns. We can calculate the autocorrelation of TEAM Consulting returns to help us make a trade decision. For example, suppose you find that TEAM Consulting 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 |
TEAM Consulting 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 TEAM Consulting stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TEAM Consulting stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TEAM Consulting stock over time.
Current vs Lagged Prices |
| Timeline |
TEAM Consulting Lagged Returns
When evaluating TEAM Consulting's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TEAM Consulting stock have on its future price. TEAM Consulting 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, TEAM Consulting autocorrelation shows the relationship between TEAM Consulting stock current value and its past values and can show if there is a momentum factor associated with investing in TEAM Consulting Engineering.
Regressed Prices |
| Timeline |
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TEAM Consulting financial ratios help investors to determine whether TEAM 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 TEAM with respect to the benefits of owning TEAM Consulting security.