TEAM Consulting (Thailand) Market Value
| TEAMG Stock | THB 2.92 0.04 1.39% |
| 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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in TEAM Consulting on December 17, 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.
| Information Ratio | 0.0161 | |||
| 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 | 4.0E-4 | |||
| Jensen Alpha | 0.1196 | |||
| Total Risk Alpha | 0.4593 | |||
| Treynor Ratio | (0.03) |
TEAM Consulting Engi Backtested Returns
At this point, TEAM Consulting is risky. TEAM Consulting Engi retains Efficiency (Sharpe Ratio) of 0.0418, which indicates the firm had a 0.0418 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for TEAM Consulting, which you can use to evaluate the volatility of the company. Please validate TEAM Consulting's risk adjusted performance of 4.0E-4, and Standard Deviation of 4.02 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. TEAM Consulting has a performance score of 3 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 1.5, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, TEAM Consulting will likely underperform. TEAM Consulting Engi now owns a risk of 4.09%. Please validate TEAM Consulting Engineering potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if TEAM Consulting Engineering will be following its current price history.
Auto-correlation | -0.03 |
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 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.03 indicates that only 3.0% of current TEAM Consulting price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.04 | |
| 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 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in TEAM Stock
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.