Tipco Foods (Thailand) Market Value
| TIPCO Stock | THB 9.65 0.10 1.05% |
| Symbol | Tipco |
Tipco Foods '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 Tipco Foods' 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 Tipco Foods.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Tipco Foods on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Tipco Foods Public or generate 0.0% return on investment in Tipco Foods over 90 days. Tipco Foods is related to or competes with Tipco Asphalt, Thai Vegetable, Thai Union, TISCO Financial, and Thanachart Capital. Tipco Foods Public Company Limited produces and distributes processed fruits, fresh fruits, fruit juices, vegetable juic... More
Tipco Foods 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 Tipco Foods' 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 Tipco Foods Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0215 | |||
| Maximum Drawdown | 4.94 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.0 |
Tipco Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tipco Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tipco Foods' standard deviation. In reality, there are many statistical measures that can use Tipco Foods historical prices to predict the future Tipco Foods' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0198 | |||
| Treynor Ratio | (0.30) |
Tipco Foods Public Backtested Returns
Tipco Foods Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.061, which indicates the firm had a -0.061 % return per unit of risk over the last 3 months. Tipco Foods Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tipco Foods' Variance of 0.7711, coefficient of variation of (1,095), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tipco Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tipco Foods is expected to be smaller as well. At this point, Tipco Foods Public has a negative expected return of -0.0529%. Please make sure to validate Tipco Foods' maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Tipco Foods Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Tipco Foods Public has poor reverse predictability. Overlapping area represents the amount of predictability between Tipco Foods 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 Tipco Foods Public price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Tipco Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Tipco Foods Public lagged returns against current returns
Autocorrelation, which is Tipco Foods 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 Tipco Foods' stock expected returns. We can calculate the autocorrelation of Tipco Foods returns to help us make a trade decision. For example, suppose you find that Tipco Foods 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 |
Tipco Foods 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 Tipco Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tipco Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tipco Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Tipco Foods Lagged Returns
When evaluating Tipco Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tipco Foods stock have on its future price. Tipco Foods 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, Tipco Foods autocorrelation shows the relationship between Tipco Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Tipco Foods Public.
Regressed Prices |
| Timeline |
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Tipco Foods financial ratios help investors to determine whether Tipco 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 Tipco with respect to the benefits of owning Tipco Foods security.