Vibhavadi Medical (Thailand) Market Value
| VIBHA Stock | THB 1.59 0.01 0.63% |
| Symbol | Vibhavadi |
Vibhavadi Medical '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 Vibhavadi Medical'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 Vibhavadi Medical.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vibhavadi Medical on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vibhavadi Medical Center or generate 0.0% return on investment in Vibhavadi Medical over 90 days. Vibhavadi Medical is related to or competes with Chularat Hospital, Bangkok Chain, Bangkok Dusit, Bumrungrad Hospital, and WHA Public. Vibhavadi Medical Center Public Company Limited operates a hospital under the Vibhavadi Hospital name in Thailand More
Vibhavadi Medical 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 Vibhavadi Medical'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 Vibhavadi Medical Center upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 7.59 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 1.66 |
Vibhavadi Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vibhavadi Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vibhavadi Medical's standard deviation. In reality, there are many statistical measures that can use Vibhavadi Medical historical prices to predict the future Vibhavadi Medical's volatility.| Risk Adjusted Performance | (0.24) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (4.00) |
Vibhavadi Medical Center Backtested Returns
Vibhavadi Medical Center owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the firm had a -0.24 % return per unit of risk over the last 3 months. Vibhavadi Medical Center exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vibhavadi Medical's Risk Adjusted Performance of (0.24), variance of 2.17, and Coefficient Of Variation of (359.24) to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vibhavadi Medical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vibhavadi Medical is expected to be smaller as well. At this point, Vibhavadi Medical Center has a negative expected return of -0.34%. Please make sure to validate Vibhavadi Medical's jensen alpha, value at risk, accumulation distribution, as well as the relationship between the treynor ratio and skewness , to decide if Vibhavadi Medical Center performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Vibhavadi Medical Center has average predictability. Overlapping area represents the amount of predictability between Vibhavadi Medical 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 Vibhavadi Medical Center price movement. The serial correlation of 0.49 indicates that about 49.0% of current Vibhavadi Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vibhavadi Medical Center lagged returns against current returns
Autocorrelation, which is Vibhavadi Medical 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 Vibhavadi Medical's stock expected returns. We can calculate the autocorrelation of Vibhavadi Medical returns to help us make a trade decision. For example, suppose you find that Vibhavadi Medical 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 |
Vibhavadi Medical 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 Vibhavadi Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vibhavadi Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vibhavadi Medical stock over time.
Current vs Lagged Prices |
| Timeline |
Vibhavadi Medical Lagged Returns
When evaluating Vibhavadi Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vibhavadi Medical stock have on its future price. Vibhavadi Medical 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, Vibhavadi Medical autocorrelation shows the relationship between Vibhavadi Medical stock current value and its past values and can show if there is a momentum factor associated with investing in Vibhavadi Medical Center.
Regressed Prices |
| Timeline |
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Vibhavadi Medical financial ratios help investors to determine whether Vibhavadi 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 Vibhavadi with respect to the benefits of owning Vibhavadi Medical security.