WHA Premium (Thailand) Market Value

WHART Stock  THB 10.20  0.10  0.99%   
WHA Premium's market value is the price at which a share of WHA Premium trades on a public exchange. It measures the collective expectations of WHA Premium Growth investors about its performance. WHA Premium is trading at 10.20 as of the 28th of February 2025, a 0.99 percent up since the beginning of the trading day. The stock's open price was 10.1.
With this module, you can estimate the performance of a buy and hold strategy of WHA Premium Growth and determine expected loss or profit from investing in WHA Premium over a given investment horizon. Check out WHA Premium Correlation, WHA Premium Volatility and WHA Premium Alpha and Beta module to complement your research on WHA Premium.
Symbol

Please note, there is a significant difference between WHA Premium's value and its price as these two are different measures arrived at by different means. Investors typically determine if WHA Premium is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WHA Premium's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

WHA Premium '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 WHA Premium'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 WHA Premium.
0.00
12/30/2024
No Change 0.00  0.0 
In 2 months and 2 days
02/28/2025
0.00
If you would invest  0.00  in WHA Premium on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding WHA Premium Growth or generate 0.0% return on investment in WHA Premium over 60 days. WHA Premium is related to or competes with WHA Public, CPN Retail, Impact Growth, Digital Telecommunicatio, and Ticon Freehold. WHA Premium Growth Freehold And Leasehold Real Estate Investment Trust is a real estate investment trust externally mana... More

WHA Premium 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 WHA Premium'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 WHA Premium Growth upside and downside potential and time the market with a certain degree of confidence.

WHA Premium Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for WHA Premium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WHA Premium's standard deviation. In reality, there are many statistical measures that can use WHA Premium historical prices to predict the future WHA Premium's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of WHA Premium's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
9.1810.2011.22
Details
Intrinsic
Valuation
LowRealHigh
8.059.0711.22
Details
Naive
Forecast
LowNextHigh
9.3910.4111.44
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.9210.1410.36
Details

WHA Premium Growth Backtested Returns

At this point, WHA Premium is not too volatile. WHA Premium Growth retains Efficiency (Sharpe Ratio) of 0.0376, which attests that the company had a 0.0376 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for WHA Premium, which you can use to evaluate the volatility of the company. Please check out WHA Premium's Standard Deviation of 1.01, market risk adjusted performance of 3.13, and Mean Deviation of 0.6583 to validate if the risk estimate we provide is consistent with the expected return of 0.0381%. WHA Premium has a performance score of 2 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.009, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WHA Premium's returns are expected to increase less than the market. However, during the bear market, the loss of holding WHA Premium is expected to be smaller as well. WHA Premium Growth now owns a risk of 1.01%. Please check out WHA Premium Growth downside variance, and the relationship between the total risk alpha and daily balance of power , to decide if WHA Premium Growth will be following its current price history.

Auto-correlation

    
  0.64  

Good predictability

WHA Premium Growth has good predictability. Overlapping area represents the amount of predictability between WHA Premium time series from 30th of December 2024 to 29th of January 2025 and 29th of January 2025 to 28th of February 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 WHA Premium Growth price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current WHA Premium price fluctuation can be explain by its past prices.
Correlation Coefficient0.64
Spearman Rank Test0.71
Residual Average0.0
Price Variance0.01

WHA Premium Growth lagged returns against current returns

Autocorrelation, which is WHA Premium 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 WHA Premium's stock expected returns. We can calculate the autocorrelation of WHA Premium returns to help us make a trade decision. For example, suppose you find that WHA Premium 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  

WHA Premium 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 WHA Premium stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WHA Premium stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WHA Premium stock over time.
   Current vs Lagged Prices   
       Timeline  

WHA Premium Lagged Returns

When evaluating WHA Premium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WHA Premium stock have on its future price. WHA Premium 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, WHA Premium autocorrelation shows the relationship between WHA Premium stock current value and its past values and can show if there is a momentum factor associated with investing in WHA Premium Growth.
   Regressed Prices   
       Timeline  

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Other Information on Investing in WHA Stock

WHA Premium financial ratios help investors to determine whether WHA 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 WHA with respect to the benefits of owning WHA Premium security.