Exotic Food (Thailand) Market Value
| XO Stock | THB 19.90 0.10 0.50% |
| Symbol | Exotic |
Exotic Food '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 Exotic Food'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 Exotic Food.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Exotic Food on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Exotic Food Public or generate 0.0% return on investment in Exotic Food over 720 days. Exotic Food is related to or competes with Mega Lifesciences, Com7 PCL, Thai Union, Jay Mart, and Synnex Public. Exotic Food Public Company Limited manufactures, trades in, and exports various food products More
Exotic Food 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 Exotic Food'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 Exotic Food Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 13.66 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.66 |
Exotic Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exotic Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exotic Food's standard deviation. In reality, there are many statistical measures that can use Exotic Food historical prices to predict the future Exotic Food's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (1.75) |
Exotic Food Public Backtested Returns
Exotic Food Public secures Sharpe Ratio (or Efficiency) of -0.18, which denotes the company had a -0.18% return per unit of risk over the last 3 months. Exotic Food Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Exotic Food's Mean Deviation of 1.07, variance of 2.98, and Standard Deviation of 1.73 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, Exotic Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exotic Food is expected to be smaller as well. At this point, Exotic Food Public has a negative expected return of -0.3%. Please make sure to confirm Exotic Food's daily balance of power, and the relationship between the skewness and day typical price , to decide if Exotic Food Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Exotic Food Public has insignificant reverse predictability. Overlapping area represents the amount of predictability between Exotic Food time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Exotic Food Public price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Exotic Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 6.49 |
Exotic Food Public lagged returns against current returns
Autocorrelation, which is Exotic Food 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 Exotic Food's stock expected returns. We can calculate the autocorrelation of Exotic Food returns to help us make a trade decision. For example, suppose you find that Exotic Food 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 |
Exotic Food 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 Exotic Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exotic Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exotic Food stock over time.
Current vs Lagged Prices |
| Timeline |
Exotic Food Lagged Returns
When evaluating Exotic Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exotic Food stock have on its future price. Exotic Food 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, Exotic Food autocorrelation shows the relationship between Exotic Food stock current value and its past values and can show if there is a momentum factor associated with investing in Exotic Food Public.
Regressed Prices |
| Timeline |
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Exotic Food financial ratios help investors to determine whether Exotic 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 Exotic with respect to the benefits of owning Exotic Food security.