Yggdrazil Group (Thailand) Market Value
| YGG Stock | THB 0.62 0.01 1.59% |
| Symbol | Yggdrazil |
Yggdrazil Group '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 Yggdrazil Group'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 Yggdrazil Group.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Yggdrazil Group on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Yggdrazil Group Public or generate 0.0% return on investment in Yggdrazil Group over 90 days. Yggdrazil Group is related to or competes with Jay Mart, Exotic Food, WICE Logistics, VGI Public, and Com7 PCL. Yggdrazil Group Public Company Limited provides visual effect, animation, and VR studio services More
Yggdrazil Group 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 Yggdrazil Group'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 Yggdrazil Group Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.38 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 45.94 | |||
| Value At Risk | (6.56) | |||
| Potential Upside | 6.45 |
Yggdrazil Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yggdrazil Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yggdrazil Group's standard deviation. In reality, there are many statistical measures that can use Yggdrazil Group historical prices to predict the future Yggdrazil Group's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | 0.2167 | |||
| Total Risk Alpha | 0.8119 | |||
| Sortino Ratio | 0.0348 | |||
| Treynor Ratio | 0.0616 |
Yggdrazil Group Public Backtested Returns
Yggdrazil Group appears to be out of control, given 3 months investment horizon. Yggdrazil Group Public shows Sharpe Ratio of 0.0501, which attests that the company had a 0.0501 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yggdrazil Group Public, which you can use to evaluate the volatility of the company. Please utilize Yggdrazil Group's Market Risk Adjusted Performance of 0.0716, mean deviation of 3.82, and Downside Deviation of 5.38 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yggdrazil Group holds a performance score of 3. The firm maintains a market beta of 1.27, which attests to 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, Yggdrazil Group will likely underperform. Please check Yggdrazil Group's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Yggdrazil Group's historical returns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Yggdrazil Group Public has insignificant reverse predictability. Overlapping area represents the amount of predictability between Yggdrazil Group 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 Yggdrazil Group Public price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Yggdrazil Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Yggdrazil Group Public lagged returns against current returns
Autocorrelation, which is Yggdrazil Group 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 Yggdrazil Group's stock expected returns. We can calculate the autocorrelation of Yggdrazil Group returns to help us make a trade decision. For example, suppose you find that Yggdrazil Group 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 |
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Yggdrazil Group 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 Yggdrazil Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yggdrazil Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yggdrazil Group stock over time.
Current vs Lagged Prices |
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Yggdrazil Group Lagged Returns
When evaluating Yggdrazil Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yggdrazil Group stock have on its future price. Yggdrazil Group 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, Yggdrazil Group autocorrelation shows the relationship between Yggdrazil Group stock current value and its past values and can show if there is a momentum factor associated with investing in Yggdrazil Group Public.
Regressed Prices |
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Yggdrazil Group financial ratios help investors to determine whether Yggdrazil 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 Yggdrazil with respect to the benefits of owning Yggdrazil Group security.