AIM Industrial (Thailand) Market Value
| AIMIRT Stock | THB 10.60 0.10 0.95% |
| Symbol | AIM |
AIM Industrial '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 AIM Industrial'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 AIM Industrial.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in AIM Industrial on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding AIM Industrial Growth or generate 0.0% return on investment in AIM Industrial over 690 days. AIM Industrial is related to or competes with Amata Summit, WHA Premium, Digital Telecommunicatio, Quality Houses, and CPN Retail. AIM Industrial Growth Freehold and Leasehold Real Estate Investment Trust focuses on investing in freehold right of land... More
AIM Industrial 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 AIM Industrial'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 AIM Industrial Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.82 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.81 |
AIM Industrial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIM Industrial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIM Industrial's standard deviation. In reality, there are many statistical measures that can use AIM Industrial historical prices to predict the future AIM Industrial's volatility.| Risk Adjusted Performance | 0.0449 | |||
| Jensen Alpha | 0.0569 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.24) |
AIM Industrial Growth Backtested Returns
At this point, AIM Industrial is very steady. AIM Industrial Growth secures Sharpe Ratio (or Efficiency) of 0.0602, which signifies that the company had a 0.0602% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for AIM Industrial Growth, which you can use to evaluate the volatility of the firm. Please confirm AIM Industrial's Semi Deviation of 0.6268, mean deviation of 0.5781, and Risk Adjusted Performance of 0.0449 to double-check if the risk estimate we provide is consistent with the expected return of 0.0515%. AIM Industrial has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AIM Industrial are expected to decrease at a much lower rate. During the bear market, AIM Industrial is likely to outperform the market. AIM Industrial Growth at this time shows a risk of 0.85%. Please confirm AIM Industrial Growth downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if AIM Industrial Growth will be following its price patterns.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
AIM Industrial Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AIM Industrial time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 AIM Industrial Growth price movement. The serial correlation of -0.8 indicates that around 80.0% of current AIM Industrial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
AIM Industrial Growth lagged returns against current returns
Autocorrelation, which is AIM Industrial 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 AIM Industrial's stock expected returns. We can calculate the autocorrelation of AIM Industrial returns to help us make a trade decision. For example, suppose you find that AIM Industrial 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 |
AIM Industrial 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 AIM Industrial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIM Industrial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIM Industrial stock over time.
Current vs Lagged Prices |
| Timeline |
AIM Industrial Lagged Returns
When evaluating AIM Industrial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIM Industrial stock have on its future price. AIM Industrial 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, AIM Industrial autocorrelation shows the relationship between AIM Industrial stock current value and its past values and can show if there is a momentum factor associated with investing in AIM Industrial Growth.
Regressed Prices |
| Timeline |
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AIM Industrial financial ratios help investors to determine whether AIM 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 AIM with respect to the benefits of owning AIM Industrial security.