Advanced Information (Thailand) Market Value
| AIT Stock | THB 4.60 0.10 2.22% |
| Symbol | Advanced |
Advanced Information '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 Advanced Information'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 Advanced Information.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Advanced Information on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Advanced Information Technology or generate 0.0% return on investment in Advanced Information over 30 days. Advanced Information is related to or competes with AP Public, Jasmine International, Asia Plus, Bangchak Public, and Bangkok Aviation. Advanced Information Technology Public Company Limited designs, sells, installs, services, repairs, maintains, and train... More
Advanced Information 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 Advanced Information'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 Advanced Information Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0435 | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.35 |
Advanced Information Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Information's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Information's standard deviation. In reality, there are many statistical measures that can use Advanced Information historical prices to predict the future Advanced Information's volatility.| Risk Adjusted Performance | 0.0395 | |||
| Jensen Alpha | 0.0804 | |||
| Total Risk Alpha | 0.0944 | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | 0.167 |
Advanced Information Backtested Returns
As of now, Advanced Stock is slightly risky. Advanced Information secures Sharpe Ratio (or Efficiency) of 0.0453, which signifies that the company had a 0.0453 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Advanced Information Technology, which you can use to evaluate the volatility of the firm. Please confirm Advanced Information's Mean Deviation of 1.49, downside deviation of 1.92, and Risk Adjusted Performance of 0.0395 to double-check if the risk estimate we provide is consistent with the expected return of 0.0874%. Advanced Information has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advanced Information's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advanced Information is expected to be smaller as well. Advanced Information right now shows a risk of 1.93%. Please confirm Advanced Information total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Advanced Information will be following its price patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Advanced Information Technology has virtually no predictability. Overlapping area represents the amount of predictability between Advanced Information time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 Advanced Information price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Advanced Information price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Advanced Information lagged returns against current returns
Autocorrelation, which is Advanced Information 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 Advanced Information's stock expected returns. We can calculate the autocorrelation of Advanced Information returns to help us make a trade decision. For example, suppose you find that Advanced Information 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 |
Advanced Information 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 Advanced Information stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advanced Information stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advanced Information stock over time.
Current vs Lagged Prices |
| Timeline |
Advanced Information Lagged Returns
When evaluating Advanced Information's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advanced Information stock have on its future price. Advanced Information 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, Advanced Information autocorrelation shows the relationship between Advanced Information stock current value and its past values and can show if there is a momentum factor associated with investing in Advanced Information Technology.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Advanced Stock
Advanced Information financial ratios help investors to determine whether Advanced 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 Advanced with respect to the benefits of owning Advanced Information security.