Ally Leasehold (Thailand) Market Value
| ALLY Stock | THB 5.25 0.10 1.94% |
| Symbol | Ally |
Ally Leasehold '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 Ally Leasehold'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 Ally Leasehold.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Ally Leasehold on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Ally Leasehold Real or generate 0.0% return on investment in Ally Leasehold over 180 days. Ally Leasehold is related to or competes with AIM Industrial, Dusit Thani, CPN Retail, and Amata Summit. Bualuang K.E.Retail Leasehold Real Estate Investment Trust specializes in real estate investments More
Ally Leasehold 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 Ally Leasehold'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 Ally Leasehold Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.1093 | |||
| Maximum Drawdown | 8.14 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 3.85 |
Ally Leasehold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ally Leasehold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ally Leasehold's standard deviation. In reality, there are many statistical measures that can use Ally Leasehold historical prices to predict the future Ally Leasehold's volatility.| Risk Adjusted Performance | 0.1577 | |||
| Jensen Alpha | 0.3114 | |||
| Total Risk Alpha | 0.04 | |||
| Sortino Ratio | 0.1258 | |||
| Treynor Ratio | (2.10) |
Ally Leasehold Real Backtested Returns
Ally Leasehold appears to be somewhat reliable, given 3 months investment horizon. Ally Leasehold Real secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ally Leasehold Real, which you can use to evaluate the volatility of the firm. Please makes use of Ally Leasehold's Mean Deviation of 1.15, downside deviation of 1.32, and Risk Adjusted Performance of 0.1577 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ally Leasehold holds a performance score of 16. The firm shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ally Leasehold are expected to decrease at a much lower rate. During the bear market, Ally Leasehold is likely to outperform the market. Please check Ally Leasehold's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Ally Leasehold's price patterns will revert.
Auto-correlation | -0.88 |
Excellent reverse predictability
Ally Leasehold Real has excellent reverse predictability. Overlapping area represents the amount of predictability between Ally Leasehold time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Ally Leasehold Real price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Ally Leasehold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Ally Leasehold Real lagged returns against current returns
Autocorrelation, which is Ally Leasehold 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 Ally Leasehold's stock expected returns. We can calculate the autocorrelation of Ally Leasehold returns to help us make a trade decision. For example, suppose you find that Ally Leasehold 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 |
Ally Leasehold 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 Ally Leasehold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ally Leasehold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ally Leasehold stock over time.
Current vs Lagged Prices |
| Timeline |
Ally Leasehold Lagged Returns
When evaluating Ally Leasehold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ally Leasehold stock have on its future price. Ally Leasehold 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, Ally Leasehold autocorrelation shows the relationship between Ally Leasehold stock current value and its past values and can show if there is a momentum factor associated with investing in Ally Leasehold Real.
Regressed Prices |
| Timeline |
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Ally Leasehold financial ratios help investors to determine whether Ally 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 Ally with respect to the benefits of owning Ally Leasehold security.