Bualuang Office (Thailand) Market Value
Bualuang Office's market value is the price at which a share of Bualuang Office trades on a public exchange. It measures the collective expectations of Bualuang Office Leasehold investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Bualuang Office Leasehold and determine expected loss or profit from investing in Bualuang Office over a given investment horizon. Check out Bualuang Office Correlation, Bualuang Office Volatility and Bualuang Office Alpha and Beta module to complement your research on Bualuang Office.
| Symbol | Bualuang |
Bualuang Office '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 Bualuang Office'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 Bualuang Office.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bualuang Office on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bualuang Office Leasehold or generate 0.0% return on investment in Bualuang Office over 540 days. Bualuang Office is related to or competes with LH Shopping, HEMARAJ INDUSTRIAL, and Land. More
Bualuang Office 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 Bualuang Office'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 Bualuang Office Leasehold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.0904 | |||
| Maximum Drawdown | 11.56 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.99 |
Bualuang Office Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bualuang Office's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bualuang Office's standard deviation. In reality, there are many statistical measures that can use Bualuang Office historical prices to predict the future Bualuang Office's volatility.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.3049 | |||
| Total Risk Alpha | 0.0182 | |||
| Sortino Ratio | 0.082 | |||
| Treynor Ratio | (0.69) |
Bualuang Office Leasehold Backtested Returns
Bualuang Office Leasehold secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of standard deviation over the last 3 months. Bualuang Office Leasehold exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bualuang Office's mean deviation of 1.05, and Risk Adjusted Performance of 0.134 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Bualuang Office are expected to decrease at a much lower rate. During the bear market, Bualuang Office is likely to outperform the market. At this point, Bualuang Office Leasehold has a negative expected return of -1.35%. Please make sure to confirm Bualuang Office's coefficient of variation, as well as the relationship between the treynor ratio and semi variance , to decide if Bualuang Office Leasehold performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Bualuang Office Leasehold has poor reverse predictability. Overlapping area represents the amount of predictability between Bualuang Office time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 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 Bualuang Office Leasehold price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Bualuang Office price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Bualuang Office Leasehold lagged returns against current returns
Autocorrelation, which is Bualuang Office 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 Bualuang Office's stock expected returns. We can calculate the autocorrelation of Bualuang Office returns to help us make a trade decision. For example, suppose you find that Bualuang Office 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 |
Bualuang Office 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 Bualuang Office stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bualuang Office stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bualuang Office stock over time.
Current vs Lagged Prices |
| Timeline |
Bualuang Office Lagged Returns
When evaluating Bualuang Office's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bualuang Office stock have on its future price. Bualuang Office 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, Bualuang Office autocorrelation shows the relationship between Bualuang Office stock current value and its past values and can show if there is a momentum factor associated with investing in Bualuang Office Leasehold.
Regressed Prices |
| Timeline |
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Bualuang Office financial ratios help investors to determine whether Bualuang 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 Bualuang with respect to the benefits of owning Bualuang Office security.