BA Airport (Thailand) Market Value
| BAREIT Stock | 9.40 0.05 0.53% |
| Symbol | BAREIT |
BA Airport '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 BA Airport'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 BA Airport.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in BA Airport on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding BA Airport Leasehold or generate 0.0% return on investment in BA Airport over 90 days. BA Airport is related to or competes with LH Shopping, and HEMARAJ INDUSTRIAL. More
BA Airport 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 BA Airport'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 BA Airport Leasehold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9344 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 4.62 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.56 |
BA Airport Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BA Airport's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BA Airport's standard deviation. In reality, there are many statistical measures that can use BA Airport historical prices to predict the future BA Airport's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.0382 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.19) |
BA Airport Leasehold Backtested Returns
At this point, BA Airport is not too volatile. BA Airport Leasehold retains Efficiency (Sharpe Ratio) of 0.0604, which signifies that the company had a 0.0604% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for BA Airport, which you can use to evaluate the volatility of the entity. Please confirm BA Airport's Coefficient Of Variation of 2558.71, standard deviation of 0.8379, and Market Risk Adjusted Performance of (0.18) to double-check if the risk estimate we provide is consistent with the expected return of 0.0507%. BA Airport has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BA Airport are expected to decrease at a much lower rate. During the bear market, BA Airport is likely to outperform the market. BA Airport Leasehold today owns a risk of 0.84%. Please confirm BA Airport Leasehold value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if BA Airport Leasehold will be following its current price history.
Auto-correlation | -0.55 |
Good reverse predictability
BA Airport Leasehold has good reverse predictability. Overlapping area represents the amount of predictability between BA Airport time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 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 BA Airport Leasehold price movement. The serial correlation of -0.55 indicates that about 55.0% of current BA Airport price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BA Airport Leasehold lagged returns against current returns
Autocorrelation, which is BA Airport 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 BA Airport's stock expected returns. We can calculate the autocorrelation of BA Airport returns to help us make a trade decision. For example, suppose you find that BA Airport 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 |
BA Airport 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 BA Airport stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BA Airport stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BA Airport stock over time.
Current vs Lagged Prices |
| Timeline |
BA Airport Lagged Returns
When evaluating BA Airport's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BA Airport stock have on its future price. BA Airport 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, BA Airport autocorrelation shows the relationship between BA Airport stock current value and its past values and can show if there is a momentum factor associated with investing in BA Airport Leasehold.
Regressed Prices |
| Timeline |
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BA Airport financial ratios help investors to determine whether BAREIT 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 BAREIT with respect to the benefits of owning BA Airport security.