BBGI PCL (Thailand) Market Value
| BBGI Stock | 2.76 0.08 2.99% |
| Symbol | BBGI |
BBGI PCL '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 BBGI PCL'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 BBGI PCL.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in BBGI PCL on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding BBGI PCL or generate 0.0% return on investment in BBGI PCL over 360 days.
BBGI PCL 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 BBGI PCL'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 BBGI PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 3.5 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 0.7194 |
BBGI PCL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBGI PCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBGI PCL's standard deviation. In reality, there are many statistical measures that can use BBGI PCL historical prices to predict the future BBGI PCL's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 1.76 |
BBGI PCL Backtested Returns
BBGI PCL secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. BBGI PCL exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BBGI PCL's mean deviation of 0.4995, and Variance of 0.589 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0757, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BBGI PCL are expected to decrease at a much lower rate. During the bear market, BBGI PCL is likely to outperform the market. At this point, BBGI PCL has a negative expected return of -0.12%. Please make sure to confirm BBGI PCL's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if BBGI PCL performance from the past will be repeated at some future date.
Auto-correlation | 0.73 |
Good predictability
BBGI PCL has good predictability. Overlapping area represents the amount of predictability between BBGI PCL time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BBGI PCL price movement. The serial correlation of 0.73 indicates that around 73.0% of current BBGI PCL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
BBGI PCL lagged returns against current returns
Autocorrelation, which is BBGI PCL 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 BBGI PCL's stock expected returns. We can calculate the autocorrelation of BBGI PCL returns to help us make a trade decision. For example, suppose you find that BBGI PCL 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 |
BBGI PCL 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 BBGI PCL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBGI PCL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBGI PCL stock over time.
Current vs Lagged Prices |
| Timeline |
BBGI PCL Lagged Returns
When evaluating BBGI PCL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBGI PCL stock have on its future price. BBGI PCL 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, BBGI PCL autocorrelation shows the relationship between BBGI PCL stock current value and its past values and can show if there is a momentum factor associated with investing in BBGI PCL.
Regressed Prices |
| Timeline |
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