Boutique Public (Thailand) Market Value
| BC Stock | THB 0.86 0.01 1.15% |
| Symbol | Boutique |
Boutique Public '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 Boutique Public'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 Boutique Public.
| 01/24/2025 |
| 01/19/2026 |
If you would invest 0.00 in Boutique Public on January 24, 2025 and sell it all today you would earn a total of 0.00 from holding Boutique Public or generate 0.0% return on investment in Boutique Public over 360 days. Boutique Public is related to or competes with Chewathai Public, Dhouse Pattana, Richy Place, Charn Issara, Major Development, Sammakorn Public, and JCK International. Boutique Corporation Public Company Limited designs, develops, manages, and sells real estate solutions in the hospitali... More
Boutique Public 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 Boutique Public'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 Boutique Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.47 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 3.85 |
Boutique Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boutique Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boutique Public's standard deviation. In reality, there are many statistical measures that can use Boutique Public historical prices to predict the future Boutique Public's volatility.| Risk Adjusted Performance | 0.0116 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.036 |
Boutique Public Backtested Returns
Boutique Public appears to be dangerous, given 3 months investment horizon. Boutique Public secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Boutique Public, which you can use to evaluate the volatility of the firm. Please makes use of Boutique Public's Mean Deviation of 1.91, risk adjusted performance of 0.0116, and Downside Deviation of 3.0 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Boutique Public holds a performance score of 8. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boutique Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boutique Public is expected to be smaller as well. Please check Boutique Public's sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Boutique Public's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Boutique Public has good predictability. Overlapping area represents the amount of predictability between Boutique Public time series from 24th of January 2025 to 23rd of July 2025 and 23rd of July 2025 to 19th 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 Boutique Public price movement. The serial correlation of 0.74 indicates that around 74.0% of current Boutique Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Boutique Public lagged returns against current returns
Autocorrelation, which is Boutique Public 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 Boutique Public's stock expected returns. We can calculate the autocorrelation of Boutique Public returns to help us make a trade decision. For example, suppose you find that Boutique Public 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 |
Boutique Public 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 Boutique Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boutique Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boutique Public stock over time.
Current vs Lagged Prices |
| Timeline |
Boutique Public Lagged Returns
When evaluating Boutique Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boutique Public stock have on its future price. Boutique Public 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, Boutique Public autocorrelation shows the relationship between Boutique Public stock current value and its past values and can show if there is a momentum factor associated with investing in Boutique Public.
Regressed Prices |
| Timeline |
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Boutique Public financial ratios help investors to determine whether Boutique 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 Boutique with respect to the benefits of owning Boutique Public security.