Beauty Community (Thailand) Market Value
| BEAUTY Stock | THB 0.39 0.01 2.50% |
| Symbol | Beauty |
Beauty Community '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 Beauty Community'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 Beauty Community.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Beauty Community on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Beauty Community Public or generate 0.0% return on investment in Beauty Community over 180 days. Beauty Community is related to or competes with SCB X, Kasikornbank Public, PTT Public, Kasikornbank Public, Siam Commercial, PTT Public, and Bangkok Bank. Beauty Community Public Company Limited distributes cosmetic through retail and non-retail channels in Thailand More
Beauty Community 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 Beauty Community'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 Beauty Community Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 18.1 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 3.92 |
Beauty Community Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beauty Community's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beauty Community's standard deviation. In reality, there are many statistical measures that can use Beauty Community historical prices to predict the future Beauty Community's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beauty Community's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Beauty Community Public Backtested Returns
Beauty Community is out of control given 3 months investment horizon. Beauty Community Public 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. We were able to analyze twenty-three different technical indicators, which can help you to evaluate if expected returns of 14.36% are justified by taking the suggested risk. Use Beauty Community mean deviation of 1.88, and Risk Adjusted Performance of (0.01) to evaluate company specific risk that cannot be diversified away. Beauty Community holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beauty Community's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beauty Community is expected to be smaller as well. Use Beauty Community jensen alpha and the relationship between the potential upside and period momentum indicator , to analyze future returns on Beauty Community.
Auto-correlation | 0.08 |
Virtually no predictability
Beauty Community Public has virtually no predictability. Overlapping area represents the amount of predictability between Beauty Community time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Beauty Community Public price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Beauty Community price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Beauty Community Public lagged returns against current returns
Autocorrelation, which is Beauty Community 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 Beauty Community's stock expected returns. We can calculate the autocorrelation of Beauty Community returns to help us make a trade decision. For example, suppose you find that Beauty Community 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 |
Beauty Community 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 Beauty Community stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beauty Community stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beauty Community stock over time.
Current vs Lagged Prices |
| Timeline |
Beauty Community Lagged Returns
When evaluating Beauty Community's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beauty Community stock have on its future price. Beauty Community 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, Beauty Community autocorrelation shows the relationship between Beauty Community stock current value and its past values and can show if there is a momentum factor associated with investing in Beauty Community Public.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Beauty Stock
Beauty Community financial ratios help investors to determine whether Beauty 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 Beauty with respect to the benefits of owning Beauty Community security.