BG Container (Thailand) Market Value
| BGC Stock | THB 3.90 0.02 0.51% |
| Symbol | BGC |
BG Container '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 BG Container'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 BG Container.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in BG Container on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding BG Container Glass or generate 0.0% return on investment in BG Container over 30 days. BG Container is related to or competes with Srithai Superware, Union Auction, Crown Seal, Thai Metal, Thai Plaspac, Thantawan Industry, and Toray Textiles. BG Container Glass Public Company Limited, together with its subsidiaries, manufactures and distributes glass packaging ... More
BG Container 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 BG Container'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 BG Container Glass upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 21.47 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 1.03 |
BG Container Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BG Container's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BG Container's standard deviation. In reality, there are many statistical measures that can use BG Container historical prices to predict the future BG Container's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.19) |
BG Container Glass Backtested Returns
BG Container Glass retains Efficiency (Sharpe Ratio) of -0.091, which signifies that the company had a -0.091 % return per unit of price deviation over the last 3 months. BG Container exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BG Container's Market Risk Adjusted Performance of (0.18), information ratio of (0.12), and Variance of 8.12 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.34, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, BG Container will likely underperform. At this point, BG Container Glass has a negative expected return of -0.27%. Please make sure to confirm BG Container's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BG Container Glass performance from the past will be repeated sooner or later.
Auto-correlation | -0.34 |
Poor reverse predictability
BG Container Glass has poor reverse predictability. Overlapping area represents the amount of predictability between BG Container time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 BG Container Glass price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current BG Container price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BG Container Glass lagged returns against current returns
Autocorrelation, which is BG Container 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 BG Container's stock expected returns. We can calculate the autocorrelation of BG Container returns to help us make a trade decision. For example, suppose you find that BG Container 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 |
BG Container 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 BG Container stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BG Container stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BG Container stock over time.
Current vs Lagged Prices |
| Timeline |
BG Container Lagged Returns
When evaluating BG Container's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BG Container stock have on its future price. BG Container 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, BG Container autocorrelation shows the relationship between BG Container stock current value and its past values and can show if there is a momentum factor associated with investing in BG Container Glass.
Regressed Prices |
| Timeline |
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Try AI Portfolio ProphetOther Information on Investing in BGC Stock
BG Container financial ratios help investors to determine whether BGC 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 BGC with respect to the benefits of owning BG Container security.