BGT Public (Thailand) Market Value
| BGT Stock | THB 0.53 0.02 3.64% |
| Symbol | BGT |
BGT 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 BGT 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 BGT Public.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in BGT Public on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding BGT Public or generate 0.0% return on investment in BGT Public over 30 days. BGT Public is related to or competes with G Capital, and CPR Gomu. BGT Corporation Public Company Limited engages in the retail of ready-to-wear apparel and related accessories in Thailan... More
BGT 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 BGT 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 BGT Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 7.6 | |||
| Value At Risk | (3.64) | |||
| Potential Upside | 3.13 |
BGT Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BGT Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BGT Public's standard deviation. In reality, there are many statistical measures that can use BGT Public historical prices to predict the future BGT Public's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (1.20) |
BGT Public Backtested Returns
BGT Public is out of control given 3 months investment horizon. BGT Public secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of volatility over the last 3 months. We were able to interpolate and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 13.76% are justified by taking the suggested risk. Use BGT Public mean deviation of 1.47, and Risk Adjusted Performance of (0.12) to evaluate company specific risk that cannot be diversified away. BGT Public holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BGT Public's returns are expected to increase less than the market. However, during the bear market, the loss of holding BGT Public is expected to be smaller as well. Use BGT Public potential upside, kurtosis, and the relationship between the value at risk and skewness , to analyze future returns on BGT Public.
Auto-correlation | -0.24 |
Weak reverse predictability
BGT Public has weak reverse predictability. Overlapping area represents the amount of predictability between BGT Public time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 BGT Public price movement. The serial correlation of -0.24 indicates that over 24.0% of current BGT Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BGT Public lagged returns against current returns
Autocorrelation, which is BGT 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 BGT Public's stock expected returns. We can calculate the autocorrelation of BGT Public returns to help us make a trade decision. For example, suppose you find that BGT 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 |
BGT 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 BGT Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BGT Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BGT Public stock over time.
Current vs Lagged Prices |
| Timeline |
BGT Public Lagged Returns
When evaluating BGT Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BGT Public stock have on its future price. BGT 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, BGT Public autocorrelation shows the relationship between BGT Public stock current value and its past values and can show if there is a momentum factor associated with investing in BGT Public.
Regressed Prices |
| Timeline |
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BGT Public financial ratios help investors to determine whether BGT 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 BGT with respect to the benefits of owning BGT Public security.