Berli Jucker (Thailand) Market Value
| BJC Stock | THB 23.60 0.50 2.16% |
| Symbol | Berli |
Berli Jucker '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 Berli Jucker'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 Berli Jucker.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Berli Jucker on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Berli Jucker Public or generate 0.0% return on investment in Berli Jucker over 720 days. Berli Jucker is related to or competes with MK Restaurant, TRC Construction, Bangkok Expressway, Lohakit Metal, Gunkul Engineering, AJ Plast, and Kiatnakin Phatra. Berli Jucker Public Company Limited manufactures, distributes, and services in the areas of packaging, consumer, healthc... More
Berli Jucker 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 Berli Jucker'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 Berli Jucker Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.66 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.23 |
Berli Jucker Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Berli Jucker's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Berli Jucker's standard deviation. In reality, there are many statistical measures that can use Berli Jucker historical prices to predict the future Berli Jucker's volatility.| Risk Adjusted Performance | 0.0405 | |||
| Jensen Alpha | 0.0672 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (1.08) |
Berli Jucker Public Backtested Returns
As of now, Berli Stock is very steady. Berli Jucker Public secures Sharpe Ratio (or Efficiency) of 0.0565, which signifies that the company had a 0.0565% return per unit of risk over the last 3 months. We have found thirty technical indicators for Berli Jucker Public, which you can use to evaluate the volatility of the firm. Please confirm Berli Jucker's Risk Adjusted Performance of 0.0405, mean deviation of 1.16, and Downside Deviation of 1.55 to double-check if the risk estimate we provide is consistent with the expected return of 0.0861%. Berli Jucker has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0556, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Berli Jucker are expected to decrease at a much lower rate. During the bear market, Berli Jucker is likely to outperform the market. Berli Jucker Public right now shows a risk of 1.52%. Please confirm Berli Jucker Public jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Berli Jucker Public will be following its price patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
Berli Jucker Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Berli Jucker time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 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 Berli Jucker Public price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Berli Jucker price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 2.71 |
Berli Jucker Public lagged returns against current returns
Autocorrelation, which is Berli Jucker 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 Berli Jucker's stock expected returns. We can calculate the autocorrelation of Berli Jucker returns to help us make a trade decision. For example, suppose you find that Berli Jucker 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 |
Berli Jucker 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 Berli Jucker stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Berli Jucker stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Berli Jucker stock over time.
Current vs Lagged Prices |
| Timeline |
Berli Jucker Lagged Returns
When evaluating Berli Jucker's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Berli Jucker stock have on its future price. Berli Jucker 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, Berli Jucker autocorrelation shows the relationship between Berli Jucker stock current value and its past values and can show if there is a momentum factor associated with investing in Berli Jucker Public.
Regressed Prices |
| Timeline |
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Berli Jucker financial ratios help investors to determine whether Berli 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 Berli with respect to the benefits of owning Berli Jucker security.