BANPU PCL (Germany) Market Value
| BPFG Stock | EUR 0.14 0.01 7.69% |
| Symbol | BANPU |
BANPU PCL '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 BANPU PCL'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 BANPU PCL.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in BANPU PCL on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding BANPU PCL FGN or generate 0.0% return on investment in BANPU PCL over 90 days. BANPU PCL is related to or competes with BANGCHAK CORP, and Friedrich Vorwerk. Banpu Public Company Limited engages in the coal mining and power businesses More
BANPU PCL 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 BANPU PCL'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 BANPU PCL FGN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.98 | |||
| Information Ratio | 0.0821 | |||
| Maximum Drawdown | 25.94 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
BANPU PCL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANPU PCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANPU PCL's standard deviation. In reality, there are many statistical measures that can use BANPU PCL historical prices to predict the future BANPU PCL's volatility.| Risk Adjusted Performance | 0.0882 | |||
| Jensen Alpha | 0.3855 | |||
| Total Risk Alpha | 0.0457 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.3645 |
BANPU PCL February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0882 | |||
| Market Risk Adjusted Performance | 0.3745 | |||
| Mean Deviation | 3.12 | |||
| Semi Deviation | 3.72 | |||
| Downside Deviation | 7.98 | |||
| Coefficient Of Variation | 1017.14 | |||
| Standard Deviation | 4.97 | |||
| Variance | 24.67 | |||
| Information Ratio | 0.0821 | |||
| Jensen Alpha | 0.3855 | |||
| Total Risk Alpha | 0.0457 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.3645 | |||
| Maximum Drawdown | 25.94 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 | |||
| Downside Variance | 63.72 | |||
| Semi Variance | 13.81 | |||
| Expected Short fall | (6.92) | |||
| Skewness | (0.22) | |||
| Kurtosis | 1.17 |
BANPU PCL FGN Backtested Returns
BANPU PCL appears to be out of control, given 3 months investment horizon. BANPU PCL FGN secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. By examining BANPU PCL's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please makes use of BANPU PCL's Coefficient Of Variation of 1017.14, mean deviation of 3.12, and Semi Deviation of 3.72 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BANPU PCL holds a performance score of 10. The firm shows a Beta (market volatility) of 1.31, 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, BANPU PCL will likely underperform. Please check BANPU PCL's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether BANPU PCL's price patterns will revert.
Auto-correlation | 0.36 |
Below average predictability
BANPU PCL FGN has below average predictability. Overlapping area represents the amount of predictability between BANPU PCL time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 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 BANPU PCL FGN price movement. The serial correlation of 0.36 indicates that just about 36.0% of current BANPU PCL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Other Information on Investing in BANPU Stock
BANPU PCL financial ratios help investors to determine whether BANPU 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 BANPU with respect to the benefits of owning BANPU PCL security.