Bangkok Ranch (Thailand) Market Value
| BR Stock | 1.87 0.00 0.00% |
| Symbol | Bangkok |
Bangkok Ranch '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 Bangkok Ranch'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 Bangkok Ranch.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Bangkok Ranch on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Bangkok Ranch PCL or generate 0.0% return on investment in Bangkok Ranch over 720 days. Bangkok Ranch is related to or competes with GFPT Public, Asian Sea, Buriram Sugar, Ichitan Group, and Thaifoods Group. More
Bangkok Ranch 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 Bangkok Ranch'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 Bangkok Ranch PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 1.06 |
Bangkok Ranch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bangkok Ranch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bangkok Ranch's standard deviation. In reality, there are many statistical measures that can use Bangkok Ranch historical prices to predict the future Bangkok Ranch's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 2.65 |
Bangkok Ranch PCL Backtested Returns
Bangkok Ranch PCL secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2% return per unit of risk over the last 3 months. Bangkok Ranch PCL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bangkok Ranch's Risk Adjusted Performance of (0.15), mean deviation of 0.7109, and Standard Deviation of 1.09 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.084, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bangkok Ranch are expected to decrease at a much lower rate. During the bear market, Bangkok Ranch is likely to outperform the market. At this point, Bangkok Ranch PCL has a negative expected return of -0.23%. Please make sure to confirm Bangkok Ranch's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Bangkok Ranch PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Bangkok Ranch PCL has very good predictability. Overlapping area represents the amount of predictability between Bangkok Ranch time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Bangkok Ranch PCL price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Bangkok Ranch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Bangkok Ranch PCL lagged returns against current returns
Autocorrelation, which is Bangkok Ranch 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 Bangkok Ranch's stock expected returns. We can calculate the autocorrelation of Bangkok Ranch returns to help us make a trade decision. For example, suppose you find that Bangkok Ranch 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 |
Bangkok Ranch 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 Bangkok Ranch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bangkok Ranch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bangkok Ranch stock over time.
Current vs Lagged Prices |
| Timeline |
Bangkok Ranch Lagged Returns
When evaluating Bangkok Ranch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bangkok Ranch stock have on its future price. Bangkok Ranch 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, Bangkok Ranch autocorrelation shows the relationship between Bangkok Ranch stock current value and its past values and can show if there is a momentum factor associated with investing in Bangkok Ranch PCL.
Regressed Prices |
| Timeline |
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Bangkok Ranch financial ratios help investors to determine whether Bangkok 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 Bangkok with respect to the benefits of owning Bangkok Ranch security.