BT Wealth (Thailand) Market Value
| BTW Stock | THB 0.11 0.01 10.00% |
| Symbol | BTW |
BT Wealth '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 BT Wealth'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 BT Wealth.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in BT Wealth on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding BT Wealth Industries or generate 0.0% return on investment in BT Wealth over 30 days. BT Wealth is related to or competes with BuilderSmart Public, TTCL Public, Thai Mui, KC Metalsheet, Raja Ferry, NCL International, and Thai Enger. BT Wealth Industries Public Company Limited, through its subsidiaries, engages in steel fabrication, energy production, ... More
BT Wealth 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 BT Wealth'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 BT Wealth Industries upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 27.27 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.0 |
BT Wealth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BT Wealth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BT Wealth's standard deviation. In reality, there are many statistical measures that can use BT Wealth historical prices to predict the future BT Wealth's volatility.| Risk Adjusted Performance | 0.0026 | |||
| Jensen Alpha | 0.0277 | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 0.0617 |
BT Wealth Industries Backtested Returns
BT Wealth Industries retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the company had a close to zero % return per unit of price deviation over the last 3 months. BT Wealth exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BT Wealth's Information Ratio of (0.02), market risk adjusted performance of 0.0717, and Variance of 46.98 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -1.1, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning BT Wealth are expected to decrease slowly. On the other hand, during market turmoil, BT Wealth is expected to outperform it slightly. At this point, BT Wealth Industries has a negative expected return of -0.0589%. Please make sure to confirm BT Wealth's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if BT Wealth Industries performance from the past will be repeated sooner or later.
Auto-correlation | 0.26 |
Poor predictability
BT Wealth Industries has poor predictability. Overlapping area represents the amount of predictability between BT Wealth time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 BT Wealth Industries price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current BT Wealth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BT Wealth Industries lagged returns against current returns
Autocorrelation, which is BT Wealth 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 BT Wealth's stock expected returns. We can calculate the autocorrelation of BT Wealth returns to help us make a trade decision. For example, suppose you find that BT Wealth 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 |
BT Wealth 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 BT Wealth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BT Wealth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BT Wealth stock over time.
Current vs Lagged Prices |
| Timeline |
BT Wealth Lagged Returns
When evaluating BT Wealth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BT Wealth stock have on its future price. BT Wealth 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, BT Wealth autocorrelation shows the relationship between BT Wealth stock current value and its past values and can show if there is a momentum factor associated with investing in BT Wealth Industries.
Regressed Prices |
| Timeline |
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BT Wealth financial ratios help investors to determine whether BTW 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 BTW with respect to the benefits of owning BT Wealth security.