CHUWIT FARM (Thailand) Market Value
| CFARM Stock | 0.98 0.02 2.00% |
| Symbol | CHUWIT |
CHUWIT FARM '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 CHUWIT FARM'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 CHUWIT FARM.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in CHUWIT FARM on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding CHUWIT FARM PUBLIC or generate 0.0% return on investment in CHUWIT FARM over 690 days.
CHUWIT FARM 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 CHUWIT FARM'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 CHUWIT FARM PUBLIC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 14.03 | |||
| Value At Risk | (4.90) | |||
| Potential Upside | 3.23 |
CHUWIT FARM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CHUWIT FARM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CHUWIT FARM's standard deviation. In reality, there are many statistical measures that can use CHUWIT FARM historical prices to predict the future CHUWIT FARM's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.92) | |||
| Treynor Ratio | 1.97 |
CHUWIT FARM PUBLIC Backtested Returns
CHUWIT FARM PUBLIC secures Sharpe Ratio (or Efficiency) of -0.28, which signifies that the company had a -0.28% return per unit of volatility over the last 3 months. CHUWIT FARM PUBLIC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CHUWIT FARM's risk adjusted performance of (0.18), and Mean Deviation of 1.65 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CHUWIT FARM are expected to decrease at a much lower rate. During the bear market, CHUWIT FARM is likely to outperform the market. At this point, CHUWIT FARM PUBLIC has a negative expected return of -0.64%. Please make sure to confirm CHUWIT FARM's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if CHUWIT FARM PUBLIC performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
CHUWIT FARM PUBLIC has no correlation between past and present. Overlapping area represents the amount of predictability between CHUWIT FARM time series from 6th of January 2023 to 17th of December 2023 and 17th 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 CHUWIT FARM PUBLIC price movement. The serial correlation of 0.0 indicates that just 0.0% of current CHUWIT FARM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CHUWIT FARM PUBLIC lagged returns against current returns
Autocorrelation, which is CHUWIT FARM 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 CHUWIT FARM's stock expected returns. We can calculate the autocorrelation of CHUWIT FARM returns to help us make a trade decision. For example, suppose you find that CHUWIT FARM 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 |
CHUWIT FARM 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 CHUWIT FARM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CHUWIT FARM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CHUWIT FARM stock over time.
Current vs Lagged Prices |
| Timeline |
CHUWIT FARM Lagged Returns
When evaluating CHUWIT FARM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CHUWIT FARM stock have on its future price. CHUWIT FARM 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, CHUWIT FARM autocorrelation shows the relationship between CHUWIT FARM stock current value and its past values and can show if there is a momentum factor associated with investing in CHUWIT FARM PUBLIC.
Regressed Prices |
| Timeline |
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