Chase Asia (Thailand) Market Value
| CHASE Stock | 0.54 0.01 1.82% |
| Symbol | Chase |
Chase Asia '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 Chase Asia'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 Chase Asia.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Chase Asia on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Chase Asia PCL or generate 0.0% return on investment in Chase Asia over 90 days.
Chase Asia 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 Chase Asia'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 Chase Asia PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.0197 | |||
| Maximum Drawdown | 20.21 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 4.17 |
Chase Asia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chase Asia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chase Asia's standard deviation. In reality, there are many statistical measures that can use Chase Asia historical prices to predict the future Chase Asia's volatility.| Risk Adjusted Performance | 0.0481 | |||
| Jensen Alpha | 0.1424 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.019 | |||
| Treynor Ratio | 1.55 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chase Asia's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Chase Asia February 24, 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 | 0.0481 | |||
| Market Risk Adjusted Performance | 1.56 | |||
| Mean Deviation | 2.08 | |||
| Semi Deviation | 2.21 | |||
| Downside Deviation | 3.18 | |||
| Coefficient Of Variation | 1891.81 | |||
| Standard Deviation | 3.05 | |||
| Variance | 9.31 | |||
| Information Ratio | 0.0197 | |||
| Jensen Alpha | 0.1424 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.019 | |||
| Treynor Ratio | 1.55 | |||
| Maximum Drawdown | 20.21 | |||
| Value At Risk | (4.84) | |||
| Potential Upside | 4.17 | |||
| Downside Variance | 10.1 | |||
| Semi Variance | 4.89 | |||
| Expected Short fall | (3.15) | |||
| Skewness | 1.46 | |||
| Kurtosis | 6.56 |
Chase Asia PCL Backtested Returns
At this point, Chase Asia is abnormally volatile. Chase Asia PCL secures Sharpe Ratio (or Efficiency) of 0.0249, which signifies that the company had a 0.0249 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Chase Asia PCL, which you can use to evaluate the volatility of the firm. Please confirm Chase Asia's risk adjusted performance of 0.0481, and Mean Deviation of 2.08 to double-check if the risk estimate we provide is consistent with the expected return of 0.0781%. Chase Asia has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0978, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chase Asia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chase Asia is expected to be smaller as well. Chase Asia PCL right now shows a risk of 3.14%. Please confirm Chase Asia PCL value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Chase Asia PCL will be following its price patterns.
Auto-correlation | -0.54 |
Good reverse predictability
Chase Asia PCL has good reverse predictability. Overlapping area represents the amount of predictability between Chase Asia time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th 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 Chase Asia PCL price movement. The serial correlation of -0.54 indicates that about 54.0% of current Chase Asia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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