Chic Republic (Thailand) Market Value
| CHIC Stock | 0.24 0.01 4.35% |
| Symbol | Chic |
Chic Republic '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 Chic Republic'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 Chic Republic.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Chic Republic on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Chic Republic PCL or generate 0.0% return on investment in Chic Republic over 30 days. Chic Republic is related to or competes with S Pack, Siam Steel, World Flex, Pan Asia, Ingress Industrial, Autocorp Holding, and Thai Packaging. More
Chic Republic 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 Chic Republic'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 Chic Republic PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 25.0 | |||
| Value At Risk | (8.11) | |||
| Potential Upside | 7.41 |
Chic Republic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chic Republic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chic Republic's standard deviation. In reality, there are many statistical measures that can use Chic Republic historical prices to predict the future Chic Republic's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.57) | |||
| Total Risk Alpha | (1.15) | |||
| Treynor Ratio | 2.83 |
Chic Republic PCL Backtested Returns
Chic Republic PCL secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of risk over the last 3 months. Chic Republic PCL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chic Republic's Standard Deviation of 4.73, risk adjusted performance of (0.08), and Mean Deviation of 3.64 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chic Republic are expected to decrease at a much lower rate. During the bear market, Chic Republic is likely to outperform the market. At this point, Chic Republic PCL has a negative expected return of -0.49%. Please make sure to confirm Chic Republic's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Chic Republic PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Chic Republic PCL has good predictability. Overlapping area represents the amount of predictability between Chic Republic 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 Chic Republic PCL price movement. The serial correlation of 0.79 indicates that around 79.0% of current Chic Republic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Chic Republic PCL lagged returns against current returns
Autocorrelation, which is Chic Republic 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 Chic Republic's stock expected returns. We can calculate the autocorrelation of Chic Republic returns to help us make a trade decision. For example, suppose you find that Chic Republic 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 |
Chic Republic 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 Chic Republic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chic Republic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chic Republic stock over time.
Current vs Lagged Prices |
| Timeline |
Chic Republic Lagged Returns
When evaluating Chic Republic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chic Republic stock have on its future price. Chic Republic 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, Chic Republic autocorrelation shows the relationship between Chic Republic stock current value and its past values and can show if there is a momentum factor associated with investing in Chic Republic PCL.
Regressed Prices |
| Timeline |
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Chic Republic financial ratios help investors to determine whether Chic 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 Chic with respect to the benefits of owning Chic Republic security.