Civil Engineering (Thailand) Market Value
| CIVIL Stock | 0.60 0.02 3.45% |
| Symbol | Civil |
Civil Engineering '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 Civil Engineering'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 Civil Engineering.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Civil Engineering on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Civil Engineering PCL or generate 0.0% return on investment in Civil Engineering over 360 days.
Civil Engineering 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 Civil Engineering'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 Civil Engineering PCL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.34) | |||
| Maximum Drawdown | 13.55 | |||
| Value At Risk | (5.62) | |||
| Potential Upside | 1.69 |
Civil Engineering Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Civil Engineering's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Civil Engineering's standard deviation. In reality, there are many statistical measures that can use Civil Engineering historical prices to predict the future Civil Engineering's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.91) | |||
| Total Risk Alpha | (1.20) | |||
| Treynor Ratio | (0.91) |
Civil Engineering PCL Backtested Returns
Civil Engineering PCL secures Sharpe Ratio (or Efficiency) of -0.29, which signifies that the company had a -0.29 % return per unit of risk over the last 3 months. Civil Engineering PCL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Civil Engineering's Standard Deviation of 2.67, mean deviation of 1.82, and Risk Adjusted Performance of (0.20) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.9, which signifies possible diversification benefits within a given portfolio. Civil Engineering returns are very sensitive to returns on the market. As the market goes up or down, Civil Engineering is expected to follow. At this point, Civil Engineering PCL has a negative expected return of -0.84%. Please make sure to confirm Civil Engineering's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Civil Engineering PCL performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.94 |
Excellent predictability
Civil Engineering PCL has excellent predictability. Overlapping area represents the amount of predictability between Civil Engineering time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 Civil Engineering PCL price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Civil Engineering price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Civil Engineering PCL lagged returns against current returns
Autocorrelation, which is Civil Engineering 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 Civil Engineering's stock expected returns. We can calculate the autocorrelation of Civil Engineering returns to help us make a trade decision. For example, suppose you find that Civil Engineering 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 |
Civil Engineering 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 Civil Engineering stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Civil Engineering stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Civil Engineering stock over time.
Current vs Lagged Prices |
| Timeline |
Civil Engineering Lagged Returns
When evaluating Civil Engineering's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Civil Engineering stock have on its future price. Civil Engineering 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, Civil Engineering autocorrelation shows the relationship between Civil Engineering stock current value and its past values and can show if there is a momentum factor associated with investing in Civil Engineering PCL.
Regressed Prices |
| Timeline |
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