Christiani Nielsen (Thailand) Market Value
| CNT Stock | THB 1.09 0.04 3.54% |
| Symbol | Christiani |
Christiani Nielsen '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 Christiani Nielsen'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 Christiani Nielsen.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Christiani Nielsen on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Christiani Nielsen Public or generate 0.0% return on investment in Christiani Nielsen over 30 days. Christiani Nielsen is related to or competes with CH Karnchang, Italian Thai, AAPICO Hitech, and Dynasty Ceramic. Christiani Nielsen Public Company Limited, together with its subsidiaries, provides construction services for government... More
Christiani Nielsen 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 Christiani Nielsen'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 Christiani Nielsen Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 12.81 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 2.4 |
Christiani Nielsen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Christiani Nielsen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Christiani Nielsen's standard deviation. In reality, there are many statistical measures that can use Christiani Nielsen historical prices to predict the future Christiani Nielsen's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | 0.9499 |
Christiani Nielsen Public Backtested Returns
Christiani Nielsen is out of control given 3 months investment horizon. Christiani Nielsen Public secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-two different technical indicators, which can help you to evaluate if expected returns of 14.01% are justified by taking the suggested risk. Use Christiani Nielsen Risk Adjusted Performance of (0.12), standard deviation of 1.76, and Mean Deviation of 1.2 to evaluate company specific risk that cannot be diversified away. Christiani Nielsen holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Christiani Nielsen are expected to decrease at a much lower rate. During the bear market, Christiani Nielsen is likely to outperform the market. Use Christiani Nielsen total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to analyze future returns on Christiani Nielsen.
Auto-correlation | 0.58 |
Modest predictability
Christiani Nielsen Public has modest predictability. Overlapping area represents the amount of predictability between Christiani Nielsen time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 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 Christiani Nielsen Public price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Christiani Nielsen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Christiani Nielsen Public lagged returns against current returns
Autocorrelation, which is Christiani Nielsen 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 Christiani Nielsen's stock expected returns. We can calculate the autocorrelation of Christiani Nielsen returns to help us make a trade decision. For example, suppose you find that Christiani Nielsen 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 |
Christiani Nielsen 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 Christiani Nielsen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Christiani Nielsen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Christiani Nielsen stock over time.
Current vs Lagged Prices |
| Timeline |
Christiani Nielsen Lagged Returns
When evaluating Christiani Nielsen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Christiani Nielsen stock have on its future price. Christiani Nielsen 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, Christiani Nielsen autocorrelation shows the relationship between Christiani Nielsen stock current value and its past values and can show if there is a momentum factor associated with investing in Christiani Nielsen Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Christiani Stock
Christiani Nielsen financial ratios help investors to determine whether Christiani 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 Christiani with respect to the benefits of owning Christiani Nielsen security.