CPL Group (Thailand) Market Value
| CPL Stock | THB 0.71 0.03 4.41% |
| Symbol | CPL |
CPL Group '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 CPL Group'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 CPL Group.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in CPL Group on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding CPL Group Public or generate 0.0% return on investment in CPL Group over 90 days. CPL Group is related to or competes with Hwa Fong, Fortune Parts, Thantawan Industry, Crown Seal, President Automobile, and Thai Plaspac. CPL Group Public Company Limited manufactures and distributes leather products in Thailand More
CPL Group 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 CPL Group'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 CPL Group Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.05 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.46 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 4.84 |
CPL Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CPL Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CPL Group's standard deviation. In reality, there are many statistical measures that can use CPL Group historical prices to predict the future CPL Group's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1303 |
CPL Group February 26, 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 | 0.0243 | |||
| Market Risk Adjusted Performance | 0.1403 | |||
| Mean Deviation | 2.33 | |||
| Semi Deviation | 2.45 | |||
| Downside Deviation | 3.05 | |||
| Coefficient Of Variation | 4582.44 | |||
| Standard Deviation | 3.02 | |||
| Variance | 9.1 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1303 | |||
| Maximum Drawdown | 14.46 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 4.84 | |||
| Downside Variance | 9.31 | |||
| Semi Variance | 5.99 | |||
| Expected Short fall | (3.14) | |||
| Skewness | 0.5727 | |||
| Kurtosis | 0.3677 |
CPL Group Public Backtested Returns
As of now, CPL Stock is extremely dangerous. CPL Group Public secures Sharpe Ratio (or Efficiency) of 0.0308, which signifies that the company had a 0.0308 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for CPL Group Public, which you can use to evaluate the volatility of the firm. Please confirm CPL Group's Mean Deviation of 2.33, semi deviation of 2.45, and Risk Adjusted Performance of 0.0243 to double-check if the risk estimate we provide is consistent with the expected return of 0.0907%. CPL Group has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CPL Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding CPL Group is expected to be smaller as well. CPL Group Public now shows a risk of 2.95%. Please confirm CPL Group Public jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if CPL Group Public will be following its price patterns.
Auto-correlation | -0.46 |
Modest reverse predictability
CPL Group Public has modest reverse predictability. Overlapping area represents the amount of predictability between CPL Group time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 CPL Group Public price movement. The serial correlation of -0.46 indicates that about 46.0% of current CPL Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Try AI Portfolio ProphetOther Information on Investing in CPL Stock
CPL Group financial ratios help investors to determine whether CPL 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 CPL with respect to the benefits of owning CPL Group security.