Dhouse Pattana (Thailand) Market Value
| DHOUSE Stock | THB 0.41 0.02 5.13% |
| Symbol | Dhouse |
Dhouse Pattana '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 Dhouse Pattana'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 Dhouse Pattana.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Dhouse Pattana on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Dhouse Pattana Public or generate 0.0% return on investment in Dhouse Pattana over 30 days. Dhouse Pattana is related to or competes with Richy Place, Chewathai Public, Charn Issara, Major Development, Arinsiri Land, Thanasiri Group, and Boutique Public. Dhouse Pattana Public Company Limited engages in the development of real estate properties in Thailand More
Dhouse Pattana 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 Dhouse Pattana'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 Dhouse Pattana Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.83 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 17.69 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 5.13 |
Dhouse Pattana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dhouse Pattana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dhouse Pattana's standard deviation. In reality, there are many statistical measures that can use Dhouse Pattana historical prices to predict the future Dhouse Pattana's volatility.| Risk Adjusted Performance | 0.0113 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.42) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0126 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dhouse Pattana'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.
Dhouse Pattana Public Backtested Returns
Dhouse Pattana Public secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Dhouse Pattana Public exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dhouse Pattana's Downside Deviation of 4.83, coefficient of variation of 20143.9, and Mean Deviation of 2.09 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.49, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dhouse Pattana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dhouse Pattana is expected to be smaller as well. At this point, Dhouse Pattana Public has a negative expected return of -0.0257%. Please make sure to confirm Dhouse Pattana's maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Dhouse Pattana Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Dhouse Pattana Public has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Dhouse Pattana time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Dhouse Pattana Public price movement. The serial correlation of -0.76 indicates that around 76.0% of current Dhouse Pattana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Dhouse Pattana Public lagged returns against current returns
Autocorrelation, which is Dhouse Pattana 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 Dhouse Pattana's stock expected returns. We can calculate the autocorrelation of Dhouse Pattana returns to help us make a trade decision. For example, suppose you find that Dhouse Pattana 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 |
Dhouse Pattana 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 Dhouse Pattana stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dhouse Pattana stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dhouse Pattana stock over time.
Current vs Lagged Prices |
| Timeline |
Dhouse Pattana Lagged Returns
When evaluating Dhouse Pattana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dhouse Pattana stock have on its future price. Dhouse Pattana 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, Dhouse Pattana autocorrelation shows the relationship between Dhouse Pattana stock current value and its past values and can show if there is a momentum factor associated with investing in Dhouse Pattana Public.
Regressed Prices |
| Timeline |
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Dhouse Pattana financial ratios help investors to determine whether Dhouse 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 Dhouse with respect to the benefits of owning Dhouse Pattana security.