Eastern Water (Thailand) Market Value
| EASTW Stock | THB 2.06 0.22 11.96% |
| Symbol | Eastern |
Eastern Water '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 Eastern Water'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 Eastern Water.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Eastern Water on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Eastern Water Resources or generate 0.0% return on investment in Eastern Water over 30 days. Eastern Water is related to or competes with Sermsang Power, Thachang Green, Sahacogen Public, Wp Energy, Eastern Power, and SAAM Energy. Eastern Water Resources Development and Management Public Company Limited, together with its subsidiaries, develops and ... More
Eastern Water 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 Eastern Water'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 Eastern Water Resources upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 2.97 |
Eastern Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eastern Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eastern Water's standard deviation. In reality, there are many statistical measures that can use Eastern Water historical prices to predict the future Eastern Water's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | (0.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eastern Water'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.
Eastern Water Resources Backtested Returns
Eastern Water Resources secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had a -0.17 % return per unit of risk over the last 3 months. Eastern Water Resources exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Eastern Water's Mean Deviation of 1.49, standard deviation of 2.42, and Variance of 5.86 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.61, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eastern Water's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eastern Water is expected to be smaller as well. At this point, Eastern Water Resources has a negative expected return of -0.41%. Please make sure to confirm Eastern Water's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and period momentum indicator , to decide if Eastern Water Resources performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.38 |
Below average predictability
Eastern Water Resources has below average predictability. Overlapping area represents the amount of predictability between Eastern Water time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Eastern Water Resources price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Eastern Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Eastern Water Resources lagged returns against current returns
Autocorrelation, which is Eastern Water 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 Eastern Water's stock expected returns. We can calculate the autocorrelation of Eastern Water returns to help us make a trade decision. For example, suppose you find that Eastern Water 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 |
Eastern Water 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 Eastern Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Eastern Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Eastern Water stock over time.
Current vs Lagged Prices |
| Timeline |
Eastern Water Lagged Returns
When evaluating Eastern Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Eastern Water stock have on its future price. Eastern Water 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, Eastern Water autocorrelation shows the relationship between Eastern Water stock current value and its past values and can show if there is a momentum factor associated with investing in Eastern Water Resources.
Regressed Prices |
| Timeline |
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Eastern Water financial ratios help investors to determine whether Eastern 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 Eastern with respect to the benefits of owning Eastern Water security.