Function International (Thailand) Market Value
| FTI Stock | 1.97 0.11 5.91% |
| Symbol | Function |
Function International '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 Function International'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 Function International.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Function International on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Function International PCL or generate 0.0% return on investment in Function International over 30 days. Function International is related to or competes with Sun Vending, WIIK Public, Pioneer, VL Enterprise, Eureka Design, Cpt Drives, and Bangkok Sheet. More
Function International 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 Function International'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 Function International PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.87 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 12.59 | |||
| Value At Risk | (5.10) | |||
| Potential Upside | 5.0 |
Function International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Function International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Function International's standard deviation. In reality, there are many statistical measures that can use Function International historical prices to predict the future Function International's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.066 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.10) |
Function International Backtested Returns
As of now, Function Stock is very risky. Function International secures Sharpe Ratio (or Efficiency) of 0.0164, which denotes the company had a 0.0164 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Function International PCL, which you can use to evaluate the volatility of the firm. Please confirm Function International's Coefficient Of Variation of 5338.98, mean deviation of 1.81, and Downside Deviation of 2.87 to check if the risk estimate we provide is consistent with the expected return of 0.0442%. Function International has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Function International are expected to decrease at a much lower rate. During the bear market, Function International is likely to outperform the market. Function International right now shows a risk of 2.69%. Please confirm Function International standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Function International will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Function International PCL has modest reverse predictability. Overlapping area represents the amount of predictability between Function International time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Function International price movement. The serial correlation of -0.5 indicates that about 50.0% of current Function International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Function International lagged returns against current returns
Autocorrelation, which is Function International 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 Function International's stock expected returns. We can calculate the autocorrelation of Function International returns to help us make a trade decision. For example, suppose you find that Function International 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 |
Function International 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 Function International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Function International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Function International stock over time.
Current vs Lagged Prices |
| Timeline |
Function International Lagged Returns
When evaluating Function International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Function International stock have on its future price. Function International 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, Function International autocorrelation shows the relationship between Function International stock current value and its past values and can show if there is a momentum factor associated with investing in Function International PCL.
Regressed Prices |
| Timeline |
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Function International financial ratios help investors to determine whether Function 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 Function with respect to the benefits of owning Function International security.