Ticon Freehold (Thailand) Market Value
| FTREIT Stock | 10.50 0.40 3.96% |
| Symbol | Ticon |
Ticon Freehold '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 Ticon Freehold'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 Ticon Freehold.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Ticon Freehold on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Ticon Freehold and or generate 0.0% return on investment in Ticon Freehold over 180 days. Ticon Freehold is related to or competes with WHA Premium, CPN Retail, Impact Growth, Golden Ventures, and Dusit Thani. More
Ticon Freehold 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 Ticon Freehold'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 Ticon Freehold and upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.34 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.0 |
Ticon Freehold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ticon Freehold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ticon Freehold's standard deviation. In reality, there are many statistical measures that can use Ticon Freehold historical prices to predict the future Ticon Freehold's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.0713 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.17) |
Ticon Freehold Backtested Returns
Ticon Freehold is out of control given 3 months investment horizon. Ticon Freehold owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.49% are justified by taking the suggested risk. Use Ticon Freehold Coefficient Of Variation of 2514.97, semi deviation of 1.01, and Risk Adjusted Performance of 0.0345 to evaluate company specific risk that cannot be diversified away. Ticon Freehold holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ticon Freehold are expected to decrease at a much lower rate. During the bear market, Ticon Freehold is likely to outperform the market. Use Ticon Freehold potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to analyze future returns on Ticon Freehold.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Ticon Freehold and has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ticon Freehold time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Ticon Freehold price movement. The serial correlation of -0.16 indicates that over 16.0% of current Ticon Freehold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Ticon Freehold lagged returns against current returns
Autocorrelation, which is Ticon Freehold 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 Ticon Freehold's stock expected returns. We can calculate the autocorrelation of Ticon Freehold returns to help us make a trade decision. For example, suppose you find that Ticon Freehold 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 |
Ticon Freehold 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 Ticon Freehold stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ticon Freehold stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ticon Freehold stock over time.
Current vs Lagged Prices |
| Timeline |
Ticon Freehold Lagged Returns
When evaluating Ticon Freehold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ticon Freehold stock have on its future price. Ticon Freehold 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, Ticon Freehold autocorrelation shows the relationship between Ticon Freehold stock current value and its past values and can show if there is a momentum factor associated with investing in Ticon Freehold and.
Regressed Prices |
| Timeline |
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Ticon Freehold financial ratios help investors to determine whether Ticon 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 Ticon with respect to the benefits of owning Ticon Freehold security.