Filter Vision (Thailand) Market Value
| FVC Stock | THB 0.70 0.01 1.41% |
| Symbol | Filter |
Filter Vision '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 Filter Vision'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 Filter Vision.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Filter Vision on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Filter Vision Public or generate 0.0% return on investment in Filter Vision over 30 days. Filter Vision is related to or competes with G Capital, E For, East Coast, and Akkhie Prakarn. Filter Vision Public Company Limited engages in the design, assembly, installation, maintenance, and distribution of pur... More
Filter Vision 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 Filter Vision'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 Filter Vision Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.43 | |||
| Information Ratio | 0.1106 | |||
| Maximum Drawdown | 1004.11 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.78 |
Filter Vision Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Filter Vision's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Filter Vision's standard deviation. In reality, there are many statistical measures that can use Filter Vision historical prices to predict the future Filter Vision's volatility.| Risk Adjusted Performance | 0.0956 | |||
| Jensen Alpha | 17.55 | |||
| Total Risk Alpha | (5.82) | |||
| Sortino Ratio | 0.6257 | |||
| Treynor Ratio | (0.50) |
Filter Vision Public Backtested Returns
Filter Vision is out of control given 3 months investment horizon. Filter Vision Public secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We were able to break down thirty different technical indicators, which can help you to evaluate if expected returns of 14.16% are justified by taking the suggested risk. Use Filter Vision Mean Deviation of 31.3, downside deviation of 22.43, and Coefficient Of Variation of 895.48 to evaluate company specific risk that cannot be diversified away. Filter Vision holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -28.14, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Filter Vision are expected to decrease by larger amounts. On the other hand, during market turmoil, Filter Vision is expected to outperform it. Use Filter Vision coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to analyze future returns on Filter Vision.
Auto-correlation | 0.33 |
Below average predictability
Filter Vision Public has below average predictability. Overlapping area represents the amount of predictability between Filter Vision time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Filter Vision Public price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Filter Vision price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Filter Vision Public lagged returns against current returns
Autocorrelation, which is Filter Vision 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 Filter Vision's stock expected returns. We can calculate the autocorrelation of Filter Vision returns to help us make a trade decision. For example, suppose you find that Filter Vision 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 |
Filter Vision 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 Filter Vision stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Filter Vision stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Filter Vision stock over time.
Current vs Lagged Prices |
| Timeline |
Filter Vision Lagged Returns
When evaluating Filter Vision's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Filter Vision stock have on its future price. Filter Vision 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, Filter Vision autocorrelation shows the relationship between Filter Vision stock current value and its past values and can show if there is a momentum factor associated with investing in Filter Vision Public.
Regressed Prices |
| Timeline |
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Filter Vision financial ratios help investors to determine whether Filter 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 Filter with respect to the benefits of owning Filter Vision security.