I2 Enterprise (Thailand) Market Value
| I2 Stock | 1.44 0.13 8.28% |
| Symbol | I2 Enterprise |
I2 Enterprise '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 I2 Enterprise'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 I2 Enterprise.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in I2 Enterprise on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding I2 Enterprise Public or generate 0.0% return on investment in I2 Enterprise over 30 days.
I2 Enterprise 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 I2 Enterprise'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 I2 Enterprise Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 17.83 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 1.91 |
I2 Enterprise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for I2 Enterprise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as I2 Enterprise's standard deviation. In reality, there are many statistical measures that can use I2 Enterprise historical prices to predict the future I2 Enterprise's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | (0.82) |
I2 Enterprise Public Backtested Returns
I2 Enterprise Public retains Efficiency (Sharpe Ratio) of -0.18, which attests that the company had a -0.18% return per unit of price deviation over the last 3 months. I2 Enterprise exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out I2 Enterprise's Coefficient Of Variation of (602.39), market risk adjusted performance of (0.81), and Information Ratio of (0.19) to validate the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, I2 Enterprise's returns are expected to increase less than the market. However, during the bear market, the loss of holding I2 Enterprise is expected to be smaller as well. At this point, I2 Enterprise Public has a negative expected return of -0.59%. Please make sure to check out I2 Enterprise's coefficient of variation, total risk alpha, skewness, as well as the relationship between the information ratio and maximum drawdown , to decide if I2 Enterprise Public performance from the past will be repeated sooner or later.
Auto-correlation | 0.63 |
Good predictability
I2 Enterprise Public has good predictability. Overlapping area represents the amount of predictability between I2 Enterprise time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 I2 Enterprise Public price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current I2 Enterprise price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
I2 Enterprise Public lagged returns against current returns
Autocorrelation, which is I2 Enterprise 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 I2 Enterprise's stock expected returns. We can calculate the autocorrelation of I2 Enterprise returns to help us make a trade decision. For example, suppose you find that I2 Enterprise 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 |
I2 Enterprise 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 I2 Enterprise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if I2 Enterprise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in I2 Enterprise stock over time.
Current vs Lagged Prices |
| Timeline |
I2 Enterprise Lagged Returns
When evaluating I2 Enterprise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of I2 Enterprise stock have on its future price. I2 Enterprise 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, I2 Enterprise autocorrelation shows the relationship between I2 Enterprise stock current value and its past values and can show if there is a momentum factor associated with investing in I2 Enterprise Public.
Regressed Prices |
| Timeline |
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