Intouch Holdings (Thailand) Market Value
| INTUCH-R | THB 100.00 1.00 0.99% |
| Symbol | Intouch |
Intouch Holdings '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 Intouch Holdings' 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 Intouch Holdings.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Intouch Holdings on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Intouch Holdings Public or generate 0.0% return on investment in Intouch Holdings over 510 days. Intouch Holdings is related to or competes with Advanced Info, True Public, CP ALL, Siam Cement, and Charoen Pokphand. Intouch Holdings Public Company Limited, through its subsidiaries, engages in the satellite, Internet, telecommunication... More
Intouch Holdings 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 Intouch Holdings' 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 Intouch Holdings Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.01 | |||
| Information Ratio | 0.0721 | |||
| Maximum Drawdown | 11.96 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 3.55 |
Intouch Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intouch Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intouch Holdings' standard deviation. In reality, there are many statistical measures that can use Intouch Holdings historical prices to predict the future Intouch Holdings' volatility.| Risk Adjusted Performance | 0.1095 | |||
| Jensen Alpha | 0.2693 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0733 | |||
| Treynor Ratio | (9.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intouch Holdings' 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.
Intouch Holdings Public Backtested Returns
Intouch Holdings appears to be very steady, given 3 months investment horizon. Intouch Holdings Public holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Intouch Holdings Public, which you can use to evaluate the volatility of the firm. Please utilize Intouch Holdings' Downside Deviation of 2.01, market risk adjusted performance of (9.45), and Risk Adjusted Performance of 0.1095 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intouch Holdings holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of -0.0281, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Intouch Holdings are expected to decrease at a much lower rate. During the bear market, Intouch Holdings is likely to outperform the market. Please check Intouch Holdings' expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Intouch Holdings' current trending patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Intouch Holdings Public has weak reverse predictability. Overlapping area represents the amount of predictability between Intouch Holdings time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Intouch Holdings Public price movement. The serial correlation of -0.21 indicates that over 21.0% of current Intouch Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 201.53 |
Intouch Holdings Public lagged returns against current returns
Autocorrelation, which is Intouch Holdings 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 Intouch Holdings' stock expected returns. We can calculate the autocorrelation of Intouch Holdings returns to help us make a trade decision. For example, suppose you find that Intouch Holdings 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 |
Intouch Holdings 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 Intouch Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intouch Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intouch Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Intouch Holdings Lagged Returns
When evaluating Intouch Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intouch Holdings stock have on its future price. Intouch Holdings 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, Intouch Holdings autocorrelation shows the relationship between Intouch Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Intouch Holdings Public.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Intouch Stock
Intouch Holdings financial ratios help investors to determine whether Intouch 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 Intouch with respect to the benefits of owning Intouch Holdings security.