JCK Hospitality (Thailand) Market Value
| JCKH Stock | 0.02 0.01 100.00% |
| Symbol | JCK |
JCK Hospitality '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 JCK Hospitality'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 JCK Hospitality.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in JCK Hospitality on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding JCK Hospitality Public or generate 0.0% return on investment in JCK Hospitality over 90 days. JCK Hospitality is related to or competes with CP ALL, BTS Group, Minor International, Airports, and Home Product. More
JCK Hospitality 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 JCK Hospitality'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 JCK Hospitality Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.09 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 100.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
JCK Hospitality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JCK Hospitality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JCK Hospitality's standard deviation. In reality, there are many statistical measures that can use JCK Hospitality historical prices to predict the future JCK Hospitality's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 2.54 | |||
| Total Risk Alpha | (1.55) | |||
| Sortino Ratio | 0.0546 | |||
| Treynor Ratio | (1.05) |
JCK Hospitality Public Backtested Returns
JCK Hospitality is out of control given 3 months investment horizon. JCK Hospitality Public holds Efficiency (Sharpe) Ratio of 0.13, which attests that the company had a 0.13% return per unit of risk over the last 3 months. We were able to collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 16.41% are justified by taking the suggested risk. Use JCK Hospitality Public downside deviation of 39.09, and Semi Deviation of 12.48 to evaluate company specific risk that cannot be diversified away. JCK Hospitality holds a performance score of 10 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of -2.15, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning JCK Hospitality are expected to decrease by larger amounts. On the other hand, during market turmoil, JCK Hospitality is expected to outperform it. Use JCK Hospitality Public coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to analyze future returns on JCK Hospitality Public.
Auto-correlation | -0.04 |
Very weak reverse predictability
JCK Hospitality Public has very weak reverse predictability. Overlapping area represents the amount of predictability between JCK Hospitality time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st 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 JCK Hospitality Public price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current JCK Hospitality price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JCK Hospitality Public lagged returns against current returns
Autocorrelation, which is JCK Hospitality 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 JCK Hospitality's stock expected returns. We can calculate the autocorrelation of JCK Hospitality returns to help us make a trade decision. For example, suppose you find that JCK Hospitality 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 |
JCK Hospitality 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 JCK Hospitality stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JCK Hospitality stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JCK Hospitality stock over time.
Current vs Lagged Prices |
| Timeline |
JCK Hospitality Lagged Returns
When evaluating JCK Hospitality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JCK Hospitality stock have on its future price. JCK Hospitality 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, JCK Hospitality autocorrelation shows the relationship between JCK Hospitality stock current value and its past values and can show if there is a momentum factor associated with investing in JCK Hospitality Public.
Regressed Prices |
| Timeline |
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JCK Hospitality financial ratios help investors to determine whether JCK 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 JCK with respect to the benefits of owning JCK Hospitality security.