KC Property (Thailand) Market Value
| KC Stock | 0.03 0.01 25.00% |
| Symbol | KC Property |
KC Property '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 KC Property'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 KC Property.
| 11/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in KC Property on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding KC Property PLC or generate 0.0% return on investment in KC Property over 60 days.
KC Property 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 KC Property'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 KC Property PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.58 | |||
| Information Ratio | 0.0818 | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
KC Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KC Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KC Property's standard deviation. In reality, there are many statistical measures that can use KC Property historical prices to predict the future KC Property's volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 1.99 | |||
| Total Risk Alpha | (0.83) | |||
| Sortino Ratio | 0.0473 | |||
| Treynor Ratio | (0.41) |
KC Property PLC Backtested Returns
KC Property is out of control given 3 months investment horizon. KC Property PLC retains Efficiency (Sharpe Ratio) of 0.0883, which conveys that the company had a 0.0883 % return per unit of price deviation over the last 3 months. We have analyzed twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.69% are justified by taking the suggested risk. Use KC Property PLC Market Risk Adjusted Performance of (0.40), mean deviation of 10.21, and Standard Deviation of 18.85 to evaluate company specific risk that cannot be diversified away. KC Property holds a performance score of 7 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -4.0, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning KC Property are expected to decrease by larger amounts. On the other hand, during market turmoil, KC Property is expected to outperform it. Use KC Property PLC jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to analyze future returns on KC Property PLC.
Auto-correlation | 0.49 |
Average predictability
KC Property PLC has average predictability. Overlapping area represents the amount of predictability between KC Property time series from 19th of November 2025 to 19th of December 2025 and 19th of December 2025 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KC Property PLC price movement. The serial correlation of 0.49 indicates that about 49.0% of current KC Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
KC Property PLC lagged returns against current returns
Autocorrelation, which is KC Property 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 KC Property's stock expected returns. We can calculate the autocorrelation of KC Property returns to help us make a trade decision. For example, suppose you find that KC Property 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 |
KC Property 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 KC Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KC Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KC Property stock over time.
Current vs Lagged Prices |
| Timeline |
KC Property Lagged Returns
When evaluating KC Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KC Property stock have on its future price. KC Property 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, KC Property autocorrelation shows the relationship between KC Property stock current value and its past values and can show if there is a momentum factor associated with investing in KC Property PLC.
Regressed Prices |
| Timeline |
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