King Gen (Thailand) Market Value
| KGEN Stock | 1.19 0.03 2.59% |
| Symbol | King |
King Gen '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 King Gen'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 King Gen.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in King Gen on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding King Gen PCL or generate 0.0% return on investment in King Gen over 30 days.
King Gen 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 King Gen'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 King Gen PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.07 | |||
| Information Ratio | 0.1378 | |||
| Maximum Drawdown | 43.46 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 21.19 |
King Gen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for King Gen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as King Gen's standard deviation. In reality, there are many statistical measures that can use King Gen historical prices to predict the future King Gen's volatility.| Risk Adjusted Performance | 0.1166 | |||
| Jensen Alpha | 1.1 | |||
| Total Risk Alpha | 0.4483 | |||
| Sortino Ratio | 0.2606 | |||
| Treynor Ratio | 3.07 |
King Gen PCL Backtested Returns
King Gen is abnormally volatile given 3 months investment horizon. King Gen PCL has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % 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 1.42% are justified by taking the suggested risk. Use King Gen PCL Mean Deviation of 4.65, risk adjusted performance of 0.1166, and Downside Deviation of 4.07 to evaluate company specific risk that cannot be diversified away. King Gen holds a performance score of 13 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, King Gen's returns are expected to increase less than the market. However, during the bear market, the loss of holding King Gen is expected to be smaller as well. Use King Gen PCL jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on King Gen PCL.
Auto-correlation | -0.24 |
Weak reverse predictability
King Gen PCL has weak reverse predictability. Overlapping area represents the amount of predictability between King Gen time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 King Gen PCL price movement. The serial correlation of -0.24 indicates that over 24.0% of current King Gen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
King Gen PCL lagged returns against current returns
Autocorrelation, which is King Gen 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 King Gen's stock expected returns. We can calculate the autocorrelation of King Gen returns to help us make a trade decision. For example, suppose you find that King Gen 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 |
King Gen 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 King Gen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if King Gen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in King Gen stock over time.
Current vs Lagged Prices |
| Timeline |
King Gen Lagged Returns
When evaluating King Gen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of King Gen stock have on its future price. King Gen 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, King Gen autocorrelation shows the relationship between King Gen stock current value and its past values and can show if there is a momentum factor associated with investing in King Gen PCL.
Regressed Prices |
| Timeline |
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