Krungthai Card Public Stock Market Value
| KGTHY Stock | USD 9.47 2.09 28.32% |
| Symbol | Krungthai |
Krungthai Card '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 Krungthai Card's pink sheet 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 Krungthai Card.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Krungthai Card on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Krungthai Card Public or generate 0.0% return on investment in Krungthai Card over 360 days. Krungthai Card is related to or competes with Goeasy, Equitable, TP ICAP, Turkiye Garanti, Aiful Corp, and Ninety One. Krungthai Card Public Company Limited engages in the credit card, personal loan, and other related businesses in Thailan... More
Krungthai Card 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 Krungthai Card's pink sheet 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 Krungthai Card Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.55 | |||
| Information Ratio | 0.0295 | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (10.82) | |||
| Potential Upside | 10.08 |
Krungthai Card Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Krungthai Card's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Krungthai Card's standard deviation. In reality, there are many statistical measures that can use Krungthai Card historical prices to predict the future Krungthai Card's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.1655 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | 0.0223 | |||
| Treynor Ratio | 0.2351 |
Krungthai Card Public Backtested Returns
Krungthai Card appears to be relatively risky, given 3 months investment horizon. Krungthai Card Public has Sharpe Ratio of 0.0412, which conveys that the firm had a 0.0412 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Krungthai Card, which you can use to evaluate the volatility of the firm. Please exercise Krungthai Card's Mean Deviation of 3.68, downside deviation of 7.55, and Risk Adjusted Performance of 0.04 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Krungthai Card holds a performance score of 3. The company secures a Beta (Market Risk) of 1.04, which conveys a somewhat significant risk relative to the market. Krungthai Card returns are very sensitive to returns on the market. As the market goes up or down, Krungthai Card is expected to follow. Please check Krungthai Card's total risk alpha, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to make a quick decision on whether Krungthai Card's current price movements will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
Krungthai Card Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Krungthai Card time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Krungthai Card Public price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Krungthai Card price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Krungthai Card Public lagged returns against current returns
Autocorrelation, which is Krungthai Card pink sheet'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 Krungthai Card's pink sheet expected returns. We can calculate the autocorrelation of Krungthai Card returns to help us make a trade decision. For example, suppose you find that Krungthai Card has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Krungthai Card 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 Krungthai Card pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Krungthai Card pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Krungthai Card pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Krungthai Card Lagged Returns
When evaluating Krungthai Card's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Krungthai Card pink sheet have on its future price. Krungthai Card 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, Krungthai Card autocorrelation shows the relationship between Krungthai Card pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Krungthai Card Public.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Krungthai Pink Sheet Analysis
When running Krungthai Card's price analysis, check to measure Krungthai Card's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Krungthai Card is operating at the current time. Most of Krungthai Card's value examination focuses on studying past and present price action to predict the probability of Krungthai Card's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Krungthai Card's price. Additionally, you may evaluate how the addition of Krungthai Card to your portfolios can decrease your overall portfolio volatility.