Lalin Property (Thailand) Market Value
| LALIN Stock | THB 6.20 0.05 0.80% |
| Symbol | Lalin |
Lalin 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 Lalin 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 Lalin Property.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Lalin Property on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lalin Property Public or generate 0.0% return on investment in Lalin Property over 30 days. Lalin Property is related to or competes with WHA Public, and LPN Development. Lalin Property Public Company Limited, through its subsidiary, Prosper Property Co., Ltd., engages in the property devel... More
Lalin 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 Lalin 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 Lalin Property Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.56 |
Lalin Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lalin Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lalin Property's standard deviation. In reality, there are many statistical measures that can use Lalin Property historical prices to predict the future Lalin Property's volatility.| Risk Adjusted Performance | 0.0382 | |||
| Jensen Alpha | 0.0185 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.2666 |
Lalin Property Public Backtested Returns
At this point, Lalin Property is not too volatile. Lalin Property Public has Sharpe Ratio of 0.0347, which conveys that the firm had a 0.0347% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lalin Property, which you can use to evaluate the volatility of the firm. Please verify Lalin Property's Downside Deviation of 1.47, risk adjusted performance of 0.0382, and Mean Deviation of 0.5919 to check out if the risk estimate we provide is consistent with the expected return of 0.0322%. Lalin Property has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lalin Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lalin Property is expected to be smaller as well. Lalin Property Public right now secures a risk of 0.93%. Please verify Lalin Property Public semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Lalin Property Public will be following its current price movements.
Auto-correlation | 0.68 |
Good predictability
Lalin Property Public has good predictability. Overlapping area represents the amount of predictability between Lalin Property time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Lalin Property Public price movement. The serial correlation of 0.68 indicates that around 68.0% of current Lalin Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lalin Property Public lagged returns against current returns
Autocorrelation, which is Lalin 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 Lalin Property's stock expected returns. We can calculate the autocorrelation of Lalin Property returns to help us make a trade decision. For example, suppose you find that Lalin 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 |
Lalin 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 Lalin Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lalin Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lalin Property stock over time.
Current vs Lagged Prices |
| Timeline |
Lalin Property Lagged Returns
When evaluating Lalin Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lalin Property stock have on its future price. Lalin 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, Lalin Property autocorrelation shows the relationship between Lalin Property stock current value and its past values and can show if there is a momentum factor associated with investing in Lalin Property Public.
Regressed Prices |
| Timeline |
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Lalin Property financial ratios help investors to determine whether Lalin 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 Lalin with respect to the benefits of owning Lalin Property security.