Lee Feed (Thailand) Market Value
| LEE Stock | THB 2.44 0.06 2.40% |
| Symbol | Lee |
Lee Feed '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 Lee Feed'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 Lee Feed.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Lee Feed on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Lee Feed Mill or generate 0.0% return on investment in Lee Feed over 720 days. Lee Feed is related to or competes with GFPT Public, KGI Securities, Thai Vegetable, Lam Soon, and Charoen Pokphand. Lee Feed Mill Public Company Limited, together with its subsidiaries, manufactures and distributes animal feed primarily... More
Lee Feed 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 Lee Feed'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 Lee Feed Mill upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 0.8403 |
Lee Feed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lee Feed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lee Feed's standard deviation. In reality, there are many statistical measures that can use Lee Feed historical prices to predict the future Lee Feed's volatility.| Risk Adjusted Performance | 0.04 | |||
| Jensen Alpha | 0.0398 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.34) |
Lee Feed Mill Backtested Returns
Lee Feed is out of control given 3 months investment horizon. Lee Feed Mill has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.51% are justified by taking the suggested risk. Use Lee Feed Mill Mean Deviation of 0.4734, risk adjusted performance of 0.04, and Downside Deviation of 1.43 to evaluate company specific risk that cannot be diversified away. Lee Feed holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.0911, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lee Feed are expected to decrease at a much lower rate. During the bear market, Lee Feed is likely to outperform the market. Use Lee Feed Mill coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Lee Feed Mill.
Auto-correlation | -0.37 |
Poor reverse predictability
Lee Feed Mill has poor reverse predictability. Overlapping area represents the amount of predictability between Lee Feed time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Lee Feed Mill price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Lee Feed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lee Feed Mill lagged returns against current returns
Autocorrelation, which is Lee Feed 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 Lee Feed's stock expected returns. We can calculate the autocorrelation of Lee Feed returns to help us make a trade decision. For example, suppose you find that Lee Feed 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 |
Lee Feed 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 Lee Feed stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lee Feed stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lee Feed stock over time.
Current vs Lagged Prices |
| Timeline |
Lee Feed Lagged Returns
When evaluating Lee Feed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lee Feed stock have on its future price. Lee Feed 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, Lee Feed autocorrelation shows the relationship between Lee Feed stock current value and its past values and can show if there is a momentum factor associated with investing in Lee Feed Mill.
Regressed Prices |
| Timeline |
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Lee Feed financial ratios help investors to determine whether Lee 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 Lee with respect to the benefits of owning Lee Feed security.