Lam Soon (Thailand) Market Value
| LST Stock | THB 4.98 0.02 0.40% |
| Symbol | Lam |
Lam Soon '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 Lam Soon'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 Lam Soon.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Lam Soon on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Lam Soon Public or generate 0.0% return on investment in Lam Soon over 720 days. Lam Soon is related to or competes with CP ALL, Carabao Group, Thai Union, Minor International, and Central Pattana. Lam Soon Public Company Limited manufactures and distributes palm oil in Thailand More
Lam Soon 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 Lam Soon'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 Lam Soon Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9336 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.99 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.24 |
Lam Soon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lam Soon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lam Soon's standard deviation. In reality, there are many statistical measures that can use Lam Soon historical prices to predict the future Lam Soon's volatility.| Risk Adjusted Performance | 0.0564 | |||
| Jensen Alpha | 0.0587 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.25) |
Lam Soon Public Backtested Returns
Lam Soon is out of control given 3 months investment horizon. Lam Soon Public 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 interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 14.32% are justified by taking the suggested risk. Use Lam Soon Public Downside Deviation of 0.9336, risk adjusted performance of 0.0564, and Mean Deviation of 0.4579 to evaluate company specific risk that cannot be diversified away. Lam Soon holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lam Soon are expected to decrease at a much lower rate. During the bear market, Lam Soon is likely to outperform the market. Use Lam Soon Public total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to analyze future returns on Lam Soon Public.
Auto-correlation | -0.02 |
Very weak reverse predictability
Lam Soon Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Lam Soon 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 Lam Soon Public price movement. The serial correlation of -0.02 indicates that only 2.0% of current Lam Soon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Lam Soon Public lagged returns against current returns
Autocorrelation, which is Lam Soon 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 Lam Soon's stock expected returns. We can calculate the autocorrelation of Lam Soon returns to help us make a trade decision. For example, suppose you find that Lam Soon 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 |
Lam Soon 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 Lam Soon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lam Soon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lam Soon stock over time.
Current vs Lagged Prices |
| Timeline |
Lam Soon Lagged Returns
When evaluating Lam Soon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lam Soon stock have on its future price. Lam Soon 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, Lam Soon autocorrelation shows the relationship between Lam Soon stock current value and its past values and can show if there is a momentum factor associated with investing in Lam Soon Public.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Lam Stock
Lam Soon financial ratios help investors to determine whether Lam 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 Lam with respect to the benefits of owning Lam Soon security.