Matching Maximize (Thailand) Market Value
| MATCH Stock | THB 1.22 0.07 5.43% |
| Symbol | Matching |
Matching Maximize '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 Matching Maximize'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 Matching Maximize.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in Matching Maximize on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Matching Maximize Solution or generate 0.0% return on investment in Matching Maximize over 30 days. Matching Maximize is related to or competes with MCOT Public, Major Cineplex, and Matichon Public. Matching Maximize Solution Public Company Limited, together with its subsidiaries, engages in television program product... More
Matching Maximize 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 Matching Maximize'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 Matching Maximize Solution upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 15.74 | |||
| Value At Risk | (5.43) | |||
| Potential Upside | 4.38 |
Matching Maximize Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matching Maximize's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Matching Maximize's standard deviation. In reality, there are many statistical measures that can use Matching Maximize historical prices to predict the future Matching Maximize's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 1.85 |
Matching Maximize Backtested Returns
Matching Maximize is out of control given 3 months investment horizon. Matching Maximize has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We have analyzed twenty-three different technical indicators, which can help you to evaluate if expected returns of 15.62% are justified by taking the suggested risk. Use Matching Maximize Standard Deviation of 2.77, risk adjusted performance of (0.07), and Mean Deviation of 1.8 to evaluate company specific risk that cannot be diversified away. Matching Maximize holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Matching Maximize are expected to decrease at a much lower rate. During the bear market, Matching Maximize is likely to outperform the market. Use Matching Maximize kurtosis, as well as the relationship between the day median price and period momentum indicator , to analyze future returns on Matching Maximize.
Auto-correlation | 0.07 |
Virtually no predictability
Matching Maximize Solution has virtually no predictability. Overlapping area represents the amount of predictability between Matching Maximize time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd of December 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 Matching Maximize price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Matching Maximize price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Matching Maximize lagged returns against current returns
Autocorrelation, which is Matching Maximize 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 Matching Maximize's stock expected returns. We can calculate the autocorrelation of Matching Maximize returns to help us make a trade decision. For example, suppose you find that Matching Maximize 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 |
Matching Maximize 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 Matching Maximize stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Matching Maximize stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Matching Maximize stock over time.
Current vs Lagged Prices |
| Timeline |
Matching Maximize Lagged Returns
When evaluating Matching Maximize's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Matching Maximize stock have on its future price. Matching Maximize 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, Matching Maximize autocorrelation shows the relationship between Matching Maximize stock current value and its past values and can show if there is a momentum factor associated with investing in Matching Maximize Solution.
Regressed Prices |
| Timeline |
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Matching Maximize financial ratios help investors to determine whether Matching 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 Matching with respect to the benefits of owning Matching Maximize security.