MEB Corp (Thailand) Market Value
| MEB Stock | 16.90 0.10 0.59% |
| Symbol | MEB |
MEB Corp '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 MEB Corp'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 MEB Corp.
| 10/31/2025 |
| 12/30/2025 |
If you would invest 0.00 in MEB Corp on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding MEB Corp PCL or generate 0.0% return on investment in MEB Corp over 60 days.
MEB Corp 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 MEB Corp'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 MEB Corp PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 3.05 |
MEB Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEB Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MEB Corp's standard deviation. In reality, there are many statistical measures that can use MEB Corp historical prices to predict the future MEB Corp's volatility.| Risk Adjusted Performance | 0.0312 | |||
| Jensen Alpha | 0.0375 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3475 |
MEB Corp PCL Backtested Returns
As of now, MEB Stock is not too volatile. MEB Corp PCL retains Efficiency (Sharpe Ratio) of 0.0606, which conveys that the firm had a 0.0606 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MEB Corp, which you can use to evaluate the volatility of the firm. Please verify MEB Corp's Market Risk Adjusted Performance of 0.3575, mean deviation of 1.15, and Downside Deviation of 1.81 to check out if the risk estimate we provide is consistent with the expected return of 0.0922%. MEB Corp has a performance score of 4 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MEB Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding MEB Corp is expected to be smaller as well. MEB Corp PCL at this time owns a risk of 1.52%. Please verify MEB Corp PCL mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if MEB Corp PCL will be following its current price history.
Auto-correlation | -0.52 |
Good reverse predictability
MEB Corp PCL has good reverse predictability. Overlapping area represents the amount of predictability between MEB Corp time series from 31st of October 2025 to 30th of November 2025 and 30th of November 2025 to 30th 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 MEB Corp PCL price movement. The serial correlation of -0.52 indicates that about 52.0% of current MEB Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
MEB Corp PCL lagged returns against current returns
Autocorrelation, which is MEB Corp 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 MEB Corp's stock expected returns. We can calculate the autocorrelation of MEB Corp returns to help us make a trade decision. For example, suppose you find that MEB Corp 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 |
MEB Corp 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 MEB Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MEB Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MEB Corp stock over time.
Current vs Lagged Prices |
| Timeline |
MEB Corp Lagged Returns
When evaluating MEB Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MEB Corp stock have on its future price. MEB Corp 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, MEB Corp autocorrelation shows the relationship between MEB Corp stock current value and its past values and can show if there is a momentum factor associated with investing in MEB Corp PCL.
Regressed Prices |
| Timeline |
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