Moshi Moshi (Thailand) Market Value
| MOSHI Stock | 47.50 1.00 2.15% |
| Symbol | Moshi |
Moshi Moshi '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 Moshi Moshi'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 Moshi Moshi.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Moshi Moshi on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Moshi Moshi Retail or generate 0.0% return on investment in Moshi Moshi over 660 days. Moshi Moshi is related to or competes with Erawan, Airports, Eastern Technical, Pylon Public, Asian Sea, Gunkul Engineering, and ONE Enterprise. More
Moshi Moshi 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 Moshi Moshi'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 Moshi Moshi Retail upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.0323 | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.95 |
Moshi Moshi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moshi Moshi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moshi Moshi's standard deviation. In reality, there are many statistical measures that can use Moshi Moshi historical prices to predict the future Moshi Moshi's volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | 0.2107 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0309 | |||
| Treynor Ratio | (1.97) |
Moshi Moshi Retail Backtested Returns
Moshi Moshi is out of control given 3 months investment horizon. Moshi Moshi Retail 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 thirty different technical indicators, which can help you to evaluate if expected returns of 14.65% are justified by taking the suggested risk. Use Moshi Moshi Retail Downside Deviation of 2.52, mean deviation of 1.96, and Risk Adjusted Performance of 0.0732 to evaluate company specific risk that cannot be diversified away. Moshi Moshi holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Moshi Moshi are expected to decrease at a much lower rate. During the bear market, Moshi Moshi is likely to outperform the market. Use Moshi Moshi Retail expected short fall, and the relationship between the value at risk and daily balance of power , to analyze future returns on Moshi Moshi Retail.
Auto-correlation | -0.62 |
Very good reverse predictability
Moshi Moshi Retail has very good reverse predictability. Overlapping area represents the amount of predictability between Moshi Moshi time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Moshi Moshi Retail price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Moshi Moshi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 34.91 |
Moshi Moshi Retail lagged returns against current returns
Autocorrelation, which is Moshi Moshi 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 Moshi Moshi's stock expected returns. We can calculate the autocorrelation of Moshi Moshi returns to help us make a trade decision. For example, suppose you find that Moshi Moshi 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 |
Moshi Moshi 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 Moshi Moshi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moshi Moshi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moshi Moshi stock over time.
Current vs Lagged Prices |
| Timeline |
Moshi Moshi Lagged Returns
When evaluating Moshi Moshi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moshi Moshi stock have on its future price. Moshi Moshi 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, Moshi Moshi autocorrelation shows the relationship between Moshi Moshi stock current value and its past values and can show if there is a momentum factor associated with investing in Moshi Moshi Retail.
Regressed Prices |
| Timeline |
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Moshi Moshi financial ratios help investors to determine whether Moshi 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 Moshi with respect to the benefits of owning Moshi Moshi security.