Maybank Securities (Thailand) Market Value
| MST Stock | 9.80 0.05 0.51% |
| Symbol | Maybank |
Maybank Securities '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 Maybank Securities' 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 Maybank Securities.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Maybank Securities on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Maybank Securities PCL or generate 0.0% return on investment in Maybank Securities over 30 days. Maybank Securities is related to or competes with Lohakit Metal, Kiatnakin Phatra, KGI Securities, Asia Plus, and AP Public. More
Maybank Securities 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 Maybank Securities' 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 Maybank Securities PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0366 | |||
| Maximum Drawdown | 6.86 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.63 |
Maybank Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maybank Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Maybank Securities' standard deviation. In reality, there are many statistical measures that can use Maybank Securities historical prices to predict the future Maybank Securities' volatility.| Risk Adjusted Performance | 0.1054 | |||
| Jensen Alpha | 0.1806 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | (2.18) |
Maybank Securities PCL Backtested Returns
As of now, Maybank Stock is not too volatile. Maybank Securities PCL has Sharpe Ratio of 0.0666, which conveys that the firm had a 0.0666% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Maybank Securities, which you can use to evaluate the volatility of the firm. Please verify Maybank Securities' Mean Deviation of 1.05, risk adjusted performance of 0.1054, and Downside Deviation of 1.35 to check out if the risk estimate we provide is consistent with the expected return of 0.0863%. Maybank Securities has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0784, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Maybank Securities are expected to decrease at a much lower rate. During the bear market, Maybank Securities is likely to outperform the market. Maybank Securities PCL right now secures a risk of 1.3%. Please verify Maybank Securities PCL expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to decide if Maybank Securities PCL will be following its current price movements.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Maybank Securities PCL has insignificant reverse predictability. Overlapping area represents the amount of predictability between Maybank Securities time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 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 Maybank Securities PCL price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Maybank Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Maybank Securities PCL lagged returns against current returns
Autocorrelation, which is Maybank Securities 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 Maybank Securities' stock expected returns. We can calculate the autocorrelation of Maybank Securities returns to help us make a trade decision. For example, suppose you find that Maybank Securities 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 |
Maybank Securities 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 Maybank Securities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Maybank Securities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Maybank Securities stock over time.
Current vs Lagged Prices |
| Timeline |
Maybank Securities Lagged Returns
When evaluating Maybank Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Maybank Securities stock have on its future price. Maybank Securities 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, Maybank Securities autocorrelation shows the relationship between Maybank Securities stock current value and its past values and can show if there is a momentum factor associated with investing in Maybank Securities PCL.
Regressed Prices |
| Timeline |
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Maybank Securities financial ratios help investors to determine whether Maybank 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 Maybank with respect to the benefits of owning Maybank Securities security.