Nation Group (Thailand) Market Value
| NATION Stock | 0.04 0.01 33.33% |
| Symbol | Nation |
Nation Group '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 Nation Group'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 Nation Group.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in Nation Group on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding Nation Group PCL or generate 0.0% return on investment in Nation Group over 30 days. Nation Group is related to or competes with RS Public, AddTech Hub, Matichon Public, Yggdrazil Group, Prakit Holdings, and M Vision. More
Nation Group 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 Nation Group'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 Nation Group PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.77 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Nation Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nation Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nation Group's standard deviation. In reality, there are many statistical measures that can use Nation Group historical prices to predict the future Nation Group's volatility.| Risk Adjusted Performance | 0.0843 | |||
| Jensen Alpha | 1.9 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | 0.0793 | |||
| Treynor Ratio | 0.8291 |
Nation Group PCL Backtested Returns
Nation Group is out of control given 3 months investment horizon. Nation Group PCL has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.82% are justified by taking the suggested risk. Use Nation Group PCL Mean Deviation of 16.07, downside deviation of 25.77, and Risk Adjusted Performance of 0.0843 to evaluate company specific risk that cannot be diversified away. Nation Group holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.58, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nation Group will likely underperform. Use Nation Group PCL potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Nation Group PCL.
Auto-correlation | 0.32 |
Below average predictability
Nation Group PCL has below average predictability. Overlapping area represents the amount of predictability between Nation Group time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nation Group PCL price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Nation Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nation Group PCL lagged returns against current returns
Autocorrelation, which is Nation Group 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 Nation Group's stock expected returns. We can calculate the autocorrelation of Nation Group returns to help us make a trade decision. For example, suppose you find that Nation Group 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 |
Nation Group 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 Nation Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nation Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nation Group stock over time.
Current vs Lagged Prices |
| Timeline |
Nation Group Lagged Returns
When evaluating Nation Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nation Group stock have on its future price. Nation Group 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, Nation Group autocorrelation shows the relationship between Nation Group stock current value and its past values and can show if there is a momentum factor associated with investing in Nation Group PCL.
Regressed Prices |
| Timeline |
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Nation Group financial ratios help investors to determine whether Nation 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 Nation with respect to the benefits of owning Nation Group security.