Polynet PCL (Thailand) Market Value
| POLY Stock | 6.85 0.25 3.52% |
| Symbol | Polynet |
Polynet PCL '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 Polynet PCL'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 Polynet PCL.
| 11/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Polynet PCL on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Polynet PCL or generate 0.0% return on investment in Polynet PCL over 60 days.
Polynet PCL 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 Polynet PCL'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 Polynet PCL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 2.9 |
Polynet PCL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Polynet PCL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Polynet PCL's standard deviation. In reality, there are many statistical measures that can use Polynet PCL historical prices to predict the future Polynet PCL's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | 0.0263 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.09) |
Polynet PCL Backtested Returns
As of now, Polynet Stock is not too volatile. Polynet PCL maintains Sharpe Ratio (i.e., Efficiency) of 0.0648, which implies the firm had a 0.0648 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Polynet PCL, which you can use to evaluate the volatility of the company. Please check Polynet PCL's Semi Deviation of 1.56, risk adjusted performance of 0.0163, and Coefficient Of Variation of 6839.51 to confirm if the risk estimate we provide is consistent with the expected return of 0.0953%. Polynet PCL has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of -0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Polynet PCL are expected to decrease at a much lower rate. During the bear market, Polynet PCL is likely to outperform the market. Polynet PCL right now holds a risk of 1.47%. Please check Polynet PCL sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Polynet PCL will be following its historical price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Polynet PCL has virtually no predictability. Overlapping area represents the amount of predictability between Polynet PCL time series from 14th of November 2025 to 14th of December 2025 and 14th of December 2025 to 13th 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 Polynet PCL price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Polynet PCL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Polynet PCL lagged returns against current returns
Autocorrelation, which is Polynet PCL 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 Polynet PCL's stock expected returns. We can calculate the autocorrelation of Polynet PCL returns to help us make a trade decision. For example, suppose you find that Polynet PCL 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 |
Polynet PCL 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 Polynet PCL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Polynet PCL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Polynet PCL stock over time.
Current vs Lagged Prices |
| Timeline |
Polynet PCL Lagged Returns
When evaluating Polynet PCL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Polynet PCL stock have on its future price. Polynet PCL 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, Polynet PCL autocorrelation shows the relationship between Polynet PCL stock current value and its past values and can show if there is a momentum factor associated with investing in Polynet PCL.
Regressed Prices |
| Timeline |
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