Sahathai Terminal (Thailand) Market Value
| PORT Stock | THB 0.56 0.01 1.82% |
| Symbol | Sahathai |
Sahathai Terminal '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 Sahathai Terminal'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 Sahathai Terminal.
| 02/28/2024 |
| 01/18/2026 |
If you would invest 0.00 in Sahathai Terminal on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Sahathai Terminal Public or generate 0.0% return on investment in Sahathai Terminal over 690 days. Sahathai Terminal is related to or competes with Asian Marine, Eastern Technical, Right Tunnelling, Index International, Floyd Public, Teera Mongkol, and Well Graded. Sahathai Terminal Public Company Limited operates in the shipping and logistics industry in Thailand More
Sahathai Terminal 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 Sahathai Terminal'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 Sahathai Terminal Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 8.45 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 1.82 |
Sahathai Terminal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sahathai Terminal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sahathai Terminal's standard deviation. In reality, there are many statistical measures that can use Sahathai Terminal historical prices to predict the future Sahathai Terminal's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.57) | |||
| Treynor Ratio | (1.51) |
Sahathai Terminal Public Backtested Returns
Sahathai Terminal Public owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the firm had a -0.16 % return per unit of risk over the last 3 months. Sahathai Terminal Public exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sahathai Terminal's Risk Adjusted Performance of (0.14), variance of 2.79, and Coefficient Of Variation of (484.26) to confirm the risk estimate we provide. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sahathai Terminal's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sahathai Terminal is expected to be smaller as well. At this point, Sahathai Terminal Public has a negative expected return of -0.28%. Please make sure to validate Sahathai Terminal's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Sahathai Terminal Public performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Sahathai Terminal Public has modest predictability. Overlapping area represents the amount of predictability between Sahathai Terminal time series from 28th of February 2024 to 7th of February 2025 and 7th of February 2025 to 18th 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 Sahathai Terminal Public price movement. The serial correlation of 0.51 indicates that about 51.0% of current Sahathai Terminal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Sahathai Terminal Public lagged returns against current returns
Autocorrelation, which is Sahathai Terminal 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 Sahathai Terminal's stock expected returns. We can calculate the autocorrelation of Sahathai Terminal returns to help us make a trade decision. For example, suppose you find that Sahathai Terminal 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 |
Sahathai Terminal 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 Sahathai Terminal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sahathai Terminal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sahathai Terminal stock over time.
Current vs Lagged Prices |
| Timeline |
Sahathai Terminal Lagged Returns
When evaluating Sahathai Terminal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sahathai Terminal stock have on its future price. Sahathai Terminal 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, Sahathai Terminal autocorrelation shows the relationship between Sahathai Terminal stock current value and its past values and can show if there is a momentum factor associated with investing in Sahathai Terminal Public.
Regressed Prices |
| Timeline |
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Sahathai Terminal financial ratios help investors to determine whether Sahathai 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 Sahathai with respect to the benefits of owning Sahathai Terminal security.