Preecha Group (Thailand) Market Value
| PRECHA Stock | THB 0.46 0.01 2.13% |
| Symbol | Preecha |
Preecha 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 Preecha 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 Preecha Group.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Preecha Group on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Preecha Group Public or generate 0.0% return on investment in Preecha Group over 30 days. Preecha Group is related to or competes with Jakpaisan Estate, Thanasiri Group, Richy Place, Wyncoast Industrial, and Charn Issara. Preecha Group Public Company Limited engages in the real estate business in Thailand More
Preecha 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 Preecha 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 Preecha Group Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 20.22 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 7.25 |
Preecha Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Preecha Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Preecha Group's standard deviation. In reality, there are many statistical measures that can use Preecha Group historical prices to predict the future Preecha Group's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.73) | |||
| Total Risk Alpha | (1.21) | |||
| Treynor Ratio | (0.91) |
Preecha Group Public Backtested Returns
Preecha Group Public maintains Sharpe Ratio (i.e., Efficiency) of -0.15, which implies the firm had a -0.15 % return per unit of risk over the last 3 months. Preecha Group Public exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Preecha Group's Variance of 17.59, coefficient of variation of (644.32), and Risk Adjusted Performance of (0.1) to confirm the risk estimate we provide. The company holds a Beta of 0.73, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Preecha Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Preecha Group is expected to be smaller as well. At this point, Preecha Group Public has a negative expected return of -0.62%. Please make sure to check Preecha Group's jensen alpha, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Preecha Group Public performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.3 |
Weak reverse predictability
Preecha Group Public has weak reverse predictability. Overlapping area represents the amount of predictability between Preecha Group time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 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 Preecha Group Public price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Preecha Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Preecha Group Public lagged returns against current returns
Autocorrelation, which is Preecha 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 Preecha Group's stock expected returns. We can calculate the autocorrelation of Preecha Group returns to help us make a trade decision. For example, suppose you find that Preecha 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 |
Preecha 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 Preecha Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Preecha Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Preecha Group stock over time.
Current vs Lagged Prices |
| Timeline |
Preecha Group Lagged Returns
When evaluating Preecha Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Preecha Group stock have on its future price. Preecha 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, Preecha Group autocorrelation shows the relationship between Preecha Group stock current value and its past values and can show if there is a momentum factor associated with investing in Preecha Group Public.
Regressed Prices |
| Timeline |
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Preecha Group financial ratios help investors to determine whether Preecha 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 Preecha with respect to the benefits of owning Preecha Group security.