PROEN Corp (Thailand) Market Value
| PROEN Stock | 1.11 0.02 1.77% |
| Symbol | PROEN |
PROEN Corp '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 PROEN Corp'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 PROEN Corp.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in PROEN Corp on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding PROEN Corp Public or generate 0.0% return on investment in PROEN Corp over 30 days.
PROEN Corp 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 PROEN Corp'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 PROEN Corp Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.86 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 4.76 |
PROEN Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PROEN Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PROEN Corp's standard deviation. In reality, there are many statistical measures that can use PROEN Corp historical prices to predict the future PROEN Corp's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.12) |
PROEN Corp Public Backtested Returns
At this point, PROEN Corp is dangerous. PROEN Corp Public maintains Sharpe Ratio (i.e., Efficiency) of 0.0183, which implies the firm had a 0.0183 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for PROEN Corp Public, which you can use to evaluate the volatility of the company. Please check PROEN Corp's coefficient of variation of (5,012), and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0461%. PROEN Corp has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.5, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PROEN Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding PROEN Corp is expected to be smaller as well. PROEN Corp Public presently holds a risk of 2.51%. Please check PROEN Corp Public total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if PROEN Corp Public will be following its historical price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
PROEN Corp Public has poor reverse predictability. Overlapping area represents the amount of predictability between PROEN Corp time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 PROEN Corp Public price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current PROEN Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PROEN Corp Public lagged returns against current returns
Autocorrelation, which is PROEN Corp 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 PROEN Corp's stock expected returns. We can calculate the autocorrelation of PROEN Corp returns to help us make a trade decision. For example, suppose you find that PROEN Corp 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 |
PROEN Corp 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 PROEN Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PROEN Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PROEN Corp stock over time.
Current vs Lagged Prices |
| Timeline |
PROEN Corp Lagged Returns
When evaluating PROEN Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PROEN Corp stock have on its future price. PROEN Corp 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, PROEN Corp autocorrelation shows the relationship between PROEN Corp stock current value and its past values and can show if there is a momentum factor associated with investing in PROEN Corp Public.
Regressed Prices |
| Timeline |
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