Prosper Engineering (Thailand) Market Value
| PROS Stock | THB 0.37 0.04 9.76% |
| Symbol | Prosper |
Prosper Engineering '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 Prosper Engineering'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 Prosper Engineering.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Prosper Engineering on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Prosper Engineering Public or generate 0.0% return on investment in Prosper Engineering over 30 days. Prosper Engineering is related to or competes with Thai Polycons, Chiangmai Rimdoi, Thai Nondestructive, Filter Vision, Project Planning, Thai Enger, and AMR Asia. Prosper Engineering Public Company Limited provides engineering systems, design, contractors, engineering consulting, an... More
Prosper Engineering 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 Prosper Engineering'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 Prosper Engineering Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 44.85 | |||
| Value At Risk | (6.98) | |||
| Potential Upside | 7.69 |
Prosper Engineering Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prosper Engineering's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prosper Engineering's standard deviation. In reality, there are many statistical measures that can use Prosper Engineering historical prices to predict the future Prosper Engineering's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.62) | |||
| Total Risk Alpha | (1.23) | |||
| Treynor Ratio | (0.74) |
Prosper Engineering Backtested Returns
Prosper Engineering maintains Sharpe Ratio (i.e., Efficiency) of -0.0587, which implies the firm had a -0.0587 % return per unit of risk over the last 3 months. Prosper Engineering exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Prosper Engineering's Variance of 35.6, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,099) to confirm the risk estimate we provide. The company holds a Beta of 0.75, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Prosper Engineering's returns are expected to increase less than the market. However, during the bear market, the loss of holding Prosper Engineering is expected to be smaller as well. At this point, Prosper Engineering has a negative expected return of -0.37%. Please make sure to check Prosper Engineering's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Prosper Engineering performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Prosper Engineering Public has modest reverse predictability. Overlapping area represents the amount of predictability between Prosper Engineering time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Prosper Engineering price movement. The serial correlation of -0.49 indicates that about 49.0% of current Prosper Engineering price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Prosper Engineering lagged returns against current returns
Autocorrelation, which is Prosper Engineering 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 Prosper Engineering's stock expected returns. We can calculate the autocorrelation of Prosper Engineering returns to help us make a trade decision. For example, suppose you find that Prosper Engineering 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 |
Prosper Engineering 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 Prosper Engineering stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prosper Engineering stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prosper Engineering stock over time.
Current vs Lagged Prices |
| Timeline |
Prosper Engineering Lagged Returns
When evaluating Prosper Engineering's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prosper Engineering stock have on its future price. Prosper Engineering 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, Prosper Engineering autocorrelation shows the relationship between Prosper Engineering stock current value and its past values and can show if there is a momentum factor associated with investing in Prosper Engineering Public.
Regressed Prices |
| Timeline |
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Prosper Engineering financial ratios help investors to determine whether Prosper 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 Prosper with respect to the benefits of owning Prosper Engineering security.