Power Solution (Thailand) Market Value
| PSTC Stock | THB 0.44 0.02 4.35% |
| Symbol | Power |
Power Solution '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 Power Solution'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 Power Solution.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Power Solution on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Power Solution Technologies or generate 0.0% return on investment in Power Solution over 510 days. Power Solution is related to or competes with WHA Public, Siri Prime, Ananda Development, and Bangkok Land. Power Solution Technologies Public Company Limited primarily distributes and installs various types of power control and... More
Power Solution 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 Power Solution'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 Power Solution Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 19.52 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 3.64 |
Power Solution Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Power Solution's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Power Solution's standard deviation. In reality, there are many statistical measures that can use Power Solution historical prices to predict the future Power Solution's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 2.68 |
Power Solution Techn Backtested Returns
Power Solution is out of control given 3 months investment horizon. Power Solution Techn maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We were able to collect data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 14.09% are justified by taking the suggested risk. Use Power Solution Coefficient Of Variation of (998.44), risk adjusted performance of (0.07), and Variance of 7.78 to evaluate company specific risk that cannot be diversified away. Power Solution holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of -0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Power Solution are expected to decrease at a much lower rate. During the bear market, Power Solution is likely to outperform the market. Use Power Solution accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to analyze future returns on Power Solution.
Auto-correlation | 0.14 |
Insignificant predictability
Power Solution Technologies has insignificant predictability. Overlapping area represents the amount of predictability between Power Solution time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Power Solution Techn price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Power Solution price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Power Solution Techn lagged returns against current returns
Autocorrelation, which is Power Solution 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 Power Solution's stock expected returns. We can calculate the autocorrelation of Power Solution returns to help us make a trade decision. For example, suppose you find that Power Solution 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 |
Power Solution 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 Power Solution stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Power Solution stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Power Solution stock over time.
Current vs Lagged Prices |
| Timeline |
Power Solution Lagged Returns
When evaluating Power Solution's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Power Solution stock have on its future price. Power Solution 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, Power Solution autocorrelation shows the relationship between Power Solution stock current value and its past values and can show if there is a momentum factor associated with investing in Power Solution Technologies.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Power Stock
Power Solution financial ratios help investors to determine whether Power 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 Power with respect to the benefits of owning Power Solution security.