RPCG Public (Thailand) Market Value
| RPC Stock | THB 0.46 0.01 2.13% |
| Symbol | RPCG |
RPCG Public '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 RPCG Public'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 RPCG Public.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in RPCG Public on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding RPCG Public or generate 0.0% return on investment in RPCG Public over 30 days. RPCG Public is related to or competes with PTT OIL, Premier Marketing, Bumrungrad Hospital, Turnkey Communication, Ladprao General, PINTHONG INDUSTRIAL, and Central Retail. RPCG Public Company Limited, through its subsidiaries, engages in the energy and real estate businesses in Thailand More
RPCG Public 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 RPCG Public'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 RPCG Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 3.85 |
RPCG Public Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RPCG Public's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RPCG Public's standard deviation. In reality, there are many statistical measures that can use RPCG Public historical prices to predict the future RPCG Public's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.2291 |
RPCG Public Backtested Returns
RPCG Public is out of control given 3 months investment horizon. RPCG Public retains Efficiency (Sharpe Ratio) 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 break down twenty-four different technical indicators, which can help you to evaluate if expected returns of 14.06% are justified by taking the suggested risk. Use RPCG Public market risk adjusted performance of 0.2391, and Coefficient Of Variation of (2,271) to evaluate company specific risk that cannot be diversified away. RPCG Public holds a performance score of 8 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning RPCG Public are expected to decrease at a much lower rate. During the bear market, RPCG Public is likely to outperform the market. Use RPCG Public coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to analyze future returns on RPCG Public.
Auto-correlation | 0.65 |
Good predictability
RPCG Public has good predictability. Overlapping area represents the amount of predictability between RPCG Public time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 RPCG Public price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current RPCG Public price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RPCG Public lagged returns against current returns
Autocorrelation, which is RPCG Public 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 RPCG Public's stock expected returns. We can calculate the autocorrelation of RPCG Public returns to help us make a trade decision. For example, suppose you find that RPCG Public 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 |
RPCG Public 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 RPCG Public stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RPCG Public stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RPCG Public stock over time.
Current vs Lagged Prices |
| Timeline |
RPCG Public Lagged Returns
When evaluating RPCG Public's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RPCG Public stock have on its future price. RPCG Public 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, RPCG Public autocorrelation shows the relationship between RPCG Public stock current value and its past values and can show if there is a momentum factor associated with investing in RPCG Public.
Regressed Prices |
| Timeline |
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RPCG Public financial ratios help investors to determine whether RPCG 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 RPCG with respect to the benefits of owning RPCG Public security.