SAAM Energy (Thailand) Market Value
| SAAM Stock | THB 5.00 0.05 0.99% |
| Symbol | SAAM |
SAAM Energy '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 SAAM Energy'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 SAAM Energy.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in SAAM Energy on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding SAAM Energy Development or generate 0.0% return on investment in SAAM Energy over 30 days. SAAM Energy is related to or competes with Earth Tech, Eastern Power, Wp Energy, Thai Solar, TPC Power, Green Resources, and Asia Biomass. SAAM Development Public Company Limited develops and sells renewable energy power plants in Thailand More
SAAM Energy 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 SAAM Energy'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 SAAM Energy Development upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.43 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.83 |
SAAM Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SAAM Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SAAM Energy's standard deviation. In reality, there are many statistical measures that can use SAAM Energy historical prices to predict the future SAAM Energy's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (2.04) |
SAAM Energy Development Backtested Returns
SAAM Energy Development retains Efficiency (Sharpe Ratio) of -0.15, which indicates the company had a -0.15 % return per unit of risk over the last 3 months. SAAM Energy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SAAM Energy's Market Risk Adjusted Performance of (2.03), information ratio of (0.17), and Coefficient Of Variation of (879.90) to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0781, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SAAM Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding SAAM Energy is expected to be smaller as well. At this point, SAAM Energy Development has a negative expected return of -0.17%. Please make sure to validate SAAM Energy's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if SAAM Energy Development performance from the past will be repeated in the future.
Auto-correlation | 0.39 |
Below average predictability
SAAM Energy Development has below average predictability. Overlapping area represents the amount of predictability between SAAM Energy time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SAAM Energy Development price movement. The serial correlation of 0.39 indicates that just about 39.0% of current SAAM Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SAAM Energy Development lagged returns against current returns
Autocorrelation, which is SAAM Energy 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 SAAM Energy's stock expected returns. We can calculate the autocorrelation of SAAM Energy returns to help us make a trade decision. For example, suppose you find that SAAM Energy 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 |
SAAM Energy 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 SAAM Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SAAM Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SAAM Energy stock over time.
Current vs Lagged Prices |
| Timeline |
SAAM Energy Lagged Returns
When evaluating SAAM Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SAAM Energy stock have on its future price. SAAM Energy 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, SAAM Energy autocorrelation shows the relationship between SAAM Energy stock current value and its past values and can show if there is a momentum factor associated with investing in SAAM Energy Development.
Regressed Prices |
| Timeline |
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SAAM Energy financial ratios help investors to determine whether SAAM 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 SAAM with respect to the benefits of owning SAAM Energy security.