Sabuy Technology (Thailand) Market Value
| SABUY Stock | THB 0.43 0.01 2.27% |
| Symbol | Sabuy |
Sabuy Technology '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 Sabuy Technology'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 Sabuy Technology.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Sabuy Technology on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Sabuy Technology Public or generate 0.0% return on investment in Sabuy Technology over 720 days. Sabuy Technology is related to or competes with Jay Mart, Forth Public, Singer Thailand, PTT Oil, and KCE Electronics. Sabuy Technology Public Company Limited provides payment acceptance services via automatic top-up machine under the Term... More
Sabuy Technology 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 Sabuy Technology'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 Sabuy Technology Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 32.16 | |||
| Value At Risk | (6.45) | |||
| Potential Upside | 9.09 |
Sabuy Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sabuy Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sabuy Technology's standard deviation. In reality, there are many statistical measures that can use Sabuy Technology historical prices to predict the future Sabuy Technology's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (1.53) | |||
| Treynor Ratio | (11.62) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sabuy Technology's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sabuy Technology Public Backtested Returns
Sabuy Technology is out of control given 3 months investment horizon. Sabuy Technology Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have analyzed twenty-four different technical indicators, which can help you to evaluate if expected returns of 13.92% are justified by taking the suggested risk. Use Sabuy Technology Public Coefficient Of Variation of (844.91), risk adjusted performance of (0.08), and Variance of 30.49 to evaluate company specific risk that cannot be diversified away. Sabuy Technology holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 0.0571, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sabuy Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sabuy Technology is expected to be smaller as well. Use Sabuy Technology Public maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Sabuy Technology Public.
Auto-correlation | 0.76 |
Good predictability
Sabuy Technology Public has good predictability. Overlapping area represents the amount of predictability between Sabuy Technology time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Sabuy Technology Public price movement. The serial correlation of 0.76 indicates that around 76.0% of current Sabuy Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 3.84 |
Sabuy Technology Public lagged returns against current returns
Autocorrelation, which is Sabuy Technology 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 Sabuy Technology's stock expected returns. We can calculate the autocorrelation of Sabuy Technology returns to help us make a trade decision. For example, suppose you find that Sabuy Technology 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 |
Sabuy Technology 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 Sabuy Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sabuy Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sabuy Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Sabuy Technology Lagged Returns
When evaluating Sabuy Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sabuy Technology stock have on its future price. Sabuy Technology 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, Sabuy Technology autocorrelation shows the relationship between Sabuy Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Sabuy Technology Public.
Regressed Prices |
| Timeline |
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Sabuy Technology financial ratios help investors to determine whether Sabuy 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 Sabuy with respect to the benefits of owning Sabuy Technology security.