Samchai Steel (Thailand) Market Value
| SAM Stock | THB 0.16 0.01 6.67% |
| Symbol | Samchai |
Samchai Steel '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 Samchai Steel'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 Samchai Steel.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Samchai Steel on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Samchai Steel Industries or generate 0.0% return on investment in Samchai Steel over 90 days. Samchai Steel is related to or competes with Rayong Wire, Sirakorn PCL, Thai Wire, and Delta Paint. Samchai Steel Industries Public Company Limited manufactures and sells steel pipes and tubes to the construction and fur... More
Samchai Steel 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 Samchai Steel'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 Samchai Steel Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.45 | |||
| Information Ratio | 0.0244 | |||
| Maximum Drawdown | 12.92 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
Samchai Steel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samchai Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samchai Steel's standard deviation. In reality, there are many statistical measures that can use Samchai Steel historical prices to predict the future Samchai Steel's volatility.| Risk Adjusted Performance | 0.0419 | |||
| Jensen Alpha | 0.0634 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0174 | |||
| Treynor Ratio | 0.1193 |
Samchai Steel March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0419 | |||
| Market Risk Adjusted Performance | 0.1293 | |||
| Mean Deviation | 3.33 | |||
| Semi Deviation | 3.58 | |||
| Downside Deviation | 6.45 | |||
| Coefficient Of Variation | 2279.04 | |||
| Standard Deviation | 4.6 | |||
| Variance | 21.2 | |||
| Information Ratio | 0.0244 | |||
| Jensen Alpha | 0.0634 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0174 | |||
| Treynor Ratio | 0.1193 | |||
| Maximum Drawdown | 12.92 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 | |||
| Downside Variance | 41.67 | |||
| Semi Variance | 12.81 | |||
| Expected Short fall | (6.67) | |||
| Skewness | 0.048 | |||
| Kurtosis | (0.99) |
Samchai Steel Industries Backtested Returns
As of now, Samchai Stock is out of control. Samchai Steel Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.022, which indicates the firm had a 0.022 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Samchai Steel Industries, which you can use to evaluate the volatility of the company. Please validate Samchai Steel's Coefficient Of Variation of 2279.04, risk adjusted performance of 0.0419, and Semi Deviation of 3.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.0989%. Samchai Steel has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.61, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Samchai Steel will likely underperform. Samchai Steel Industries right now has a risk of 4.49%. Please validate Samchai Steel jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Samchai Steel will be following its existing price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Samchai Steel Industries has virtually no predictability. Overlapping area represents the amount of predictability between Samchai Steel time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Samchai Steel Industries price movement. The serial correlation of 0.02 indicates that only 2.0% of current Samchai Steel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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Samchai Steel financial ratios help investors to determine whether Samchai 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 Samchai with respect to the benefits of owning Samchai Steel security.