Samart Aviation (Thailand) Market Value
| SAV Stock | 12.00 0.20 1.69% |
| Symbol | Samart |
Samart Aviation '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 Samart Aviation'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 Samart Aviation.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Samart Aviation on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Samart Aviation Solutions or generate 0.0% return on investment in Samart Aviation over 30 days.
Samart Aviation 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 Samart Aviation'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 Samart Aviation Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0288 | |||
| Maximum Drawdown | 15.04 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 5.31 |
Samart Aviation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samart Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samart Aviation's standard deviation. In reality, there are many statistical measures that can use Samart Aviation historical prices to predict the future Samart Aviation's volatility.| Risk Adjusted Performance | 0.048 | |||
| Jensen Alpha | 0.1288 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0309 | |||
| Treynor Ratio | 0.6054 |
Samart Aviation Solutions Backtested Returns
As of now, Samart Stock is not too volatile. Samart Aviation Solutions owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0506, which indicates the firm had a 0.0506 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Samart Aviation Solutions, which you can use to evaluate the volatility of the company. Please validate Samart Aviation's Coefficient Of Variation of 1797.66, risk adjusted performance of 0.048, and Semi Deviation of 2.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Samart Aviation has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Samart Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samart Aviation is expected to be smaller as well. Samart Aviation Solutions right now has a risk of 2.79%. Please validate Samart Aviation jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Samart Aviation will be following its existing price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Samart Aviation Solutions has very weak reverse predictability. Overlapping area represents the amount of predictability between Samart Aviation time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 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 Samart Aviation Solutions price movement. The serial correlation of -0.03 indicates that only 3.0% of current Samart Aviation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Samart Aviation Solutions lagged returns against current returns
Autocorrelation, which is Samart Aviation 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 Samart Aviation's stock expected returns. We can calculate the autocorrelation of Samart Aviation returns to help us make a trade decision. For example, suppose you find that Samart Aviation 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 |
Samart Aviation 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 Samart Aviation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samart Aviation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samart Aviation stock over time.
Current vs Lagged Prices |
| Timeline |
Samart Aviation Lagged Returns
When evaluating Samart Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samart Aviation stock have on its future price. Samart Aviation 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, Samart Aviation autocorrelation shows the relationship between Samart Aviation stock current value and its past values and can show if there is a momentum factor associated with investing in Samart Aviation Solutions.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio Prophet