Srisawad Capital (Thailand) Market Value
| SCAP Stock | 1.15 0.03 2.54% |
| Symbol | Srisawad |
Srisawad Capital '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 Srisawad Capital'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 Srisawad Capital.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Srisawad Capital on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Srisawad Capital 1969 or generate 0.0% return on investment in Srisawad Capital over 90 days. Srisawad Capital is related to or competes with KTBST Mixed, S Prime, Prinsiri Public, Ananda Development, WHA Business, and Amata Summit. More
Srisawad Capital 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 Srisawad Capital'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 Srisawad Capital 1969 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0063 | |||
| Maximum Drawdown | 10.3 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.03 |
Srisawad Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Srisawad Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Srisawad Capital's standard deviation. In reality, there are many statistical measures that can use Srisawad Capital historical prices to predict the future Srisawad Capital's volatility.| Risk Adjusted Performance | 0.0403 | |||
| Jensen Alpha | 0.0655 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0064 | |||
| Treynor Ratio | 0.4746 |
Srisawad Capital February 24, 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 | 0.0403 | |||
| Market Risk Adjusted Performance | 0.4846 | |||
| Mean Deviation | 1.34 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 1.92 | |||
| Coefficient Of Variation | 2262.58 | |||
| Standard Deviation | 1.94 | |||
| Variance | 3.75 | |||
| Information Ratio | 0.0063 | |||
| Jensen Alpha | 0.0655 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0064 | |||
| Treynor Ratio | 0.4746 | |||
| Maximum Drawdown | 10.3 | |||
| Value At Risk | (2.75) | |||
| Potential Upside | 3.03 | |||
| Downside Variance | 3.69 | |||
| Semi Variance | 1.8 | |||
| Expected Short fall | (2.30) | |||
| Skewness | 1.04 | |||
| Kurtosis | 2.41 |
Srisawad Capital 1969 Backtested Returns
As of now, Srisawad Stock is very risky. Srisawad Capital 1969 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0867, which indicates the firm had a 0.0867 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Srisawad Capital 1969, which you can use to evaluate the volatility of the company. Please validate Srisawad Capital's Risk Adjusted Performance of 0.0403, coefficient of variation of 2262.58, and Semi Deviation of 1.34 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Srisawad Capital has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Srisawad Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Srisawad Capital is expected to be smaller as well. Srisawad Capital 1969 right now has a risk of 2.0%. Please validate Srisawad Capital standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Srisawad Capital will be following its existing price patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Srisawad Capital 1969 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Srisawad Capital time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 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 Srisawad Capital 1969 price movement. The serial correlation of -0.76 indicates that around 76.0% of current Srisawad Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 ProphetOther Information on Investing in Srisawad Stock
Srisawad Capital financial ratios help investors to determine whether Srisawad 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 Srisawad with respect to the benefits of owning Srisawad Capital security.