SCG Packaging (Thailand) Market Value
| SCGP Stock | THB 20.70 0.80 3.72% |
| Symbol | SCG |
SCG Packaging '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 SCG Packaging'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 SCG Packaging.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in SCG Packaging on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding SCG Packaging Public or generate 0.0% return on investment in SCG Packaging over 90 days. SCG Packaging is related to or competes with Crown Seal, Thantawan Industry, Srithai Superware, Hwa Fong, Fortune Parts, Thai Rung, and TPBI PCL. SCG Packaging Public Company Limited, through its subsidiaries, produces and sells corrugated containers, retail display... More
SCG Packaging 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 SCG Packaging'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 SCG Packaging Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.1266 | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 4.37 |
SCG Packaging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SCG Packaging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SCG Packaging's standard deviation. In reality, there are many statistical measures that can use SCG Packaging historical prices to predict the future SCG Packaging's volatility.| Risk Adjusted Performance | 0.13 | |||
| Jensen Alpha | 0.3476 | |||
| Total Risk Alpha | 0.1482 | |||
| Sortino Ratio | 0.1633 | |||
| Treynor Ratio | 2.17 |
SCG Packaging February 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.13 | |||
| Market Risk Adjusted Performance | 2.18 | |||
| Mean Deviation | 1.64 | |||
| Semi Deviation | 1.48 | |||
| Downside Deviation | 1.77 | |||
| Coefficient Of Variation | 617.91 | |||
| Standard Deviation | 2.28 | |||
| Variance | 5.21 | |||
| Information Ratio | 0.1266 | |||
| Jensen Alpha | 0.3476 | |||
| Total Risk Alpha | 0.1482 | |||
| Sortino Ratio | 0.1633 | |||
| Treynor Ratio | 2.17 | |||
| Maximum Drawdown | 10.78 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 4.37 | |||
| Downside Variance | 3.13 | |||
| Semi Variance | 2.18 | |||
| Expected Short fall | (2.07) | |||
| Skewness | 1.26 | |||
| Kurtosis | 2.67 |
SCG Packaging Public Backtested Returns
SCG Packaging appears to be very steady, given 3 months investment horizon. SCG Packaging Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the company had a 0.23 % return per unit of volatility over the last 3 months. By analyzing SCG Packaging's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review SCG Packaging's Downside Deviation of 1.77, risk adjusted performance of 0.13, and Market Risk Adjusted Performance of 2.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SCG Packaging holds a performance score of 18. The firm has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SCG Packaging's returns are expected to increase less than the market. However, during the bear market, the loss of holding SCG Packaging is expected to be smaller as well. Please check SCG Packaging's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether SCG Packaging's existing price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
SCG Packaging Public has weak predictability. Overlapping area represents the amount of predictability between SCG Packaging time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 SCG Packaging Public price movement. The serial correlation of 0.24 indicates that over 24.0% of current SCG Packaging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
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SCG Packaging financial ratios help investors to determine whether SCG 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 SCG with respect to the benefits of owning SCG Packaging security.